Algo asitsatsa: eƒe nu vevitɔ, asitsatsa ƒe mɔnuwo kple afɔkuwo

Fifia la, wozãa robot tɔxɛwo, siwo me wotsɔa akɔntabubumɔnu vovovowo dea wo me lae wɔa dɔ akpa gãtɔ le asitɔtrɔwo me. Woyɔa aɖaŋu sia be algorithmic trading. Esia nye nɔnɔme aɖe si dzɔ le ƒe bla nane siwo va yi nyitsɔ laa me si trɔ asi le asitsatsa ŋu le mɔ geɖe nu.

Nukae nye algorithmic asitsatsa?

Algorithmic asitsatsa ƒe mɔnu vevitɔe nye HFT asitsatsa. Nya lae nye be nàwu asitsatsa la nu enumake. Ne míagblɔe bubui la, ƒomevi sia zãa eƒe viɖe vevitɔ – duƒuƒu. Gɔmesese vevi eve le algorithmic trading ƒe nukpɔsusua ŋu:

• Algo ƒe asitsatsa. Autosystem si ate ŋu adzra asitsalawo manɔmee le algorithm si wonae me. Nuɖoɖoa hiã na viɖe xɔxɔ tẽ le asi me dzodzro le eɖokui si kple ɖoƒe siwo woʋu ta. Wogayɔa akɔntabubu sia be “asitsatsa ƒe robot” alo “aɖaŋuɖola”.
• Algorithmic ƒe asitsatsa. Nudɔdɔ gãwo wɔwɔ le asi me, ne woma wo ɖe akpa vovovowo me le wo ɖokui si eye woʋua wo vivivi le se siwo wogblɔ nu. Wozãa ɖoɖoa tsɔ naa asitsalawo ƒe asidɔwɔwɔ nɔa bɔbɔe ne wole asitsadɔwo wɔm. Le kpɔɖeŋu me, ne dɔ aɖe li be nàƒle gome akpe 100, eye wòhiã be nàʋu nɔƒewo le gome 1-3 dzi le ɣeyiɣi ɖeka me, evɔ màhe amewo ƒe susu le nudɔdɔ ƒe nuɖuɖua me o.

Ne míagblɔe kpuie la, asitsatsa le mɔ̃ɖaŋununya nu nye gbesiagbedɔ siwo asitsalawo wɔna le wo ɖokui si, si ɖea ɣeyiɣi si wozãna tsɔ bua nudzraɖoƒe ŋuti nyatakakawo ŋu, bu akɔnta le akɔntabubu ƒe kpɔɖeŋuwo ŋu, eye wowɔa asitsatsa la dzi kpɔtɔna. Nuɖoanyia ɖea akpa si amegbetɔ ƒe akpa wɔna le asitsatsa ƒe dɔwɔwɔ me hã ɖa (seselelãmewo, nususugblɔ, “asitsatsa ƒe nukpɔsusu”), si gbea viɖe si le aɖaŋu si ŋugbe wodo wu gɔ̃ hã ŋu ɣeaɖewoɣi.

Ŋutinya si ku ɖe algorithmic asitsatsa ƒe dodo ŋu

Wobu ƒe 1971 be enye gɔmedzedze na algorithmic asitsatsa (edze le ɣeyiɣi ɖeka me kple asitsatsa ƒe ɖoɖo gbãtɔ si wowɔ le wo ɖokui si NASDAQ). Le ƒe 1998 me la, United States ƒe Dedienɔnɔ Ŋuti Kɔmiti (SEC) ɖe mɔ le se nu be woazã elektrɔnik asitsatsa ƒe mɔnuwo. Emegbe mɔ̃ɖaŋununya deŋgɔwo ƒe hoʋiʋli ŋutɔŋutɔ dze egɔme. Ɣeyiɣi vevi siwo gbɔna le algorithmic asitsatsa ƒe ŋgɔyiyi me, siwo dze be míayɔ:

