Announcement on Adjustment of the A-Share Stock Pool: ST and *ST Stocks to Be Removed
Announcement on the Adjustment of the Scope of the A-Share Stock Pool Dear Users, To further optimize the range of investment targets and strengthen risk management, in accordance with relevant regulations and internal management requirements, the AllTick team has decided to adjust the A-share stock pool. The details are as follows: Adjustment Details Effective January…
Trading Products Expansion | AllTick Launches New KRW Forex Pairs
📢Trading Products Expansion | AllTick Launches New KRW Forex Pairs Dear Valued Users, To further enrich our trading offerings and meet the diverse needs of our users, AllTick is pleased to announce the official launch of multiple KRW-denominated forex trading pairs. The newly added pairs are as follows: New Forex Trading Pairs: EURKRWJPYKRWCNYKRWGBPKRWAUDKRWCADKRWNZDKRWCHFKRWSGDKRWTHBKRWINRKRW All of…
The Hidden Costs of Quantitative Trading: When Data Becomes the Bottleneck of Strategy
If you’ve spent any amount of time in quantitative trading, chances are you’ve experienced this frustration: a strategy that looks perfect in backtests ends up producing a choppy, disappointing equity curve in live trading. Where does the problem lie? Has the market changed, or is there a flaw in the strategy itself? More often than…
Mastering the 10 Core Capabilities of Quantitative Trading: Not Just Methods, but a Data-Driven Practice
The success of quantitative trading comes from the combination of the right methodology, high-quality data, and continuous iteration. Quantitative trading is not merely about writing code or staring at charts. At its core, it is an engineering discipline aimed at systematically building sustainable competitive advantages. A strategy alone is never enough—you need a complete pipeline…
Exploring the Technical Architecture of Trading Platforms
In today’s complex financial ecosystem, trading platforms undoubtedly occupy a central and critical position. They function like bustling financial marketplaces, where a wide range of assets—from traditional stocks, bonds, and futures to emerging digital currencies—are constantly exchanged. Trading activities continue around the clock, and the annual trading volume of well-known global platforms often reaches trillions…
How to Spot a Strong Quant Backtest
#1 Stable Returns Stable returns are one of the key indicators for evaluating the quality of a quantitative strategy. They represent the strategy’s ability to consistently generate profits during the backtest period. A truly robust quantitative strategy should not rely on a single market environment or specific opportunities, but rather be capable of delivering steady…
How to Prepare for Quantitative Trading in Stocks
Quantitative trading has become an increasingly popular and widely adopted modern investment approach in the global financial markets. By leveraging mathematical models, statistical analysis, and computer algorithms, it transforms vast amounts of market data into executable trading strategies, helping investors make more rational and precise decisions in a complex and ever-changing market environment. Compared to…
Stock Volatility Trading Strategies
In the stock market, volatility is an indicator that measures the degree of price fluctuation. It reflects how much a stock’s price has risen or fallen over a period of time. The higher the volatility, the greater the price movement; conversely, lower volatility means relatively smaller price changes. Volatility is critically important for stock trading…
Chinese Stock Code Formats and Trading Rules
China has several major stock exchanges: Stock code formats in China vary by exchange and stock type. Typically, you can identify the type of stock based on the prefix or structure of its code. Below are common coding rules and the corresponding stock types: Stock Type Code Format Exchange A-shares Starts with “6” or “0”…
Average Directional Index (ADX) Explained
Whether you’re trading stocks, futures, forex, or cryptocurrencies, you’ve probably heard people talking about market trends. But the question is: how strong is a trend, exactly? Is there an indicator that can quantify the strength of a trend? The answer is yes—and that’s what we’re covering today: the ADX indicator (Average Directional Index). Simply put,…
What is a CFD (Contract for Difference)?
A Contract for Difference (CFD) is a type of financial derivative. It is essentially a wager between two parties facilitated by a CFD platform, where the platform matches buyers and sellers with opposing market views. For example, if you believe the price of gold will rise, you can buy a gold CFD. The CFD platform…
A Complete Guide to the Order Matching Engine
The order matching engine is the heart of any trading system. It consists of several key components, including matching algorithms, data management, and communication interfaces. Its core function is to match buy and sell orders from market participants, execute trades, and generate transaction records. Every day, vast amounts of liquidity flow through financial markets, and…
What is Position Trading?
