ByteScrum TechnologiesforByteScrum Technologiesblog.bytescrum.com·Sep 12, 2024How to Use Python for Financial Analysis and Algorithmic TradingPython has become one of the most popular programming languages for financial analysis and algorithmic trading, thanks to its simplicity, versatility, and a robust ecosystem of libraries. Whether you're a finance professional looking to automate your...Discuss·10 likes·60 readsPythonPython
FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024Evaluation of backtest capital curve using "pyfolio" toolForeword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so I thought about whether to obtain the income result data and then process it myself to get a more detailed capit...Discusspyfolio
FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024Interfacing with FMZ robot using "Tradingview" indicatorBackground introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete financial tool. But there are two issues that have been plaguing us....Discusstradingview
FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024High-frequency backtest system based on each transaction and the defects of K-line backtestWhen I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line backtest, which verified the effectiveness of the strategy. But the sleep time of the a...DiscussBacktesting
FMZ Quantfmzquant.hashnode.dev·Jul 9, 2024Teach you to upgrade the market collector backtest the custom data sourcePrevious article Teach you to implement a market quotes collector taught you how to implement a market collector. We have implemented a robot program that collects market quotes together. How to use market data after we collected it? it will be using...DiscussPython
FMZ Quantfmzquant.hashnode.dev·Jul 9, 2024FMZ simulation level backtest mechanism explanationBacktest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data returned by each market and trading API also simulates the actual running time accor...Discussalgorithms
FMZ Quantfmzquant.hashnode.dev·Jul 8, 2024Market quotes collector upgrade againSupporting CSV format file import to provide custom data source Recently, a trader needs to use his own CSV format file as a data source for FMZ platform backtest system. our platform's backtest system has many functions and is simple and efficient t...Discussmarket
FMZ Quantfmzquant.hashnode.dev·Jul 8, 2024Detailed Explanation of Digital Currency Pair Trading StrategyIntroduction Recently, I saw BuOu's Quantitative Diary mentioning that you can use negatively correlated currencies to select currencies, and open positions to make profits based on price difference breakthroughs. Digital currencies are basically pos...DiscussStrategy
FMZ Quantfmzquant.hashnode.dev·Jun 26, 2024Introducing FMZ Quant data science research environmentThe term “hedging” in quantitative trading and programmatic trading is a very basic concept. In cryptocurrency quantitative trading, the typical hedging strategies are: Spots-Futures hedging, intertemporal hedging and individual spot hedging. Most of...DiscussFMZQuant
FMZ Quantfmzquant.hashnode.dev·Jun 25, 2024Tick-level transaction matching mechanism developed for high-frequency strategy backtestingSummary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the backtest is to verify the logic and feasibility of the strategy. This is also the meaning ...DiscussBacktesting
