量化交易 on Lynx Tech Blog

I Ran the Retail-Trader Hunt on the Data: Zero Survivors, but a Real Edge Exists — It Just Lives in the Machines

Sun, 06 Sep 2026 10:00:00 +0800

My previous post ended with “didn’t find that retail trader, probably never will.” This one is what happened when I actually ran the data: zero survivors. But the sentence more valuable than “didn’t find one” is this — the data does contain a statistically-significant trading edge, but it lives entirely in multi-coin systematic strategies, and not a single one of them is “a human making directional calls on a few instruments.” Real edge exists, ju

LynxCrypto Hands-On: Speedrun pandas in 6 Steps with Real Crypto Data

Sun, 06 Sep 2026 10:00:00 +0800

You can’t do crypto quant without pandas. Your market data is a table, your indicators are columns, and backtest engines eat DataFrames with a time index — vectorbt, Freqtrade, the strategy classes in your strategy/ directory all consume exactly this data structure. But most people learn pandas the wrong way: they chew through syntax books and memorize APIs, then still can’t handle a single candlestick afterward. This post is the pandas crash course I put together for myself, and it

I Went Looking for a Retail Perpetual Futures Trader to Copy — Didn't Find One, and Probably Never Will

Sun, 06 Sep 2026 09:00:00 +0800

Let me start with the conclusion — also the most valuable sentence in this entire post: I looked, and I didn’t find one. Under the combined constraint of “public + independently verifiable + over 2 years + retail + perpetual futures + net profitable after funding,” not a single trader survived verification. All five candidates were rejected, zero survivors. But more important than “didn’t find one” is the second sentence: this question, under the bar I set, m

A Telegram Bot for Monitoring Crypto Technical Indicators: A Deep Dive into Every Open-Source Option

Sun, 06 Sep 2026 06:50:00 +0800

This is the selection post for LynxCrypto. I originally planned to write my own monitoring bot, but before writing a single line I did a web-wide survey — and found mature off-the-shelf options that are better than what I was going to build. This post lays out all 20+ candidates and explains which one fits me, and why. 0. The Conclusion First (For Those Who Don’t Want the Long Read) For someone who knows Python, trades OKX perpetuals, and wants “indicator-triggered Telegram alerts +

MacdCross-4h Passes WFO Final Review: From Backtest Windfall to Earning a Spot in Paper Trading

Sun, 06 Sep 2026 05:42:00 +0800

This is the empirical update for LynxCrypto. The previous tools post covered the methodology; this one is the complete record of actually running that methodology on a strategy: MacdCross-4h, the only survivor across 14 strategies x 4 timeframes, just passed the walk-forward final review and earned its ticket into paper trading. 1. Cold Water First: Why “Backtest +1072” Is Worthless Let’s align on a fact many people don’t want to accept: any “full-sample backtest w

LynxCrypto Tools Edition: From Setting Up the Environment to Professional-Grade Quant Researcher — My Roadmap and Every Tutorial

Sun, 06 Sep 2026 05:41:00 +0800

Three most valuable conclusions up front: Nobody at a top quant firm uses TradingView for strategy research. Jane Street writes OCaml firm-wide; Two Sigma/Citadel use Python+Java+Spark; HFT is Python research + C++ execution. TradingView is only the “eyes” (charts + watchlist + alerts), not the “brain.” The right division of labor for a solo researcher: Jupyter+vectorbt as the brain (strategy discovery), a self-written engine or Freqtrade as the hands (trustworthy backte

LynxCrypto Kicks Off (Part 2): I Turned the Strategy Into Code, Then Falsified It Myself

Sun, 06 Sep 2026 05:40:00 +0800

Let me lead with the conclusion — the most valuable sentence in this entire post: using 180 days of real ZEC data, I proved that the “15-minute naive mean reversion” strategy I originally envisioned has a gross edge of roughly zero — not because risk management doesn’t work, but because fees and slippage take that tiny mean-reversion tendency and crush it straight into negative expectancy. This conclusion will save me more money than any “backtest moonshot” ever co

LynxCrypto Begins (Part 1): From a 200-Grid Martingale to Hunting for Real Alpha

Sat, 05 Sep 2026 03:00:00 +0800

This is the opening post of the LynxCrypto crypto quant trading series. Part 1 makes three things clear: what I actually went through yesterday, all the knowledge needed to build this system, and a development roadmap plus dev prompts you can put to work immediately. Part 2 will be the implementation. 1. Opening Bell: My Real Ledger Facts first, no sugarcoating. Yesterday I opened a grid on ZECUSDT perpetuals — 200 grids, price range $800–2,000, with a Martingale position-adding variant. After