M'ndandanda wazopezekamo[Bisani][Show]
Ambiri aife, kuphatikiza osunga ndalama, timadalira kwambiri makompyuta ndiukadaulo kuposa kale. Mothandizidwa ndi malonda a algorithmic, ochulukitsa omwe amagulitsa ndalama akupezerapo mwayi pazomwe amakhulupirira kuti ndizomwe zili bwino pamsika kuti akhale olemera kwambiri.
Malonda a algorithmic, omwe nthawi zambiri amadziwika kuti algo trading, ndi mtundu wa malonda a masheya omwe amagwiritsa ntchito masamu ovuta komanso njira zopangira ndalama zothamanga kwambiri.
Cholinga chake ndi kuthandiza osunga ndalama kuti agwiritse ntchito njira zina zachuma mwachangu momwe angathere kuti abweretse phindu lalikulu. Ngakhale pali zabwino zina pakugulitsa kwa algorithmic, palinso zoopsa zina zomwe muyenera kuziganizira.
Werengani kuti mudziwe zonse zomwe muyenera kudziwa zokhudza malonda a algo.
Kodi algorithmic trading ndi chiyani?
Kugulitsa kwa algorithmic ndi njira yamalonda yomwe imagwiritsa ntchito zida zovuta zamasamu kuthandiza amalonda kupanga zisankho zamalonda m'misika yazachuma. Kufunika kotengapo gawo kwa ochita malonda ndikochepa mu dongosolo lamtunduwu, zomwe zimapangitsa kupanga zisankho mwachangu. Izi zimathandiza kuti ma algorithm azitha kugwiritsa ntchito mwayi uliwonse wopeza phindu womwe umapezeka pamsika kutali ndi malonda amunthu asanawawone.
Chifukwa mabizinesi akuluakulu amagulitsa magawo ambiri, amagwiritsa ntchito kwambiri malonda a algorithmic. Imadziwikanso kuti malonda a algo, malonda a black-box, ndi maudindo ena ofanana, ndipo imadalira kwambiri luso lamakono. Chakula kwambiri m'zaka zingapo zapitazi.
Algorithmic trading (yomwe imadziwikanso kuti algo-trading) ndi mchitidwe wogwiritsa ntchito masamu oyendetsedwa ndi makompyuta kuti akwaniritse zomwe zafotokozedwa kale popanda kugwiritsa ntchito anthu. Malonda a algorithmic adalandiridwa koyamba ndi mabungwe akuluakulu azachuma monga mabanki oyika ndalama, koma posachedwa adapezeka kwa amalonda wamba.
History
Chakumapeto kwa zaka za m'ma 1980 ndi 1990, misika yazachuma yokhala ndi zida zonse zamagetsi komanso njira zolumikizirana zamagetsi zofananira zidawonekera. Ku United States, decimalization, yomwe idachepetsa kukula kwa nkhupakupa kuchokera pa 1/16 ya dola (US $ 0.0625) kupita ku US $ 0.01 pagawo lililonse, mwina idalimbikitsa malonda a algorithmic posintha mawonekedwe amsika polola kusiyana kwakung'ono pakati pa mitengo yotsatsa ndikupereka, kuchepetsa malonda opanga malonda ndi kuonjezera msika wa liquidity.
Mpaka 1998, Securities and Exchange Commission (SEC) yaku United States (US) idalola kusinthana kwamagetsi, kutsegula chitseko cha malonda apakompyuta apamwamba kwambiri. HFT imatha kuchita zinthu mwachangu nthawi 1000 kuposa munthu. Kuyambira pamenepo, high-frequency trading (HFT) yakula kwambiri.
Kodi ntchito?
Njira kapena kusonkhanitsa malamulo otchulidwa kuti akwaniritse njira inayake amatchedwa algorithm. Kugulitsa kwa algorithmic kumagwiritsa ntchito mapulogalamu apakompyuta kuti azichita malonda pamitengo yokwera komanso ma voliyumu kutengera zomwe zidafotokozedwatu, monga mitengo yamasheya ndi msika.