• Ƒe 2000 ƒeawo ƒe gɔmedzedze. Wowu asitsatsa siwo wowɔna le wo ɖokui si nu le sɛkɛnd ʋɛ aɖewo ko me. Robotwo ƒe asi ƒe akpa si wokpɔ la mede 10% o.
• ƒe 2009 me. Woɖe sededewo wɔwɔ ƒe duƒuƒu dzi kpɔtɔ zi geɖe, eye wòɖo milisekɔnd geɖe. Asitsatsa ƒe kpeɖeŋutɔwo ƒe akpa dzi ɖe edzi va ɖo 60%.
• ƒe 2012 kple emegbe. Alesi womate ŋu agblɔ nudzɔdzɔ siwo adzɔ le asitɔtrɔawo me o la na vodada gbogbo aɖewo dzɔ le kɔmpiutadziɖoɖo akpa gãtɔ ƒe akɔntabubu sesẽwo me. Esia na be woɖe asitsatsa le wo ɖokui si ƒe agbɔsɔsɔ dzi kpɔtɔ va ɖo 50% le wo katã me. Wole nunya wɔwɔ ƒe mɔ̃ɖaŋununya tom vɛ eye wole ewɔm.

Egbea la, asitsatsa si me wowɔa nu geɖe le la gakpɔtɔ le vevie. Wowɔa dɔ geɖe siwo wowɔna edziedzi (le kpɔɖeŋu me, asitsatsa ƒe dzidziɖedzi) le wo ɖokui si, si ɖea agba si le asitsalawo dzi la dzi kpɔtɔna ŋutɔ. Gake mɔ̃a mete ŋu xɔ ɖe ame ƒe nunya gbagbe kple nukpɔsusu si wotu ɖo la teƒe keŋkeŋ haɖe o. Esia nye nyateƒe vevietɔ ne gaxɔmenu ƒe asi ƒe tɔtrɔ dzi ɖe edzi vevie le dukɔwo dome ganyawo ŋuti nyadzɔdzɔ ɖedzesiwo tata ta. Le ɣeyiɣi sia me la, wokafui vevie be woagaɖo ŋu ɖe robotwo ŋu o.

Viɖe kple kuxi siwo le algorithmic asitsatsa ŋu

Viɖe siwo le algorithm la ŋue nye nusiwo katã gblẽ le asitsatsa kple asi ŋu. Seselelãmewo kpɔa ŋusẽ ɖe amegbetɔwo dzi bɔbɔe, gake robotwo ya mekpɔa ŋusẽ ɖe wo dzi o. Robot la awɔ asitsadɔ pɛpɛpɛ le akɔntabubumɔnua nu. Ne nubabla la ate ŋu akpɔ viɖe le etsɔme la, robot la atsɔe vɛ na wò. Azɔ hã, ame mete ŋu tsɔa eƒe susu ɖoa eya ŋutɔ ƒe nuwɔnawo ŋu bliboe ɣesiaɣi kura o eye ɣeaɖewoɣi la, ehiãa gbɔɖeme. Gbɔdzɔgbɔdzɔ mawo mele robotwo ŋu o. Gake woawo ŋutɔwo le wo si eye woawo hã le wo dome.

• le alesi wowɔna ɖe akɔntabubumɔnu dzi pɛpɛpɛ ta la, robot la mate ŋu atrɔ ɖe asitsatsa ƒe nɔnɔme siwo le tɔtrɔm ŋu o;
• alesi algorithmic asitsatsa ŋutɔ ƒe sesẽme kple nudidi kɔkɔ siwo hiã hena dzadzraɖo;
• vodada siwo le akɔntabubumɔnu siwo woto vɛ me siwo robot la ŋutɔ mete ŋu dea dzesii o (le nyateƒe me la, esia nye amegbetɔ ƒe nuwɔna xoxo, gake ame ate ŋu ade dzesi eƒe vodadawo ahaɖɔ wo ɖo, evɔ robotwo ya mete ŋu wɔ esia haɖe o).

