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What is a digital quantitative trading

Time:09-21

what is a digital quantitative trading

In circles recently heard about a thing, a lot of people do encrypted digital currency trading is open operation, no quantitative trading, including some arbitrageurs, as well as the market,

What's the difference between the us and to see if they,

what is hand

Popular point said, is to use a mouse in the exchange interface to buying and selling operation,

For ordinary transactions, of course, for example, if you just want to buy some COINS lay, or just want to replace the etheric fang hands with COINS, that hand is enough,

But for arbitrage and make a market, if you still use hand, crazy by eyes and swept through the K line indicators, repeatedly stripe on fingers on a calculator, knew that I was a very strong suggest you about quantitative trading, and the superiority, he can bring you

what is a quantitative trading

Quantitative trading is the use of big data and to execute the program model, using such a scientific way, thoroughly eliminate the factors of external interference information data prove everything, and through the card back to test its effectiveness, avoiding interference to investors because receives too much information, and make emotional bias decisions,

Most importantly, quantitative trading strategy when executed, will make the actual transaction behavior and historical data to achieve consistency in the past, because the establishment of quantitative trading strategy, all the trading rules have been under precisely defined, and by the compulsory execution procedure, which is the vast majority of people trading strategy cannot achieve,

Probably means, trading rules would be restrictions on certain technical indicators and the strategy logic programmed,

why digital currency is more suitable for quantitative trading

Relative to the traditional market, the digital currency is more suitable for quantitative deal, why?

* the threshold of the traditional financial plate is very high, not easy introduction to fit;
* digital currency more opportunity;
* digital currency exchange for API very friendly, also provides a relatively complete technical support,

the advantages of quantitative trading

Compared to hand, I think the advantages of quantitative trading is very prominent,

* speed, high efficiency and speed of millisecond response;
* time, sleep without stare;
* convenient, a key to complete the arbitrage,

, for example, what are you doing carrying carry bricks, 10000 USDT see COINS in A stock exchange, exchange currency USDT 9980 B, for the hand I am no longer here, "move brick" is enough to describe, what about for quantitative trading, will move brick arbitrage trading rules written procedures, let the program automatically help you to move between each exchange brick, can let you in the best spreads move brick to earn the most profitable,

Simple speaking, compared with program to carry out trading rules, the hand will make you exhausted, also need you to focus on market trend, also because the controls and missed the best time, or just bought before he could sell the market changes, then you're trapped,

Quantitative trading significantly reduced the complexity of operation, also reduced the market moves you need to take risks,

arbitrage strategy

Introduce several common arbitrage strategy:

* intercity arbitrage strategy, commonly known as "move brick" strategy, when the same trade mark when there is A difference between the two exchanges, exchange to buy from A, B exchange to sell, earn price difference, that is to say, when spreads to cover the transaction cost, without considering other special circumstances, you can make money,

* triangular arbitrage, also known as indirect or multilateral arbitrage, originated in the foreign exchange market using cross currency arbitrage pricing errors, as is often the case, digital currency exchange rates between the dollar price of a corresponding, but since the digital currency market volatility is stronger, some exchanges due to various reasons such as lack of liquidity, can lead to some point, * * synthetic cross price and market price deviating from the * * temporarily, when this kind of deviation from enough to offset our transaction costs, we can use the method of triangular arbitrage achieve risk-free profits,
* period now carry, is the use of futures market and cash market, the difference between * * at low price the market to buy or do more, at the same time in the market with high price to sell or short * *, * * wait until the price difference disappears unwind the behavior of profit by * *, due to the existence of the futures contract delivery mechanism, the price of the same digital currency in the spot market and futures market is closely linked, the futures price at contract maturity date will be the latest and the spot price convergence, so when the price difference between futures and spot, can be risk-free arbitrage,

Above three is relatively commonly used arbitrage strategy, of course, if you put it in the real plate, also need to consider all kinds of exceptions, such as network fluctuation, the procedures of exchange rates,



In addition if you have problems or profitable strategy, can I help test or associated thinking collision,
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