Eight years of trading experience
Eight years of trading experience
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1、What is cross-period arbitrage (1) Introduction Arbitrage refers to the process of buying or selling a financial asset while selling or buying another related financial asset to obtain arbitrage from the price difference. Cross-period arbitrage refers to the strategy of using commodity futures contracts with the same underlying and different delivery months in the same beneficial market for long- and short-term arbitrage. Hedging is essentially a risk hedge, as unilateral speculators bear the risk of reverse price movements when prices move in one direction, while hedging filters out most of the risk of price fluctuations and only bears the risk of reverse spread movements. It is profitable to hedge the price gap between delivery months when it has changed. Cross-period arbitrage is more complex than cross-species arbitrage. It is divided into bull arbitrage, bear arbitrage, and bull/bear swap arbitrage. Under each type of arbitrage, there are also forward and reverse arbitrage. Regardless of the arbitrage method, the core of it is the belief that "spreads will revert to the mean". Therefore, when the spread deviates from the mean, it is judged to buy the undervalued contract and sell the overvalued contract. (2) Methodology If the spread between two contracts deviates from a reasonable spread, the investor can buy one contract and sell the other, and then close the position after the spread returns, thus making use of the reasonable return of the spread to gain profit. Overall, the idea of cross-period arbitrage is relatively simple. On the one hand, it is to capture the opportunity of price deviation from the arbitrage free range according to the delivery system; on the other hand, it is to summarize the law of spread trend and judge the opportunity of spread arbitrage. 2, speculation coin quantitative trading in addition to rely on scientific strategies, but also find ways to save money. Among them, the easiest way is to enjoy the preferential trading fees. Although the handling fee is small, it must not be ignored. I once calculated that as long as the transaction is frequent and the transaction time is long, the accumulation of a small amount will become a lot, the fee expense may exceed 10000 U. Next I will introduce several common methods to reduce the fee of large trading platforms. (1) Reduce Binance's fees Binance is currently the world's largest digital currency exchange, you must sign up for Binance if you speculate in coins. The transaction fee will be deducted from the assets received. For example, if you buy Ethereum/USDT, the fee is paid in Ethereum. If you sell Ethereum/USDT, the commission is paid in USDT. Example. You place an order for 10Ethereum at 3,452.55USDT per share. Transaction fee = 10Ethereum0.1%=0.01Ethereum Or you place an order to sell 10Ethereum at 3,452.55 USDT per share. Transaction fee = (10Ethereum3,452.55USDT)*0.1%=34.5255USDT What many people don't know is that Binance transaction fees can also be reduced. If you want to reduce Binance transaction fees, you must register using the invitation link below or use the invitation code "Q022W7SC". https://accounts.binance.com/en/register?ref=Q022W7SC
(2) Reducing OKX fees OKX is a professional digital currency trading platform that is loved by many users, and its trading fees can be reduced. Depending on the volume of transactions, OKX divides its users into two levels: general and professional. Ordinary users are graded according to their OKB positions, while professional users are graded according to their trading volume and asset volume. The different levels determine the trading fees for the next trading day. When calculating the fee levels, if the coin trading volume, total trading volume of delivery and perpetual contracts (USDT delivery contract, coin-based delivery contract, USDT perpetual contract, coin-based perpetual contract), option contract trading volume, and asset volume meet the conditions of different fee levels, users will enjoy the fee discount of the highest level among them. The first method: OKX official set the maximum saving percentage is 20%. Use the following link to register with OKX and save 20% on fees. https://www.ouyi.business/join/BTC1ETH The second method: Open the OKX website and enter "BTC1ETH" in the "Invitation Code" on the registration page to see the cashback percentage: 20% at the bottom. Be sure to enter this invitation code, otherwise you can not get 20% cashback percentage.
(3) reduce FTX fees FTX is currently growing very quickly, the contract players more exchanges, you must register FTX if you play the contract. if you want to reduce the FTX transaction fees, you must use the following invitation link to register. https://ftx.com/referrals#a=121031692
3, trading road is long, together to move forward Want to learn more about ways to reduce the commission? telegram: btcethcool We have set up a community to study trading, add telegram friends to pull you into the community.