Mwachitsanzo, wochita malonda angagwiritse ntchito malonda a algorithmic kuti apereke madongosolo mwamsanga pamene katundu wina wagunda kapena kutsika mtengo wotchulidwa. Kutengera ndi izi, algorithm imatha kusankha magawo angati oti mugule kapena kugulitsa. Nthawi iliyonse pulogalamu ikakhazikitsidwa, wochita malonda amatha kukhala pansi ndikupumula, podziwa kuti zochitikazo zidzangochitika zokhazokhazokhazokhazokha zitakwaniritsidwa.
Njira zamalonda za algorithmic
Njira zamalonda za algorithmic ndi njira zingapo zochitira zopindulitsa kwambiri zama algorithmic transactions. Ngakhale njira iliyonse ndi yosiyana, njira yochitira malonda a Algo imakhalabe yofanana. Njira iliyonse imapangidwira kuti ilandire mitsinje yeniyeni ya msika kuchokera ku kusinthana kenako imapanga dongosolo la malonda pogwiritsa ntchito ndondomeko yodziwika bwino ya malamulo kapena malingaliro. Dongosolo lazamalonda limaphatikizapo mawonekedwe onse, monga mtundu, mbali, ndi kuchuluka.
Njira iliyonse imagwira ntchito m'njira yokonzedweratu kuti ipatse wochita malonda ndondomeko yeniyeni yopangira malonda. Yang'anani mndandanda wotsatirawu wa njira zodziwika bwino ndi mafotokozedwe ake kuti mumvetsetse bwino:
- Njira za Arbitrage
- Njira Zowerengera
- Njira Zopangira Msika
- Malingaliro Otengera Kugulitsa Njira
- Momentum Strategies
- Kuphunzira Makina Njira Zamalonda
Njira za Arbitrage
Njira iyi ikuphatikizapo kugwiritsa ntchito mwayi wogwiritsa ntchito ndalama kapena kusokonekera kwa zinthu m'misika iwiri yosiyana. Katundu yemwe amagulitsa pamtengo umodzi pamsika umodzi koma pamtengo wokwera kwambiri pamsika wina ndi chitsanzo cha njira yothanirana ndi vutoli. Chifukwa chake, ngati munagula chinthucho pamtengo wotsika, mutha kuchigulitsa pamtengo wokulirapo pamsika.
Mwanjira iyi, mutha kumaliza ndi phindu popanda kuchita zoopsa zilizonse. Zotsatira zake, izi ndizochitika zomwe mumachita zambiri pazachuma chimodzi nthawi imodzi kuti mupeze phindu, popanda chiopsezo chokhudzana ndi kusiyanasiyana kwamitengo.
Njira Zowerengera
Njira zowerengera za arbitrage, zomwe zimatengera malingaliro osinthika, nthawi zambiri amagwiritsidwa ntchito awiriawiri. Njira zoterezi zimayembekezera kupindula chifukwa cha kutayika kwa mtengo wa chinthu chimodzi kapena zingapo potengera mtengo wake.
Kugulitsa awiriawiri ndi chitsanzo cha Statistical Arbitrage momwe timayang'ana chiŵerengero kapena kufalikira pakati pa mitengo yazinthu ziwiri zophatikizidwa. Ngati mtengo wa kufalikira ukuposa zomwe zanenedweratu, mumagula masheya omwe sanagwire bwino ntchito ndikugulitsa omwe adachita bwino pokhulupirira kuti kufalikira kudzabwereranso pamlingo wake wanthawi zonse. Statistical arbitrage imatha kugwira ntchito ndi masheya zana limodzi kapena kupitilira apo omwe amagawidwa motengera mitundu yosiyanasiyana ndipo amatha kukhala okhazikika pazowunikira ndi kuphatikizika.
Njira Zopangira Msika
Njira iyi imathandizira kuti msika uchuluke. Wopanga msika, yemwe nthawi zambiri amakhala wamkulu, amathandizira kuchuluka kwazinthu zogulira ndi kugulitsa malonda. Zolinga zopangira misika kukhala mabungwe akuluakulu ndi chifukwa pali zinsinsi zambiri zomwe zikukhudzidwa. Zotsatira zake, mkhalapakati payekha sangathe kuwongolera voliyumu yofunikira.
