Understanding the Kelly Criterion in Algo-Trading
Welcome to my first post! Today, we’re diving into an essential concept for traders: the Kelly Criterion . This mathematical formula helps determine the optimal size of a series of bets or in ...
Welcome to my first post! Today, we’re diving into an essential concept for traders: the Kelly Criterion . This mathematical formula helps determine the optimal size of a series of bets or in ...
Background Martingale strategy is a betting system that originated in 18th century France and was popularized in the 19th century. The system was named after a casino owner in London named John Henry Martinda ...
Many traders mistakenly equate high-frequency trading with efficient profit-making. They believe that only by frequently entering and exiting the market can they seize more opportunities. Particula ...
在金融市場中,短線交易者的成功與否往往取決於他們對市場動向的敏感度及及時反應能力。隨著資訊爆炸的時代,事件驅動交易成為了一種流行的投資策略。然而,如何有效地把握這些事件機會,則需要一套行之有效的框架。本文將介紹「事件真實性 — 影響關聯性 — 市場預期差」的三步框架,幫助短線交易者提升判斷能力,從而在瞬息萬變的市場中立於不敗之地。 ...
Following the discussion from the previous post [Technical Indicator - Relative Strength Index (RSI)] , we will implement a simple trading strate ...
Open interest is a crucial concept for traders navigating the world of futures and options. Whether you're a beginner or an experienced trader, understanding open interest can enhance your trading ...
As the deadline of the backtest stage is approaching, I hope to know the exact way of submission for the backtesting codes to the competition holder. ...
I am a manual trader for 5 years. I am looking for automated EA for gold trading. Is there readily made EA I can buy? Please share the backtest performance. ...
In this article, we will implement a simple trading strategy using the ATR indicator. Trading Idea: From the discussion in the previous post , ATR itself does not provide indication about price trend. Instead, it is used to measure market volati ...
In this article, we will introduce a simple trend following strategy using a volatility approach. Volatility Decomposition: Upside vs Downside Volatility is used to reflect the magnitude of market fluctuation, and it is usually used to observe market sentiment or predict market trends. In financial market, due to the behavior of "Market t ...
在金融市場中,許多投資者常常陷入“重倉高波動賺快錢”的誤區,這導致他們在交易過程中經常受到心理壓力的影響,並最終出現虧損的情形。今天,我們將探討如何通過合理的倉位管理和技術指標,讓您在交易中實現穩定的賺錢,有效控制風險。 ...
Hello everyone! This post is all about implementing a Grid Trading strategy on ALGOGENE. If you are interested to learn how this strategy works or if you are a new joiner of the platform, this post ...
The Chaikin Money Flow (CMF) indicator is a powerful technical analysis tool used by traders and investors to measure buying and selling pressure in the market. Also known as the Chaikin Accumulati ...
This article provides the full source code of an example presented in a webinar on 2021.07.10. In the webinar, it discussed how to convert a Simple Moving Average Strategy from MT4 EA to ALGOGENE. < ...
在股市交易中,成交量是非常重要的指标之一。今天,我们将深入探讨成交量均线(Volume MA)和OBV能量潮(On Balance Volume)这两个关键指标,帮助您识别及理解资金的活跃度,以提升您的交易策略。 ...
The recent volatility in Crypto market is high. What strategies are you guys using to protect your algo-trading portfolios? Are you employing any specific risk management techniques or algorithm adjus ...
在市場中,價格波動是每位投資者都需關注的關鍵因素。本篇文章將進一步探討「恆生波幅指數」(VHSI),幫助您深入了解市場情緒與波動,提升您的投資與交易策略! 什麼是恆生波幅指數 (VHSI)? 恆生波幅指數 (VHSI) 被譽為港股版本的「恐慌指數」,它通過分析恆指期權價格,預測未來約30天的市場波動率。數值越高,代表市場對未來波動的預期愈強,投資者情緒愈加緊張。因此,VHSI 是一個評估整體市場情緒的重要晴雨表。 ...
In the financial market, the key to making money lies in effective position management. When the market is in a clear uptrend, our focus should be on going with the trend, using a "small-to-large, ...
Warren Buffett, often referred to as the "Oracle of Omaha," has long been revered for his unparalleled investment acumen. One of the key metrics he emphasizes when evaluating potential investments ...
Fibonacci retracement is a technical analysis tool favored by traders across various markets, including stocks, forex, and cryptocurrencies. With its roots in a mathematical sequence discovered ove ...
Every trader has experienced that sinking feeling: you buy, and the price drops; you sell, and it shoots up. It often seems like the market is conspiring against you. But the truth is, the real cul Why Timing Always Feels Wrong ...
Investors are constantly seeking new methods to maximize returns and minimize risks. One such approach that has gained traction over time is seasonal trading. This strategy involves anticipating pr ...
The price of TSLA dropped from 815.91 to 250.084 in 2020 which could be due to stock split which caused inaccurate ev ...
Hi community, I have a question about "Wining Rate". I read a lot from different articles and find it confused with its definition. some ppl mentioned it i ...
Hi Tommy, thanks for the clarification, I'm using minute level data. ...