Curated items for this scope are still being collected. Below are the latest related updates; items meeting the curation criteria will be marked separately.
Latest related updates
16 OctFri
Fri
Bank for International Settlements BIS: Research papersAI Score5151
The Bank for International Settlements (BIS) has released a working paper that studies the transmission effects of offshore NDF markets on onshore spot exchange rates, using centralized clearing NDF transaction-level data for 10 emerging market currencies from 2013 to 2025. The study shows that a $1 billion long USD order flow causes the onshore spot exchange rate to depreciate by approximately 10 basis points, while the offshore NDF exchange rate moves by about 18 basis points, and offshore transactions widen the spread between offshore and onshore rates; when dealer balance sheets are strained, the impact on the spot exchange rate is larger.
vn.py version 4.5.0 has been released. This update includes feature adjustments, performance optimizations, and fixes for multiple issues. Key changes include: vnpy_ctabacktester backtest configurations are now saved grouped by strategy name; vnpy.alpha has been refactored for factor and signal performance analysis with a new vwap matching mode; vnpy_polygon has been renamed to vnpy_massive; and several trading interfaces have updated API versions. The update also fixes issues related to UI sorting, cross-contract indicator calculation, market data processing, and connection timeouts.
AKShare v1.18.97 is officially released. This update fixes the column misalignment issue in the stock_report_fund_hold interface caused by changed field order in East Money's responses, switching to field name mapping for data extraction. A 15-second request timeout is also set for the interface to prevent process blocking when upstream services are unresponsive, with the interface documentation, changelog, and documentation update time synchronized.
futu-api 10.11.7108 has been published on PyPI, supporting Python 2.7 and Python 3.x. It can be installed via pip install futu-api. This open-source project provides market data and trading interfaces in Python and Json/Protobuf protocols. Before running, users must start the FutuOpenD gateway client. The installation package includes sample strategy files for reference and learning.
AKShare v1.18.96 is officially released. This update fixes the timeout blocking issue in the stock_zh_a_spot interface by adding a 15-second timeout limit to all HTTP requests for the interface, preventing long-term process blocking when upstream services are unresponsive.
vn.py 4.4.0 is officially released. This version adds notification functionality based on the WeChat iLink protocol, introduces the vnpy_questDB time-series database integration module, upgrades vnpy_esunny to the Esunny QD V9 API, and optimizes the vnpy.alpha data processing and backtesting workflow, while fixing multiple issues related to logging, data downloading, and algorithmic trade execution judgment.
