Snowball Engine
Quantitative Trading

Trading straregy
Cross-exchange arbitrage

In the case of ensuring the safety of funds, if there is a price difference between the price of exchange A and exchange B, then our robot will automatically execute the purchase of the spot on the lower price exchange and move the brick to the higher price exchange for sale , Which is what people often call brick arbitrage.
Intertemporal arbitrage
Intertemporal arbitrage is a way of establishing equal and opposite trading positions on different month contracts of the same futures product, and finally ending the transaction by hedging or delivery to obtain profits.
Cash arbitrage
Grid trading strategy
Futures arbitrage refers to a certain type of futures contract. When there is a price gap between the futures market and the spot market, the price gap between the two markets can be used to make a profit by buying low and selling high. The cash arbitrage mainly includes two types: forward purchase cash arbitrage and reverse purchase cash arbitrage.
Theoretically, the futures price is the future price of the commodity, and the spot price is the current price of the commodity. According to the same price theory in economics, the difference between the two is the “basis” (basis=spot price-futures price). Equal to the holding cost of the commodity. Once the basis deviation and the cost of holding are large, there is an opportunity for cash arbitrage. Among them, the futures price should be higher than the spot price and exceed the various costs used for delivery.

In the price range, the grid spacing is artificially determined, and the price is divided into several grids, which can be equal deviation or equal proportion.
Divide your own funds into several equal parts and make money by capturing price fluctuations in the market like a fishing net. When the price rises to one bar above the benchmark price, sell; when it falls to the next bar below the benchmark price, buy. After the operation, the transaction price will be used as the new benchmark price.
From the practice, it can be found that grid trading involves price ranges, grid spacing (arithmetic series, geometric series), the amount of funds for each buy and sell transaction, the number of bottom positions, etc., and there are different practical ways of combining them. The grid trading method pursues the constant fluctuation of the market in the price range. The more volatile the market, the higher the rate of return.
We can find that even if the price does not rise, as long as it fluctuates back and forth within the region, the grid method yield will be very high.

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