Andreas Clenow’s Trend Following Strategy
Among Clenow’s strategies, the Trend Following approach is perhaps the most famous. This strategy focuses on capturing long-term market trends by using technical indicators and trendlines to identify and follow market direction. The goal is to enter the market at the beginning of a trend, ride it until it ends, and profit from its sustained…
Mean Reversion Strategy
The Mean Reversion strategy is a type of statistical arbitrage approach in quantitative trading. It is based on the idea that asset prices tend to revert to their long-term average after short-term deviations. The core assumption is: when prices deviate significantly from their historical mean, they will eventually return to that mean. This strategy is…
Flash Crash Strategy
The “Flash Crash” strategy is a short-term trading approach inspired by the experiences and stories of Jesse Livermore, as described in the classic trading book Reminiscences of a Stock Operator. This autobiographical account of Livermore’s trading career is widely regarded as one of the most influential works in the field of stock trading. Core Idea…
The Turtle Trading Strategy: A Classic Trend-Following System
The Turtle Trading Strategy is a classic trend-following approach developed in the 1980s by Richard Dennis and William Eckhardt. This strategy identifies entry and exit points by tracking a market’s highest and lowest prices over a defined period. It is designed to capture long-term trends and profit from sustained price movements. The Origin of the…
How to Use Google Finance Data in Google Sheets
If you have years of experience in quantitative trading, you’re probably no stranger to the Google Finance API. It was once a very popular tool in the financial trading industry, offering numerous advantages over its competitors. The Google Finance API not only provided real-time stock market data but also allowed users to create and manage…
Python Quantitative Trading: How to Access Financial Market Data?
This article introduces how to use Python to call pre-packaged high-frequency data APIs. We’ll use Alltick’s tick data interface as an example. Here’s a sample code snippet. Requesting Candlestick Data In the code above, we use the Apple stock (AAPL.US) as an example to request minute-level K-line data. To request other K-line types, pass the…
Bollinger Bands Strategy
The Bollinger Bands strategy was developed by John Bollinger in the early 1980s. It is a highly popular technical analysis tool used to assess the price level and volatility of an asset. The Bollinger Bands consist of three lines: the middle line is an n-period moving average (typically a 20-day simple moving average), while the…
From Tick Data to Candlestick Charts
Candlestick charts are a widely used chart type in stock markets and financial trading, designed to display information such as the opening price, highest price, lowest price, and closing price over a specific time period. This article introduces how to convert real-time tick data into candlestick data of various timeframes and provides essential formulas and…
Dual Moving Average Strategy
The Dual Moving Average (Dual MA) strategy is a simple yet widely used technical analysis tool designed to identify trend changes in the market and generate trading signals. This strategy involves two moving averages—a short-term (fast) and a long-term (slow)—and uses the crossover points between them to determine the timing for buying or selling. Strategy…
R-Breaker Strategy
The R-Breaker strategy is a well-known trading strategy developed by American trader and programming expert Richard Saidenberg. It was made public in the early 1990s. This strategy is primarily used in the futures markets, where it has performed particularly well with S&P 500 index futures, but it can also be applied to other financial markets….
Forex Strategies in Python
The foreign exchange (forex) market, known for its high liquidity and 24-hour trading cycle, attracts a large number of traders. Quantitative trading strategies are also very popular in the forex market. Below are three classic forex trading strategies that can be implemented quantitatively. 1. Momentum Trading Strategy The momentum strategy is based on the assumption…
Pairs Trading Strategy
The pairs trading strategy is a high-frequency trading approach that seeks to profit from the price spread changes between two correlated assets by simultaneously buying one and short-selling the other. The core idea behind this strategy is mean reversion—when the price spread between two related assets deviates from its historical average, there is a tendency…
A Guide to Backtesting
Backtesting, short for retrospective testing, is the process of evaluating how a trading strategy would have performed in the past. It’s a critical step to determine whether your trading system is viable. Backtesting can be done manually or through automated systems. Regardless of the method, the purpose is to assess whether a strategy is worth…
Ultra-Short-Term Trading Strategies
Ultra-short-term trading (also known as intraday trading, from the English term Day Trading) refers to buying and selling stocks within the same trading day in order to profit from short-term price fluctuations. Today, let’s explore some classic ultra-short-term trading strategies. Overview of Trend Trading Strategies Trend trading strategies involve trading based on the overall direction…
10 Must-Read Trading Books for Success
