Recent thoughts on Bitcoin Quantitative Trading

I haven't updated my blog content for a long time, mainly because there are no new ideas, and it doesn't make a lot of sense to keep a flow log. But I didn't think that the inventor quantification (formerly BotVS) quantification group (formerly 309368835) had some attention and expectations, plus I have some ideas, it's time to write my recent thoughts.

• 1) Bitcoin is quantified Bitcoin is too suitable for quantitative trading, with a seamless stop-and-go limit; 24*365 non-interrupted trading; the threshold is extremely low, 10 bucks are also available, and users can apply for an exchange API; the limit is low, although to prevent DDOS attacks, Okcoin limits the frequency to less than 10,000 minutes; no limit on the number of transactions, no spot fees; the market is booming, the futures spot market is very active; there are many platforms, providing space for leverage.Know the linkThe conditions for quantitative trading on the Bitcoin platform are so good that it would be a pity not to write a program. In fact, quantitative trading already makes up the majority of the Bitcoin trading market, which can be seen from the price fluctuations.

• 2) The development of strategies The greatest benefit I have received during this time has been to thoroughly understand why my strategy is profitable, and even if I have made money in the past, the essence of the strategy is still unclear, and the change in the market is only possible by feeling. Developing other strategies as well, I believe that the principle behind a truly profitable strategy must be clear, if you write an unfounded strategy, just try to see if it can be profitable, often lose money, even if it is profitable for a while, it is difficult to judge whether the specific strategy is effective, lucky; or on the contrary, there is a clear principle, even if the short-term losses I am not afraid of, and there is a good adjustment of the parameters of the target, which is finally achieved. Zero said in the group: "I walked a lot of bumps, at the beginning, and MACD and KDJ, and wave indicators, and Dow theory. Also studying filter theory. " Finally, I realized that the strategy of stable arbitrage is what I want. " Those indicators are all on the K line, and the K line is a house painting. " I am an indicator useless theorist. " I deeply agree. " Going further, the strategy is based on the short-term inefficient profitability of the market, profits can find a corresponding loss, this loss does not mean a loss.

• 3) Recent gains This year's earnings are much lower than the previous two years, for three reasons: Bitcoin price fluctuations are lower and lower; more and more Bitcoins are owned, the utilization of funds is low; the strategy is fierce. Probably, after 80 days of earning only 6% of Bitcoin, the money earned 20,000, and last year's 80 days Okcoin gained twice as much money.

• 4) The Future of Bitcoin I am optimistic about the future of Bitcoin, and the strategy has been changed to a stable coin, with 51 bitcoins in hand and a firm majority. The reason can be used to show the teacher's point of view with a smile: this is the first time in human history that the sanctity of private property has been guaranteed by technical means.