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In commodity futures trading, intertemporary arbitrage are a common trading method. This kind of arbitrage is not risk-free. When the unilateral...
The previous article demonstrated the need for dynamically adjusting parameters and how to evaluate the quality of estimates by studying the order...
Research version without adjustment of handling fees Triangular hedging.ipynb In [1]: var fmz = require("fmz") // Import the...
Principles of strategy Due to liquidity reasons, when there is a large amount of smashing and pulling in the market, there will inevitably be large...
In view of the fact that the hedging frequency of the futures and spots hedging strategy is not high, it is actually possible to operate manually....
In the previous article, we implemented a simple hedging strategy together, and then we will learn how to upgrade this strategy. The strategy changes...
