Jan 18 · 3 min read · Before I started my journey into quantitative finance, I strongly believed that retail algorithmic traders simply couldn’t compete with large institutional quant funds. That belief began to change only after I started building, testing and running st...
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Jan 8 · 22 min read · I often browse the FMZ platform and always find treasures. Today I discovered a trend strategy from 2021, and I'm amazed by the author's sophistication and comprehensive code architecture with high flexibility. The original strategy was in JavaScript...
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Dec 18, 2025 · 3 min read · Everything today is about what you, as an employee, bring to the table. Everything today is about what you, as an employee, bring to the table. And in today’s world, all that an employer is looking for is a person with the skills to up their game in ...
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Nov 29, 2025 · 1 min read · Pine Script is designed for TradingView, but many strategies eventually outgrow its limitations. Python provides more control, better data handling and full automation capabilities. The process starts by breaking down the Pine Script logic.Document i...
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Nov 7, 2025 · 2 min read · Major stories:BTC/USD is trading at $103,700 after testing $100,000 twice during the week, while ETH/USD at $3,465. The U.S. nonfarm payrolls report for October was delayed due to the continuing government shutdown, while the Challenger job report fo...
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Jul 25, 2025 · 1 min read · Today I went deep into figuring out what I want to do with my career now, and the conclusion I came to was that I’ve skimmed through multiple topics so far and haven’t even gone deep enough to experience either pain or pleasure. Now I’ve decided to t...
Join discussionApr 28, 2025 · 5 min read · Introduction Statistical arbitrage is a quantitative trading strategy that leverages statistical and econometric techniques to identify and exploit mispricings between cointegrated assets. In this article, we'll build a Statistical Arbitrage Bot in P...
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Oct 14, 2024 · 5 min read · Data analysis is a rapidly growing field that plays a crucial role in decision-making processes across various industries. As organizations increasingly rely on data-driven insights, the demand for skilled data analysts has surged. This article will ...
Join discussionAug 29, 2024 · 2 min read · The calculation of transaction costs from tick data often involves two tables: trade and nbbo. As the timestamps of both tables are at nanosecond level, there are virtually no exact match between the timestamps of the two tables. Therefore, in order...
Join discussionFeb 27, 2024 · 4 min read · For high frequency data in financial markets, each record typically holds the information of a stock at a specific timestamp. We often need to rearrange a column (or the calculation results involving multiple columns) into a matrix or table with the ...
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