FMZ Quantfmzquant.hashnode.dev·Jul 12, 2024The Logic of Cryptocurrency Futures TradingProblem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven't found a suitable way to deal with it. I will reproduce the scene of this problem. Usually the market order pr...DiscussCryptocurrency
FMZ Quantfmzquant.hashnode.dev·Jul 11, 2024Teach you to encapsulate a Python strategy into a local fileMany developers who write strategies in Python want to put the strategy code files locally, worrying about the safety of the strategy. As a solution proposed in the FMZ API document: Strategy security The strategy is developed on the FMZ platform, an...DiscussPython
FMZ Quantfmzquant.hashnode.dev·Jul 9, 2024Python version of commodity futures intertemporal hedging strategyPorted from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this strategy is a simple teaching strategy, intended to show the design of commodity futures strategies in Python language. Mainly us...DiscussPython
FMZ Quantfmzquant.hashnode.dev·Jul 9, 2024Some Thoughts on the Logic of Crypto Currency Futures TradingProblem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven't found a suitable way to deal with it. I will reproduce the scene of this problem. Usually the market order pr...DiscussCryptocurrency
FMZ Quantfmzquant.hashnode.dev·Jun 25, 2024Application of the K-line shadow part in trading strategySummary The K line itself has little value, it is just a container of the price data. Starting from the lowest Tick data stream, it is divided into segments according to the time period. The first price in each cycle is the opening price, and the las...DiscussStrategy
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
FMZ Quantfmzquant.hashnode.dev·Jun 24, 2024Introduction to RangeBreak StrategyThe RangeBreak strategy was originally derived from futures and foreign exchange trading and is a type of intraday breakthrough strategy. In the <<Futures Truth Magazine>>(US authoritative trading system selection magazine), it has been ranked in the...Discussbreakthrough
FMZ Quantfmzquant.hashnode.dev·Jun 21, 2024Why do we need an off-sample testSummary In the previous section, we showed you how to read the strategy backtesting performance report by focusing on several important performance indicators. In fact, it is not hard to write a strategy that making profit in the backtesting performa...Discussoptimization
FMZ Quantfmzquant.hashnode.dev·Jun 19, 2024What are the elements of a complete strategy?Summary A complete strategy is actually a set of rules that traders give themselves. It includes all aspects of the trading, and does not leave a little room for subjective imagination. Every choices of buying and selling, the strategy will give an a...Discusstrading,
FMZ Quantfmzquant.hashnode.dev·Jun 18, 2024Quickly implement a semi-automatic quantitative trading toolIn commodity futures trading, intertemporary arbitrage are a common trading method. This kind of arbitrage is not risk-free. When the unilateral direction of the spread continues to expand, the arbitrage position will be in a floating lose state. How...Discusstrading,