1、What is cross-period arbitrage (1) Introduction Arbitrage refers to the process of buying or selling a financial asset while selling or buying another related financial asset to obtain arbitrage from the price difference. Cross-period arbitrage refers to the strategy of using commodity futures contracts with the same underlying and different delivery months in the same beneficial market for long- and short-term arbitrage. Hedging is essentially a risk hedge, as unilateral speculators bear the risk of reverse price movements when prices move in one direction, while hedging filters out most of the risk of price fluctuations and only bears the risk of reverse spread movements. It is profitable to hedge the price gap between delivery months when it has changed. Cross-period arbitrage is more complex than cross-species arbitrage. It is divided into bull arbitrage, bear arbitrage, and bull/bear swap arbitrage. Under each type of arbitrage, there are also forward and reverse arbitrage. Regardless of the arbitrage method, the core of it is the belief that "spreads will revert to the mean". Therefore, when the spread deviates from the mean, it is judged to buy the undervalued contract and sell the overvalued contract. (2) Methodology If the spread between two contracts deviates from a reasonable spread, the investor can buy one contract and sell the other, and then close the position after the spread returns, thus making use of the reasonable return of the spread to gain profit. Overall, the idea of cross-period arbitrage is relatively simple. On the one hand, it is to capture the opportunity of price deviation from the arbitrage free range according to the delivery system; on the other hand, it is to summarize the law of spread trend and judge the opportunity of spread arbitrage. 2, speculation coin quantitative trading in addition to rely on scientific strategies, but also find ways to save money. Among them, the easiest way is to enjoy the preferential trading fees. Although the handling fee is small, it must not be ignored. I once calculated that as long as the transaction is frequent and the transaction time is long, the accumulation of a small amount will become a lot, the fee expense may exceed 10000 U. Next I will introduce several common methods to reduce the fee of large trading platforms. (1) Reduce Binance's fees Binance is currently the world's largest digital currency exchange, you must sign up for Binance if you speculate in coins. The transaction fee will be deducted from the assets received. For example, if you buy Ethereum/USDT, the fee is paid in Ethereum. If you sell Ethereum/USDT, the commission is paid in USDT. Example. You place an order for 10Ethereum at 3,452.55USDT per share. Transaction fee = 10Ethereum0.1%=0.01Ethereum Or you place an order to sell 10Ethereum at 3,452.55 USDT per share. Transaction fee = (10Ethereum3,452.55USDT)*0.1%=34.5255USDT What many people don't know is that Binance transaction fees can also be reduced. If you want to reduce Binance transaction fees, you must register using the invitation link below or use the invitation code "Q022W7SC". https://accounts.binance.com/en/register?ref=Q022W7SC
(2) Reducing OKX fees OKX is a professional digital currency trading platform that is loved by many users, and its trading fees can be reduced. Depending on the volume of transactions, OKX divides its users into two levels: general and professional. Ordinary users are graded according to their OKB positions, while professional users are graded according to their trading volume and asset volume. The different levels determine the trading fees for the next trading day. When calculating the fee levels, if the coin trading volume, total trading volume of delivery and perpetual contracts (USDT delivery contract, coin-based delivery contract, USDT perpetual contract, coin-based perpetual contract), option contract trading volume, and asset volume meet the conditions of different fee levels, users will enjoy the fee discount of the highest level among them. The first method: OKX official set the maximum saving percentage is 20%. Use the following link to register with OKX and save 20% on fees. https://www.ouyi.business/join/BTC1ETH The second method: Open the OKX website and enter "BTC1ETH" in the "Invitation Code" on the registration page to see the cashback percentage: 20% at the bottom. Be sure to enter this invitation code, otherwise you can not get 20% cashback percentage.
(3) reduce FTX fees FTX is currently growing very quickly, the contract players more exchanges, you must register FTX if you play the contract. if you want to reduce the FTX transaction fees, you must use the following invitation link to register. https://ftx.com/referrals#a=121031692
3, trading road is long, together to move forward Want to learn more about ways to reduce the commission? telegram: btcethcool We have set up a community to study trading, add telegram friends to pull you into the community.
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