In today’s financial markets—brimming with both challenges and opportunities—traders face complex decisions and fierce competition. To stand out and succeed in this dynamic environment, it takes more than just technical skills and market knowledge. True success also requires deep insight, discipline, and psychological resilience. Trading books serve as essential resources on this journey. Authored by…
Top Books on Algo-Trading
In today’s highly competitive financial markets, high-frequency trading (HFT) and algorithmic trading have become essential tools for many investors and traders seeking profit. Whether you’re a beginner or a seasoned professional, mastering these complex trading techniques is crucial. However, to truly understand and apply HFT and algorithmic trading strategies, in-depth reading of related literature is…
Practical Guide to MACD
The MACD (Moving Average Convergence Divergence) is a widely used tool in technical analysis, primarily employed to gauge the trend and momentum of stock or other asset prices. First introduced by Gerald Appel in the 1970s, MACD has become a key indicator for investors and traders due to its simplicity and effectiveness. It uses EMAs…
Algo-Trading Strategies in Cryptocurrency
When it comes to cryptocurrency trading, quantitative strategies are a widely discussed topic. By automating and systematizing the trading process, quantitative strategies help traders execute trades more efficiently and respond quickly to market fluctuations. In this article, we’ll explore high-frequency trading (HFT) strategies in the context of cryptocurrencies. HFT aims to profit through rapid trade…
Python Algo-Trading Strategies
With the rise of algorithmic trading, Python has become an essential tool for quantitative developers. This is largely thanks to Python’s powerful ecosystem in scientific computing and data analysis, along with support from excellent third-party libraries. Libraries like Pandas, NumPy, and SciPy offer rich functionalities for data manipulation, numerical computations, and scientific analysis, allowing developers…
High-Frequency Data and Arbitrage
In the stock market, arbitrage is the process by which investors seek out and exploit price differences to earn risk-free profits. With the development of high-frequency trading technologies in recent years, the search for arbitrage opportunities has become faster and more efficient. Today, we’ll go over some basic concepts of arbitrage and how high-frequency (tick)…
Different Types of High-Frequency Data
In financial markets, high-frequency data analysis has become a crucial research method, especially when it comes to making trading decisions and analyzing microstructure. We’ve already explained the concept of tick data in detail in a previous article, and understanding the different types of tick data is equally important for conducting high-precision market analysis. So today,…
What is tick data
In the world of financial trading, having access to accurate and timely information is crucial. The key to seizing profitable opportunities lies in real-time data. The faster the data updates, the more potential opportunities you can uncover. That’s why tick data holds such importance in high-frequency trading. Compared to conventional market data, tick data provides…
How to Access China A-Shares Real-time Market Data with an API
📌LT;DRAllTick’s China stock API provides a powerful, reliable solution for accessing real-time market data. With 99.95% SLA uptime, our system ensures consistent, uninterrupted data delivery. We offer wide coverage of 100,000+ symbols across global markets, including China’s A-shares. Our low-latency WebSocket interface delivers ultra-fast, 170ms latency for real-time updates, while our tick-by-tick data ensures precise,…
Precious Metals Price API by AllTick
📌TL;DR AllTick’s Precious Metals API provides real-time market data for a range of metals, including gold, silver, and more, with minimal delay (170 milliseconds). Register now to create an account and start your free trial Start Your Free Trial (No credit card required) Precious metals have long been valued as essential safe-haven assets and reliable…
How to Access Live Hong Kong Stock Data with AllTick API
📌TL;DR: AllTick’s HK Stock Real-Time Quote API provides ultra-low latency, real-time market data for over 3,000 Hong Kong stocks with an average delay of just 170 ms. It’s perfect for traders who need accurate, up-to-the-second insights for high-frequency trading or algorithmic strategies. Our API is easy to integrate, with free and paid plans available to…
AllTick’s Forex Live Data API Overview
TL;DR: AllTick API provides real-time and historical data for a wide range of markets, including: – Hong Kong Stocks– China Stocks– U.S. Stocks– Forex– Crypto– Commodities Features: Real-time & historical data availableLatency as low as 170ms Account registration: https://alltick.co/en-US/registerAPI Docs: https://en.apis.alltick.co/Github: https://github.com/alltick/ Actually, getting live forex data is pretty important these days. The market’s moving…
Access Real-Time Stock Market Data with This Simple API
Ever wondered how to tap into real-time stock market data for your own projects? I’m here to walk you through it. This article is all about connecting you with the powerful world of stock market data APIs, especially AllTick’s real-time data API. Whether you’re interested in U.S. stocks, Hong Kong stocks, A-shares, forex, or even…