Quant Trading

Bybit is one of the world’s leading perpetual futures exchanges, with excellent liquidity and tight spreads on XAUUSDT—the go-to platform for many traders looking to trade gold. Compared to traditional futures accounts, Bybit offers simpler registration, faster fund transfers, and a smooth mobile experience. This guide walks you through trading gold futures on Bybit from scratch. ...

Bybit is one of the world’s top three cryptocurrency exchanges by trading volume, and its Bybit Card allows users to spend directly from their exchange account balance globally. Compared to other crypto debit cards, Bybit Card’s advantage is that funds flow directly within the exchange without withdrawal and recharge steps, making the process more streamlined. Bybit Card Overview Bybit Card is a crypto debit card co-issued by Bybit and Visa: ...

💡 Mainland China Notice: Binance’s official website isn’t directly accessible from mainland China; you’ll need to use a VPN. Fiat deposits don’t support bank cards directly—you’ll need to use C2C channels (USDT ↔ CNY) to complete deposits. Gold is one of the world’s most important safe-haven assets. Trading gold used to require opening a futures account or buying gold ETFs, but now through Binance you can trade gold directly with USDT 24/7 with minimal barriers to entry. ...

A Quant Strategy Needs More Than Just Code: Building Your Complete Monitoring & Alerting Stack Running a quant strategy requires far more than the strategy itself—you need a full suite of tools to execute it reliably, monitor its state, and get alerted when things go wrong. This post shares my complete tooling setup, from strategy execution through alerts. Overall Architecture Strategy Layer (Python) ↓ Trading Orders Binance API ↓ Execution Results State Files / CF KV ↓ Metrics Prometheus + node_exporter ↓ Storage Grafana Visualization ↓ Alert Rules Alertmanager → Telegram Strategy Execution Layer Tech Stack Language: Python 3.11 Binance SDK: python-binance Scheduled Tasks: APScheduler or system cron Dependency Management: requirements.txt + venv Directory Structure quant/ ├── strategy/ │ ├── main.py # Core strategy logic (signal generation + order placement) │ ├── signals.py # Indicator calculations (technical indicator library) │ └── risk.py # Position sizing, stop-loss logic ├── exchange/ │ └── binance_client.py # Binance API wrapper ├── monitor/ │ └── exporter.py # Expose state metrics in Prometheus format ├── config/ │ └── settings.py # Configuration (read from environment variables) └── run.py # Entry point Key Code: Exposing State Metrics While your strategy runs, write key metrics in Prometheus text file format for node_exporter to scrape: ...

Stop-Loss Parameter Research in Quantitative Strategies Stop-loss distance is one of the hardest parameters to pin down in a quantitative strategy. Set it too tight and you get whipsawed constantly; set it too loose and a single trade can blow through your risk budget. Tuning by intuition doesn’t convince anyone. A more reliable approach: systematically study historical data to understand how different stop-loss distances affect strategy performance, then identify parameter ranges that balance well across multiple evaluation dimensions. ...

💡 Domestic note: Binance’s official site isn’t directly accessible from mainland China—you’ll need a VPN or similar network tool. Fiat deposits don’t support bank cards directly; most funding happens through C2C (USDT↔CNY) channels instead. In futures trading, the difference between a profitable strategy and a losing one often isn’t about whether your signals are right—it’s about whether you’re actually implementing risk management. ...

💡 China users: Binance’s official site can’t be accessed directly from mainland China—you’ll need your own networking tools. Fiat deposits don’t support bank cards; the main method is C2C (USDT↔CNY) channels. The Binance API is your gateway to quantitative trading. If you want your strategy to execute automatically—auto buy, auto stop-loss, auto position monitoring—you need the API. ...

Polaris is a quant strategy I’ve been running since late 2024, trading BTC/USDT perpetual futures on Binance, classified as a trend-following strategy. Real-time live performance data is available on the Polaris Live Tracker page. This post covers the strategy’s core logic, live trading results, and risk management framework. Why Trend Following Quant strategies roughly fall into two categories: ...

Crypto assets sitting on an exchange? You don’t actually own them—“Not your keys, not your coins.” Exchange collapses, hacks, account bans: your assets can vanish overnight. Once your holdings reach a certain scale, a hardware wallet becomes essential infrastructure. SafePal is a hardware wallet brand backed by Binance Labs, supporting 100+ blockchains with strong value for the price. This guide walks you through it from scratch. ...

Stop-loss is the most overlooked—and error-prone—component in quant strategies. Many novice strategies look great in backtests but blow up the moment you run them live. Often, the culprit is poor stop-loss design: either it’s too wide and lets single trades lose too much, or it’s too tight and gets whipsawed by market noise. This article draws from the actual design of the Polaris strategy and covers general stop-loss design principles. ...

💡 Mainland China Notice: Binance’s official site is not directly accessible from mainland China — you’ll need to provide your own network tools to access it. Fiat deposits don’t support bank cards; deposits happen mainly through C2C channels (USDT ↔ CNY). Profitability in algorithmic trading is heavily determined by trading fees. A strategy executing 100 trades per month at 0.1% fees incurs 20% in costs on both sides. Reducing fees from 0.1% to 0.05% yields significant annual savings. ...

Many people entering the crypto market face this initial question: should they straight-up DCA into BTC, or use a grid trading bot? Both approaches have their passionate advocates and genuine drawbacks. This article breaks down both strategies from the perspective of an everyday investor. What Is BTC DCA? DCA (Dollar-Cost Averaging): Buy a fixed amount of BTC at fixed intervals, regardless of price. ...