Everyone has a different investment style, but broadly speaking, investors usually have two options: they can focus on short-term trades to profit from price fluctuations, or concentrate on long-term investments to earn returns from trends. The concept of a “position” is typically refers to long positions—assets you’ve actually purchased and own—whereas “position” can refer to…
Futures Hedging Strategies: From Beginner to Advanced
Futures hedging is a common investment strategy that helps manage risk and generate stable returns. By simultaneously establishing opposite positions in the spot and futures markets, investors can hedge against price volatility and lock in asset value. Whether you’re a novice investor or an experienced trader, understanding and mastering the principles and techniques of futures…
Futures Basics Guide
Futures are financial derivatives derived from physical assets, contrasting with spot trading. A futures contract is a standardized agreement, set by a futures exchange, to buy or sell a specific quantity of an underlying asset at a predetermined price on a specified future date and location. Futures can be based on either commodities (like oil…
Forex Hedging Strategies
The foreign exchange market is the largest and most liquid market in the world—so high volatility is simply part of the game. For forex traders, volatility is the norm. To mitigate the currency risk that comes with every trade, different strategies can be used. In forex trading, hedging is a method of protecting yourself from…
In-Depth Guide to the Fractal Indicator
Traders often seek strategies grounded in mathematics to gain an edge in the markets. The fractal indicator, based on chaos theory and fractal geometry, is one such tool. By capturing the nonlinear behavior of price movements, fractals help traders spot potential market turning points that might otherwise go unnoticed. As a trading tool, the fractal…
Trading Strategy: The Five-Step Counter-Trend Method
The counter-trend trading strategy goes against the market’s general direction. It’s not the easiest approach for beginners—getting started can be tough—but if executed correctly, the rewards can be substantial. This article aims to help you understand how this strategy works and how to apply it effectively. What is a Counter-Trend Market? A counter-trend market refers…
Forex Arbitrage Strategies
Forex arbitrage may sound complex, but it’s actually an old and highly profitable investment method. At its core, it’s about spotting inefficiencies in the financial system—buying an asset at a lower price in one place and selling it at a higher price in another. That’s essentially what forex arbitrage is: identifying tiny discrepancies in currency…
A Detailed Explanation of the Aroon Indicator
The Aroon Indicator, developed by Tushar Chande in the 1990s, is a technical analysis tool designed to help identify changes in market trends. Specifically, it allows traders to observe potential future price movements and detect emerging trends in asset prices. The indicator measures the time elapsed between highs and lows in price action. Its core…
Parabolic SAR Indicator Explained
The Parabolic SAR (Stop and Reverse, or SAR for short) is a widely used technical analysis tool among traders and analysts. It helps identify potential trend reversal points and provides guidance on when to enter or exit trades. Especially useful in trend-following strategies, mastering the mechanics and applications of SAR can enhance your ability to…
Classic Quantitative Strategies in the Forex Market
The foreign exchange (forex) market attracts a large number of traders due to its high liquidity and 24-hour trading availability. Quantitative trading strategies are just as popular in forex as in other markets. Below are three classic forex trading strategies that can be implemented in quantitative systems. 1. Momentum Trading Strategy The momentum strategy is…
Quantitative Practice: In-Depth Guide to the KDJ Indicator
The KDJ indicator, also known as the Stochastic Oscillator, is a momentum-based technical indicator that measures the relationship between a stock’s closing price and its price range (the highest and lowest prices) over a certain period. It consists of three lines: the fast line K, the slow line D, and the dynamic line J. This…
Quantitative Practice: In-Depth Explanation of the RSI Indicator
The RSI (Relative Strength Index) is a momentum oscillator used in technical analysis, first introduced by J. Welles Wilder in 1978. RSI measures the speed and magnitude of price movements by comparing the average gains and losses over a specific period. It is commonly used to determine whether an asset is overbought or oversold, helping…
Swing Trading Strategy
Swing trading is a medium-term trading strategy that differs from intraday trading by allowing positions to be held for several days, weeks, or even months. Traders use this approach to capture intermediate market trends, aiming to enter and exit trades at optimal points during both upward and downward price swings. Strategy Principles and Use of…
George Soros Trend-Following Strategy
George Soros is a renowned investor and philanthropist, widely known for his success in financial markets and his extensive philanthropic work. He gained prominence for applying a form of trend-following strategy that contributed significantly to his reputation as a key figure in the investment world. Soros’s trend-following strategy is rooted in his unique theoretical perspective—that…
Grid Trading Strategy
Grid trading originated in the foreign exchange (forex) markets, though its exact inception date is difficult to determine. It can be traced back to the late 1970s and early 1980s, when the liberalization of currency markets and the rise of electronic trading platforms laid the groundwork for such systematic strategies. Early grid trading techniques were…
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….