Panthawi imeneyi, opanga misika amagula ndikugulitsa magawo kuchokera kumakampani ena. Ntchito ya wopanga msika aliyense imaphatikizapo kuwonetsa mitengo yogulira ndi kugulitsa pagulu linalake la masheya. Wogula akayitanitsa, wopanga msika amakwaniritsa izi mwa kugulitsa magawo kuchokera munkhokwe yake. Zotsatira zake, misika yazachuma imakhalabe yamadzi, zomwe zimapangitsa kuti zikhale zosavuta kwa osunga ndalama ndi amalonda kugula ndikugulitsa. Izi zikuphatikiza kufunika kwa opanga misika pakutsimikizira malonda okwanira.
Malingaliro Otengera Kugulitsa Njira
Njira yogulitsa malingaliro ikutenga malo pamsika kutengera ngati msika ukulamulidwa ndi ng'ombe kapena zimbalangondo. Njira yogulitsira iyi ikhoza kukhala yokhazikika, zomwe zikutanthauza kuti timagulitsa ndalama zambiri ndikugulitsa kwambiri ngati msika uli wamalonda, kapena mosemphanitsa ngati msika uli wa bearish.
Njira yogulitsira malingaliro imatha kukhala yotsutsana kapena yobwezera, mwachitsanzo, motsutsana ndi malingaliro amsika. Wotsutsana amapindula ndi lingaliro lakuti pakakhala khalidwe linalake la unyinji wokhudzana ndi chitetezo, zimabala kulakwa kwina kosatheka (kuwonjezera mtengo wa kukwera kwa chitetezo) ndikuti ng'ombe yaikulu imatsatiridwa ndi kutsika kwa mitengo yachitetezo chifukwa cha kuwongolera kapena kuipa. mosemphanitsa.
Momentum Strategies
Njirazi zimapindula ndi kusinthasintha kwa msika powunika momwe msika ukuyendera. Zotsatira zake, zimayesa kugula zinthu zambiri ndikugulitsa kwambiri kuti ndalama zogulira masheya zikhale zopindulitsa. Zikafika pakuyika ndalama zamtengo wapatali, zimayesa kubwereranso ku zomwe zikutanthawuza kapena pafupifupi nthawi iliyonse zomwe zimapatuka.
Kuyika ndalama mwachangu kumachitika panthawiyi chifukwa kumachitika zisanachitike kubweza kwapakati. Momentum imagwira ntchito chifukwa cha kuchuluka kwa zigamulo zamalingaliro zomwe amalonda ena amsika amapangira pomwe mitengo ikuchoka panjira. Zotsatira zake, phindu limachitika chifukwa cha kukondera kwamakhalidwe a ena komanso zolakwika zamalingaliro.
Chomwe chimagwira apa ndikuti machitidwe amatha kusintha mwachangu ndikuwononga kutukuka, kupangitsa njirazi kukhala zosasinthika kwambiri. Chifukwa chake, ndikofunikira kukonza moyenera kugula ndi kugulitsa kuti mupewe kuwonongeka. Izi zitha kuchitika pogwiritsa ntchito njira zoyenera zowongolera zoopsa zomwe zitha kuyang'anira bwino momwe ndalama zimagwirira ntchito ndikuchitapo kanthu kuti muteteze kumayendedwe oyipa.
Makina Ophunzirira Njira Zogulitsira
Kuphunzira Makina amatanthauza kuphunzira kwa ma aligorivimu ndi mtundu wina wa machitidwe omwe makompyuta amagwiritsa ntchito kupanga zisankho zamalonda potengera zomwe msika udachita. Mawuwa amachokera ku sayansi ya "kuzindikira chitsanzo," ndipo amatsindika mfundo yakuti makompyuta amaphunzira popanda kuphunzitsidwa bwino.
Dziwani kuti anthu amapanga / kuyambitsa pulogalamuyo, ndiyeno mpaka AI (Nzeru zochita kupanga) kudzikonza nokha pakapita nthawi. Chifukwa chake, kukhudzidwa kwa anthu ndikofunikira nthawi zonse. Ubwino apa ndikuti mitundu yochokera ku Machine Learning imayesa kuchuluka kwa data mwachangu komanso kuchita bwino.
Zofunikira zamakono
Kukhazikitsa njirayo pogwiritsa ntchito pulogalamu yapakompyuta, yotsatiridwa ndi backtesting, ndiye gawo lomaliza la malonda a algorithmic (kuyesa ma algorithm pazaka zakale zamsika wamsika kuti muwone ngati kuzigwiritsa ntchito kukanakhala kopindulitsa).
