Practical writing on market data engineering, streaming APIs and building low-latency financial applications.
183 results
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
By AllTick
3 min read
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 p
By AllTick
3 min read
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
By AllTick
3 min read
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
By AllTick
5 min read
Dear Customer, Today marks a major historic moment in Hong Kong's financial history! Spot Bitcoin and Ethereum ETFs under three leading public funds have officially begun trading. We are...
By AllTick
1 min read
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
By AllTick
3 min read
Learn mean reversion, trend following, pair trading, statistical arbitrage, and volatility trading strategies with Python code examples. Ideal for quant developers.
By AllTick
5 min read
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 st
By AllTick
3 min read
Learn how to use Normal Inverse Gaussian (NIG) and Variance Gamma (VG) models to analyze high-frequency financial data, predict price volatility, for quant trading and risk management.
By AllTick
5 min read
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 middl
By AllTick
3 min read
This article explains converting tick data to K-lines for various periods, with formulas and Java/Python code examples, aiding market analysis.
By AllTick
3 min read
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
By AllTick
3 min read
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 perf
By AllTick
3 min read
AllTick Real-Time Financial Market Data API – Free Stock, Forex, Crypto Tick Data
By AllTick
2 min read
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 opportu
By AllTick
4 min read
Showing 166–180 of 183
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