Bitfinexen：Quantitative Trading Strategy Learning Guide

Bitfinexen：Quantitative Trading Strategy Learning Guide

If you want to understand the great posts in the forum, a certain foundation of python and securities knowledge is necessary.

 

1. Python learning:

 

Be sure to read at least one python basic book or complete the online course.

 

You need to understand the following: basic syntax; variable assignment; operators; conditional statements; loop statements; data types (including lists, dictionaries, tuples, strings, etc.); functions; modules.

 

Of course, if you want to write code yourself, you still need to complete a complete course.

 

2. Data analysis package learning

 

The data analysis report is mainly the most important library of pandas. Just learn a little about numpy.

 

3. Excellent mining API, CAL function and data

 

When you complete the above two items, congratulations. You have completed almost 90% of the work, and then there will be some knowledge learning in You Mining.

 

The API is the interface of Youkuang. By entering certain parameters, you can export the data you want from Youkuang. You can learn about some quantitative writing and API usage methods of Youkuang through the help file of Youkuang, and Youkuang API documents. Because everyone's research direction and strategies are different, the API and research data used are also very different. It is recommended to skim the popular data provided by the research data, and then take a look at the content of the help file. You only need to get a general understanding of what the help file is written, and then Go to inquire.

 

Then you can find an article that you think is a good strategy or similar to your idea implementation method, a short analysis. Because you already have the foundation of python and pandas, and some of the remaining excellent mining API calls, you can look through the help files when you need it. Annotate the code.

 

After writing the first comment, you will understand how a strategy is implemented. Of course, different strategies vary greatly, and the code structure varies from author to author, but if you can look at the code and sort out the author's transaction logic, then you will really get started successfully.

 

4. Follow-up direction

 

Reading the brokerage research report is a good way to get strategic ideas. On the excellent mining exchange group, there are many documents of brokerage research reports, or obtain brokerage research reports from other channels, and then look at them from a simple beginning. You need to find a intersection point in combination with different research reports.

 

In addition, data visualization is also a direction that can better help you find some data features. At present, the matplotlib library is mainly used, which can be better presented by importing seaborn.

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