The Complete Lifecycle of Quantitative Strategies — How to 'Scientifically Refine'
How did those 20%+ annualized quantitative strategies come about? From 'a flash of inspiration' to making money in live trading, a strategy that can sustain profits is by no means accidental, but rather the result of rigorous design and repeated validation. 1. Inspiration Capture: The Seed of the Strategy All great strategies start with a simple idea. These inspirations may come from: Research Reports: In-depth analysis, statistical laws in academic papers Market Anomalies: For example, sudden widening of futures contract spreads, abnormal options volatility, collective surges, independent trends Industry Logic: Such as the impact of halving cycles on the market Classic Theories: Moving Average Breakouts, Momentum Effects, Arbitrage Pricing Models
The short-term support for the large pancake is around 92,000, where it will oscillate repeatedly, but it has been mentioned before that the support around 92,000 has weakened, and there is a probability of breaking after repeated oscillations. The most stable trading opportunity can be waited for until the market shows a price K, and then the adjustment will also appear; at this time, trading opportunities will arise. Therefore, there is no need to rush to fill the position; it is acceptable to keep some bullets in hand, reduce desires, and focus on stability.
As mentioned yesterday, 91000--92000 is a short-term support, and the market rebounded here.
However, the support here has been weakened. So pay attention to how the market will react to the non-agricultural data at 21:30 tonight, which is completely unpredictable.
Whether it will stop falling and rebound here depends on tonight's data.
Worst case: The data is not optimistic, the price falls below 91000, and then triggers a new round of decline, towards the long liquidity liquidation around 87000--88000.
Optimistic case: The data is standard, the price fluctuates at a small level, and the core support pin is tested again or not broken. After the weekend shock, it began to rebound, and the original range shock market continued to maintain, and gradually began to benefit the bulls.
2025.1.7-BTC Market Analysis: Today's closing price reached the target mentioned yesterday (Fibonacci 0.618 percentile, around 102238), and currently encountered short-term pressure here.
Looking at the future, it is still possible to touch the reference price range (103330--105321), which is also a daily price imbalance zone (FVG).
The subsequent strategy is as follows: Still according to the previous tips, when reaching the 103330--105321 range, the previously full-position and floating profit cottage can be profited.
$ETH:
Standing above the closing price of the standard price (3644), this is the long-short watershed, but it also encountered short-term resistance at the lowest price of the reference price (also the neckline position of the M-top pattern).
From the perspective of yesterday's breakthrough, the volume is sufficient, so after the subsequent adjustment, there is also the possibility of continuing to move upward. The target position is near the opening price of the reference price of the arbitrage model (3879--3899), which is also in the 1-hour OB area.
Fundamentals: A public blockchain in the United States backed by JPMorgan, which can be accumulated in batches.
KDA is backed by Microsoft, Morgan, and Moody's. What does Moody's do? Asset ratings; are you A-level or junk-rated? Wall Street loves to sell asset packages; refer to the movie 'The Wolf of Wall Street', where the subprime crisis was caused by those people packaging and selling junk assets to others, leading to a collapse. With RWA emerging, can Wall Street resist selling asset packages? The Morgan consortium behind KDA holds 1/4 of the savings of American citizens, which you can think of as equivalent to China's Industrial and Commercial Bank. The person in charge of KDA is the blockchain head of the Morgan consortium, and the first blockchain of the Morgan consortium was created by KDA's boss; just think about the resources he has behind him. Moreover, KDA's boss is also the head of the Digital Currency Committee of the U.S. Securities and Exchange Commission.
Technical Analysis: This round of decline has only shown reference prices and standard prices, making it a second-strong asset.
Strategy: If it falls back to the K-line on December 20, you can accumulate in batches, with a stop-loss set at 2% below the lowest price.
Major events to look forward to for ZEN in 2024-25:
▶︎ ZKV airdrop; zk technology is the future, and the new chain $ZKV modular verification chain created by the Horizen team will provide substantial airdrops to ZEN holders. (Very important);
▶︎ Grayscale HZEN approved ETF; After Grayscale's GBTC approval, it's only a matter of time before HZEN is approved through an ETF.
▶︎ HorizenEON 2.0 will transition to PoS, reducing miner selling pressure by 60%;
▶︎ Re-listing on exchanges, becoming compliant: ● OKX re-listing + ● Removal from Binance's watchlist (Binance has removed from watchlist as of July 1) ● Several Korean exchanges, including Upbit, are orderly listing. The business team and the Korean team are leveraging their networks to implement this.
▶︎ Free ZEN ecosystem airdrop; Many ecological projects on EON have yet to issue tokens. Please actively engage in trading with $ZEN on the ecological projects above on EON, go to DeFi, create NFTs, perform swaps, manage domains, and utilize cross-chain bridges.
