Crypto Spread Arbitrager #63

commerce en direct


Description de la stratégie:

This trading algorithm is a market neutral strategy that effectively monitor data between futures and spot asset prices every second. Based on the price difference, as well as the forecast of the funding rate, we carry out arbitrage transactions through which we make a profit. In the process of execution, we completely overlap transactions with each other, ensuring no impact of changes in asset prices on the profit from the strategy.

Classe d'actifs:

Instruments de trading:

Courtiers pris en charge:

Exigences de négociation:



Rendement cumulatif:



Opérations sur --:


Horodatage Symbole Acheter/Vendre Prix






Performance

  • Score--
  • Jours de bourse--
  • Rapport de netteté--
  • Ratio de sortie--
  • Volatilité--
  • Anne. Retour--
  • Max. Tirage--

Revenu annuel estimé

  • Capital initial (HK$)
  • Abonné Algo--
  • Fournisseur d'algorithmes--
  • Total--

Exposition

  • Long--
  • Court--
  • Espèces--

Répartition de l'actif