Construction of digital currency quantitative trad
Quantitative Trading: it is an investment mode that is automatically carried out by computer in the trading stage. It is to standardize, variable and model human investment ideas, form a set of quantifiable operation ideas, and analyze and verify them with historical data. There are many ways of quantitative trading, including grid trading, cross platform brick moving, trend strategy, hedging, intertemporal arbitrage, etc.
1、 Grid Trading: anyone with trading experience knows that the market is in shock 70% of the time. Grid trading is a classic strategy in quantitative trading, which is known as "born for shock"! The grid is to divide the fund into several parts (equal or weighted). When the price falls by a specified price, one part of the asset will be bought. When the price rises by a specified price, one part of the asset will be sold.
The grid trading method has three key parts: price upper limit and price lower limit, grid quantity and position (the grid with position is relatively complex, and what we will discuss in this paper is that each position is the same by default).
2、 Moving bricks across platforms: moving bricks: Generally speaking, it means lifting a house and moving bricks. But in the vocabulary of blockchain digital currency, it means buying our digital currency, such as usdt, from exchange a at a low price and selling it from exchange B at a high price. So when you choose to sell the platform, you have to pay attention to the exchange rate of the platform. This is the price difference of our brick movers.
3、 Hedging: hedging is a two-way process between multiple exchanges. It does not need to withdraw money or cash. It is suitable for large price difference fluctuation between exchanges or reversal of price relationship.