▶︎ 2024 halving; The second halving will occur on December 12, 2024, at block $ZEN .
▶︎ RWA (Real World Asset) web2 enterprise assets on-chain. Horizen Labs is starting from Web3 protocols and companies focused on RWA. We are actively working on expanding the RWA ecosystem on EON and exploring tokenization opportunities for Web2 businesses, as well as the on-chain integration of their assets.
▶︎ Horizen Labs successfully builds ApeChain, contributing to the Horizen ecosystem and increasing incubation funds. ZKV will be integrated into ApeChain, and ApeChain will incorporate Horizen Labs' ZkVerify to reduce verification costs. ZKV and ZEN are community partners.
LPT trend is rising, pay attention as we are entering the takeoff period. Grayscale's favorite series, Grayscale has recently become a hotspot for funds, and every time LPT starts, the rally is very strong, along with its sibling #ZEN.
Powell's attitude towards Bitcoin is nothing new. From 2018 to now, he has always held a conservative position, emphasizing that Bitcoin is not applicable as a means of payment and is too volatile. These views have long been known to the market and reflected in prices:
July 2018: "Bitcoin is mainly a speculative asset, not a currency."
July 2021: "The volatility of cryptocurrencies makes it unsuitable as a stable payment tool."
May 2022: "Bitcoin's high volatility shows that it is a speculative tool and is not suitable as a payment tool."
This speech can be seen as Powell's reaffirmation of the Fed's position. There is no substantial policy innovation and no specific suppression measures involved. The market's sharp drop after Powell's speech was more of an emotional reaction than a real policy shock.
Trump once appointed Powell as the chairman of the Federal Reserve, showing that the two are not completely opposite. If Trump returns to the White House, he can promote the development of Bitcoin through other means such as the Treasury Department and funds, rather than relying solely on the Federal Reserve. #美联储放鹰 #Bitcoin
⚠️Correction:#BNXrange is 0.6246-0.5895, can be accepted in batches, and the stop loss will be below 0.5711 if the closing price falls on the next day.
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Spot #SYS Range 0.1668-0.1569, can be purchased in batches, stop loss if the next day's closing price falls below 0.153. #TRU 0.125 can enter 1-3 layers of positions, the remaining positions can continue to be purchased in batches in the range 0.1182-0.1031, stop loss if the next day's closing falls below 0.099. #CRV Range 0.9845-0.8774, can be purchased in batches, stop loss if the next day's closing falls below 0.8466. #BNX Range 0.7160-0.6770, can be purchased in batches, stop loss if the next day's closing falls below 0.6495. #CKB Range 0.01560-0.01449, can be purchased in batches, stop loss if the next day's closing falls below 0.01415. #CORE Range 1.4587-1.1162, can be purchased in batches, stop loss if the next day's closing falls below 1.0721. #MKR Range 1824-1733, can be purchased in batches, stop loss if the next day's closing falls below 1657. #BICO Range 0.3398-0.3115, can be purchased in batches, stop loss if the next day's closing falls below 0.29. #AEVO Range 0.5069-0.4747, can be purchased in batches, stop loss if the next day's closing falls below 0.4557. #TLM Range 0.01744-0.01557, can be purchased in batches, stop loss if the next day's closing falls below 0.01472. Do your own research! For reference only.
Spot #SYS Range 0.1668-0.1569, can be purchased in batches, stop loss if the next day's closing price falls below 0.153. #TRU 0.125 can enter 1-3 layers of positions, the remaining positions can continue to be purchased in batches in the range 0.1182-0.1031, stop loss if the next day's closing falls below 0.099. #CRV Range 0.9845-0.8774, can be purchased in batches, stop loss if the next day's closing falls below 0.8466. #BNX Range 0.7160-0.6770, can be purchased in batches, stop loss if the next day's closing falls below 0.6495. #CKB Range 0.01560-0.01449, can be purchased in batches, stop loss if the next day's closing falls below 0.01415. #CORE Range 1.4587-1.1162, can be purchased in batches, stop loss if the next day's closing falls below 1.0721. #MKR Range 1824-1733, can be purchased in batches, stop loss if the next day's closing falls below 1657. #BICO Range 0.3398-0.3115, can be purchased in batches, stop loss if the next day's closing falls below 0.29. #AEVO Range 0.5069-0.4747, can be purchased in batches, stop loss if the next day's closing falls below 0.4557. #TLM Range 0.01744-0.01557, can be purchased in batches, stop loss if the next day's closing falls below 0.01472. Do your own research! For reference only.