Cholinga chake ndikusintha njira yomwe yafotokozedwayo kukhala ntchito yophatikizika yophatikizika yomwe imaphatikizapo kupeza akaunti yamalonda komwe maoda angayikidwe. Zofunikira zotsatirazi ziyenera kukwaniritsidwa pakugulitsa algorithmic:
- Madivelopa olembedwa ntchito kapena mapulogalamu ogulitsa okonzeka ndi njira zonse zopangira mapulani ofunikira.
- Kufikira pamitsinje ya data yamsika, yomwe algorithm idzayang'anira mwayi woyika madongosolo.
- Kupezeka kwa machitidwe azamalonda ndi ma intaneti pakuyika maoda.
- Kuthekera ndi zomangamanga zobwezeretsanso dongosololi likangopangidwa lisanapangidwe pakusinthana kwenikweni.
- Kutengera zovuta za malamulo a algorithm, mbiri yakale imapezeka kuti ibwererenso.
Mapulatifomu apamwamba a algorithmic malonda
1. AlgoTrader
Tekinoloje ya blockchain ikusintha misika yazachuma komanso zosowa zamakasitomala. Malo awo ochita malonda a mabungwe amathandizira mabanki, ndalama zowonongeka komanso zowonjezereka kuti zizindikire mphamvu zonse za digito ndi crypto-assets.
Amapereka chiwopsezo chachikulu kwambiri kwamakasitomala anu powononga ndalama kudzera pamalumikizidwe ophatikizika pamsika. AlgoTrader ndiye mtsogoleri wamsika pazogulitsa zamabizinesi ndi kupha anthu, komanso kasamalidwe kazinthu zama digito ndi zachikhalidwe, chifukwa cha kulumikizana kosasunthika ndi oyang'anira akuluakulu komanso othandizira mabanki.
2. Kuants
Kuants ndi India woyamba komanso yekha Financial-Tech Tsamba la Stock Trading, kupereka makasitomala pawokha ndi mabungwe ndi chitukuko ndi automation ya malonda ndi ndalama njira.
Kuants imapereka njira yobwereranso kumbuyo yopangira njira zamalonda ndikudina kosavuta komanso mawonekedwe ofotokozera omwe amalola ochita malonda ndi osunga ndalama kuti amange ndikukhazikitsa njira zogulitsira mphindi zochepa.
3. Algobulls
Wopereka nsanja yamalonda yomwe imapereka malonda okhazikika a algorithmic komanso chidziwitso chokonzekera kugwiritsa ntchito msika wamsika. Ukadaulo wa kampaniyo umapereka kugulitsa mwadongosolo kwa algorithmic ndi makina athunthu komanso osachita nawo opareshoni, kulola akatswiri ndi ochita malonda kuti azichita malonda mopanda chidwi.
ubwino
- Kuthamanga kwambiri: Ubwino umodzi waukulu wa malonda a algo ndi liwiro lomwe limapereka. Ma aligorivimu amatha kusanthula mawonekedwe osiyanasiyana ndi zizindikiro zaukadaulo mumphindi imodzi ndikuchita zomwezo nthawi yomweyo. Kuthamanga kowonjezereka kumakhala kofunikira kwambiri chifukwa kusinthasintha kwamitengo kumatha kugwidwa ndi amalonda akangochitika.
- Zowonjezera molondola: Ubwino wina wofunikira pakugulitsa algo ndikuti umafunika kuyanjana kochepa kwa anthu. Izi zimachepetsa kwambiri mwayi wolakwitsa. Ma algorithms amatsimikiziridwa ndikuwunikanso, ndipo zolakwa za anthu sizimakhudza iwo. Ndi zotheka kuti wochita malonda alakwitse, ndikuyesa molakwika zizindikiro zaumisiri; koma, muzochitika zabwino, ma aligorivimu apakompyuta sapanga zolakwika zotere. Zotsatira zake, ma deal amachitika ndendende.
- Mtengo wotsika: Malonda a Algo amalola kuti azichita malonda ambiri munthawi yochepa. Zotsatira zake, mapangano ambiri amamalizidwa, ndipo ndalama zogulira zimachepa.
