Multi-platform Hedging Stabilization Arbitrage V2.1 (Annotation Edition)

The hedging strategy is a relatively risky and stable type of strategy. Hedging is to achieve the profit by trading in the different markets at the same time, “moving” the currency to the exchange with low price and “flowing” the money to the exchange with high price.(www.fmz.com)

Program logic flow

Strategic interpretation

This strategy can achieve hedging transactions on multiple digital currency spot platforms with simple code and basic hedging capabilities. Since this version is the basic teaching version, the space for optimization is large. For the new users and new developers who are learning strategy writing, it can provide a good example and some skills. It is very helpful to master the techniques of quantitative strategy writing.

The strategy can be put in real market, but because it is the most basic version of teaching, the scalability is still very large, and students who have mastered the idea can also try to reconstruct the strategy.

here is the complete code: FMZ