[New bit quantified] The journey of the old farmer to the pit

First, the preface

My wife is afraid of marrying the wrong man, my husband is afraid of going wrong. This phrase is a very serious mark on my husband's face. Graduated from university, joined the Chinese manufacturing army, engaged in the traditional industry (automotive electronics) software design. Just started writing the first program with asm, with the help of my girlfriend designed the pcb, produced the first product and patent.

Second, the Internet+

8bit, 16bit, 32bit mcu software designs, from the traditional industry, to the current ai + industry. These industries have high thresholds, investment capital and time cycle are large. Not too long ago, the Internet industry bubble, the capital bubble needs to be digested, proposed the Internet +, the Internet began to gradually penetrate and feed the traditional industry. Big data, IoT, industry 4.0, intelligent transportation v2x, etc., gradually feed, squeeze the profits of the traditional industry, push the traditional industry upgrading reform.

Third, individual input and output

On the way of growing up, the old farmer has been exploring the income after a nap, and the knowledge of yoga has become a reality. He has done several projects with friends using his spare time, AGV's energy storage battery management system, a 3G / 4G-based vehicle monitoring system, rock scanners, electrolyte separation controllers, and other large and small projects, but in the end they did not succeed. I wrote a white paper with my friends, I saw VC, I invested, I worked with my friends on a fire, and I finally fell on the way to the product landing and couldn't climb up. In summary, the investment of heavy assets, while the technical staff is difficult to grasp the market, it is not easy to find customers, either the demand is not detected in advance, or the order is dug out. Many risks are not well controlled, and the project is unlikely to return.

Four, mining

When I heard about Bitcoin mining, many people said it was a Ponzi scam. And I didn't have the corresponding perception, so I hid in fear of the Lord. When I saw God, the Bitcoin had been collected several hundred times, it was already a thousand times. A friend said that he had set up a mining machine, used to mine Litecoin, and had income every day. I was curious to know what the mining machine was, and I visited it to learn, and found that the mining machine was a good thing. The Bitcoin market exploded, the mining machine market was hot, and we talked to our friends about how to make a mining machine, the hardware, structure, and software to assemble a mining machine, after all, this is what we are good at. We contacted several manufacturers of ASIC chips, one of which is a local company, Chiangdong Co. * The initial order for the chips is quite high, the minimum quantity is over 10k, even the chips that have been evaluated are not given, for the technological threshold is unpredictable. The price of the coin fluctuates, and for those who have not participated in the market, there is no sense of risk. Finally, the Litecoin plunged to 7 yuan, the miner once shut down, and finally found a place to secretly mine. Before the crucial moment, we accumulated 200-300 Litecoins, simply one of us did not sell, died a lot, did not cover, lost a lot.Collapse without a rebound

Five, it came like a spring breeze one night.

In the first half of the 17th year, a friend told me that the Litecoin was broke. Immediately sober up, turn on the computer to check the price. Nervous, wow, back to the book, excited, happy. Move the coin from the wallet to the exchange, every day look at the counter, 150, 100, 120, oh, 150, sold well, the psychological embodiment of the cabbage is gone.Start selling at the bull market

When the mine turned into scrap metal, I divided the money with my partners, if the investment was successful. I withdrew the principal * 2, cashed it out, and the rest was left as my own working capital. From then on, I never walked into the coin circle alone.

Six, enter the coin circle.

17 years of the bull market, really the bull market, ic*, gathering b at 12 p.m. timely draw, etc., found that most of the people are coming to move, add a qq group, watching the group from 200 people to 1000 people, most of the news comes from etc. are learning to move. Some people move every day eat meat, some people move can also drink chicken.Moving furniture

In the process of moving, learn about the programmatic moving, very tasty, 5% difference in price to make money everywhere, not much human intervention, at most to move money to move, in a few days can double. Since 1994, the number of robbers has increased and the price gap has narrowed to a very small one, and the meat-moving industry has been basically ruined by robots.

7 The Way to Quantify

The bull market movers, it's a golden age, it can be a good thing, all kinds of robots participate, the profit space is crushed pole. Currently, the robots that can move are more than the fee, whoever has a lower fee, whoever has a chance.

Big z - Multi-platform hedging stability suite V2.1.js (fmz open source has been removed, if not appropriate, please contact the link in the deletion article)

This is the first time I've seen this in my life.

Raven (upgraded version, the code has been removed, if not suitable, please contact the link in the deletion article)

For more information on open source policies, please click here.

In FMZ, the open-source strategy can be run directly over the grid, the carrier, the cabbage harvester, the conscience platform, and the parameters can be configured.Large Z - single-sided grid of grid deformation strategy

After 19 years of making empty grids, broken and broken, constantly selling, after several adjustments, abandoned this rib. Then made a class infinite grid, and ended with three outs. The market has changed since the start of the trading platform, the harvester has been harvested and opened several times, which is not ideal. Moving is a stable happiness, whether it is moving on the spot, moving on the spot, or moving on the spot, stable.

8 - Doing the market

I have always liked pleasure, I do not want to be so slow, start high frequency maker market, single leg, double leg. The core idea of market is to find a relevant market, because now there are more robots moving, the market prices tend to be consistent. Large market fluctuations, often caused by one market, chain reaction wave to other markets.庄They have funds that can influence the market and, when they get some kind of inside information, they turn into insiders (see high-frequency trading), and they work together in one direction in the market. It's not just about the market, it's about the micro-relationships.References

设A市场价格为P*， B市场价格为P。 当拥有order book数据后，P* & P 可以通过用mid = (ask+bid）/2 获得。
首先确定产品在B市场的真实价值 V（value）= P + Alpha
P是B市场的mid price， 假设该市场为非有效市场，所以价格并没有反映产品的真实价值，真实价值是V，他两的差值是Alpha。 因为我们现在假设A与B的lead-follower关系已经确定，所以在这个例子里Alpha可以用一个小时 P* - P 的 Moving average （MA）来估计。假设此时Alpha= 0.1， 而P=1，那么V=1.1， 也就是说B市场的价格很便宜只要1块钱，而这个产品的实际价值是1.1元。

I'm a 6+ version market maker, or I'm a HGG underdog, or I'm a P god scalper, or I'm not profitable, so I'm done here.

In the pursuit of speed, there are many ways to sniff out the real IP of the exchange, the exchange's internal network IP, in order to reduce network latency. I've been practicing this, I've been practicing the skills of doing the market, the skills of maintaining the market (welcome bosses to the market)

9th, the food market

After the failure of the market, I still did not give up in my mind, and found out that the open-source eating market strategy should be the strategy I have been looking for, after seeing the top of the waterfall, immediately open dry. Real dishes are mixed, real gold and silver. There is a parameter in a day of profit 3% close, relative earnings (gain-coin price increase) 2.5%, the highest relative earnings up to 9%; finally the same parameter has run, and no such good earnings. This tactic is eating away at the slow pace of the leader vs. follower paradox in the marketplace.

10th, the retest system

The market is changing, a set of parameters can be maintained for a while. It is not easy to find parameters that can be profitable, especially doing market strategies, real-world verification is really time-consuming and expensive. Currently, the recording of the discount data, the construction of a retesting system.

Record data code open source on github, and welcome to applause

The ticker-level feedback system is still being groped. Individuals believe that the ticker feedback also needs to be accompanied by a shot, i.e. when the feedback is done, the next order cannot be transacted at the price that has been sent strategically, but must be transacted based on the dish data.

11th, summary

There's a saying in the coin circle that you're always charging money, never mentioning cash, although it's a bit self-deprecating, for me it's true.