- Kusankhira zinthu zokha zokha: Ponseponse, kusankha katundu, kuyitanitsa, ndi kulowa ndi kutuluka kumakhala mwadongosolo mothandizidwa ndi malonda a algo. Imakhazikika mundondomeko yatsatane-tsatane potsatira malangizo. Kugulitsa kumakhala koyenera komanso kosavuta chifukwa cha izi.
- Kubwerera kumbuyo luso: Ma algorithms atsopano amayesedwa koyambirira pogwiritsa ntchito mbiri yakale. Izi zimathandizira kudziwa ngati pulaniyo ingakhale yothandiza kapena ayi. Njirayi ikhoza kusinthidwa ndikukonzedwa bwino kutengera zotsatira za backtest kuti zikwaniritse zosowa za wogulitsa. Njirayi imapangidwa kuti ikhale yotheka, ndipo malamulo onse ndi okhazikika ndipo sangathe kutanthauziridwa.
kuipa
- Kudalira ukadaulo: Choyipa chachikulu cha malonda a algo ndikudalira ukadaulo. Nthawi zambiri, maoda amalonda amasungidwa pakompyuta osati pa seva. Izi zikutanthauza kuti ngati intaneti ikulephera, dongosololi silidzakwaniritsidwa. Izi zimasokoneza lingaliro lonse la malonda a algo. Zikatero, amalonda amataya mwayi ndipo amatha kutaya ndalama. Pali zovuta zambiri zokhudzana ndi malonda a algo, zomwe zingayambitse kugwa kwakukulu kwa msika wonse.
- Zofunikira zothandizira: Ngakhale malonda a algo amathandiza kuchepetsa ndalama zogulira, kumawonjezeranso ndalama zambiri. Ogulitsa ayenera kukhala ndi zida zapamwamba, kukhala ndi mwayi wopeza seva, ndikupanga ma algorithms pogwiritsa ntchito matekinoloje okwera mtengo. Mtengo wina wofunikira ndi mtengo wa chakudya cha data, chomwe chimathandizira kupanga njira za intraday.
- Kumvetsetsa ndondomeko ya mapulogalamu: Kugulitsa kwa Algo kumafunikira kupangidwa kwa ma aligorivimu ndi amalonda. Sikuti onse omwe ali ndi ndalama omwe ali ndi luso laukadaulo. Zotsatira zake, angafunikire kuphunzira njira zatsopano kapena kugwiritsa ntchito wina. Chifukwa cha kufunikira kwa chidziwitso chaukadaulo, malonda a algo ndizovuta kwambiri kwa anthu.
- Ma algorithms amakhala ndi moyo waufupi kwambiri: Pafupifupi 98 peresenti ya ma aligorivimu amakhala ndi moyo waufupi kwambiri. Amagwira ntchito mpaka atayenerera, kenako amasiya kugwira ntchito pamsika womwe ukusintha mwachangu. Zotsatira zake, ziyenera kukonzedwa kapena kumangidwanso. Kukonzekera kwa algorithm ndi njira ndi njira yosalekeza yomwe imaphatikizapo kuwunika kosalekeza, kukonza, ndi kukonzanso.
- Kuwunika kosalekeza kumafunika: Chithunzi choyenera cha malonda a algo ndikuti ma algorithms adakonzedweratu ndipo wogulitsa akhoza kukhala kutali ndi kompyuta yake kwa nthawi yayitali. Komabe, izi sizili choncho. Wogulitsa ayenera kupitiriza kuyang'ana dongosolo la zovuta zilizonse zamakina monga kugwirizana, kuzima kwa magetsi, ndi zina zotero.
Kutsiliza
Kugulitsa kwa Algo ndi gawo lopikisana kwambiri momwe ukadaulo umagwira ntchito yofunika kwambiri. Ntchito yamalonda imakula mwachangu mothandizidwa ndi algorithmic trading system. Komabe, zimadalira kwambiri luso lamakono.
Ngakhale ili ndi ubwino wambiri, palinso zovuta zina zomwe zimasewera. Musanasankhe kugula ndi kugulitsa zida zandalama, ndi bwino kuphatikiza njira zamalonda za algo ndi kupanga zisankho zamunthu.
Siyani Mumakonda