CaoYuan's Blog

Most people don't really understand the marvelous markets we are in. Starting with the efficient market hypothesis, this chapter explains the fundamental characteristics of the markets we live in randomness, chaos, and time-varying nature, through the construction of stochastic portfolios, statistical tests of randomness, and the successes and failures of machine learning in the markets.

Most people don't really understand the marvelous markets we are in. Starting with the efficient market hypothesis, this chapter explains the fundamental characteristics of the markets we live in, randomness, chaos, and time-varying nature, through the construction of stochastic portfolios, statistical tests of randomness, and the successes and failures of machine learning in the markets.

This chapter will introduce the trading view and even the world view that quantitative traders should have. In this chapter, the author verifies several important principles in the field of quantitative research by means of numerical simulation, Gambler's Bankruptcy Theory illustrates the importance of money management, the Law of Large Numbers is very important in strategy development and verification, the Central Limit Theorem is pivotal in the financial risk-control quota; and the Principle of Maximum Entropy constrains the world at a deeper level.

This paper describes a signal generation strategy based on the Ichimoku technical indicator of all cycle resonance, which uses the simultaneous occurrence of long or short alignments in the 15m, 1H and 4H cycles as a signal to open a position. The backtest and live code are attached at the end of this article.

According to the strategy K-line cycle, run a program to get data at regular intervals.

If the program is not running for the first time or exits unexpectedly, check if there is a hold log (hold_log.csv), if there is a hold log it reads the hold log, if there is not, it creates empty df's to record the positions for each strategy.

A method to quickly determine whether a factor contains a future function has been worked out after tireless efforts

The perpetual contract funding fee arbitrage program on okx written last year has a one year measured return of around 40%.

To be able to trade for a long term result that will satisfy you, you have to make changes to the current situation, and combining this with duration arbitrage will allow you to earn a sentiment premium and have a stable return in a bullish cycle.

Explain how to crawl the data down and save it as a csv