Mele be nàbu asitsatsa robotwo be enye mɔ ɖeka kolia si dzi nàto akpɔ ga le asitsatsa me o, elabena viɖe si le asitsatsa le wo ɖokui si kple asitsatsa kple asi me la va sɔ gbɔ kloe le ƒe 30 siwo va yi me.

Nu vevitɔ si le algorithmic asitsatsa me

Algo asitsalawo (ŋkɔ bubu – quantum asitsalawo) zãa nukpɔsusu si nye kakaɖedzi ko be asiwo dzena le didime si wobia me. Wotu akɔntabubua ɖe asixɔxɔ siwo kplɔ wo nɔewo ɖo va yi alo gaŋutiɖoɖo geɖe dzi. Seawo atrɔ ne asitsatsa ƒe nuwɔna trɔ.
Algorithmic asitsalawo nɔa asitsatsa ƒe dɔmawɔmawɔ nyuie, nɔnɔme siwo me wogblɔa nya siwo wogblɔna enuenu le ŋutinya me, kple ŋutete si le wo si be woabu akɔnta le nya siwo woagbugbɔ agblɔ le etsɔme ŋu la dim ɣesiaɣi. Eyata algorithmic asitsatsa ƒe nu vevitɔ le se siwo ku ɖe robotwo ƒe nɔƒe siwo le ʋuʋu ɖi kple ƒuƒoƒowo tiatia ŋu me. Tiatia si woawɔ ate ŋu anye:

• asi – ewuwua nye esi numekula la wna le akɔntabubu kple dzɔdzɔmeŋusẽ ƒe kpɔɖeŋuwo dzi;
• automatic – si hiã na sewo kple dodokpɔwo xlẽxlẽ le agbɔsɔsɔ gã me le ɖoɖowɔɖia me;
• domenyiŋusẽfianu – afisiae wowɔ seawo to ɖoɖo aɖe si me nunya wɔwɔ ƒe akpa aɖewo le dzi.

Susu bubuwo kple utopia siwo ku ɖe algorithmic trading ŋu nye nyakpakpawo. Robotwo gɔ̃ hã mate ŋu “agblɔ” etsɔme ɖi kple kakaɖedzi 100% o. Asitsatsa mate ŋu anye esi mewɔa dɔ nyuie o ale gbegbe be se aɖewo nanɔ anyi siwo ku ɖe robotwo ŋu ɣesiaɣi, le afisiafi. Le gadododɔwɔƒe gã siwo zãa akɔntabubumɔ̃wo (le kpɔɖeŋu me, Renessaince Technology, Citadel, Virtu) me la, asitsatsa ƒe robotwo ƒe ƒuƒoƒo (ƒome) alafa geɖe li siwo xɔa dɔwɔnu akpe geɖe. Mɔnu sia, si nye akɔntabubuwo ƒe vovototodedeameme, ye hea viɖe vɛ na wo gbesiagbe.

Algorithm ƒomeviwo

Algorithm nye mɔfiame siwo me kɔ siwo wowɔ be woawɔ dɔ aɖe koŋ. Le ganyawo ƒe asitsatsa me la, kɔmpiutawoe wɔa zãla ƒe akɔntabubuwo. Be woawɔ sewo la, woazã nyatakaka siwo ku ɖe asixɔxɔ, agbɔsɔsɔme kple ɣeyiɣi si woawɔ dɔ le etsɔme ŋu. Algo ƒe asitsatsa le asitsaƒewo kple ga ƒe asiwo me ma ɖe ƒomevi vevi ene me:

• Akɔntabubu. Mɔnu sia nɔ te ɖe akɔntabubu me dzodzro dzi to ŋutinya me ɣeyiɣi ƒe ɖoɖowo zazã me tsɔ de dzesi asitsatsa ƒe mɔnukpɔkpɔwo.
• Auto. Taɖodzinu si le aɖaŋu sia ŋue nye be woawɔ se siwo ana asitsalawo naɖe afɔku si le asitsatsa me dzi akpɔtɔ.
• Kplɔlawo. Wowɔ mɔnu sia be woawɔ dɔ aɖewo koŋ siwo ku ɖe asitsatsa ƒe sededewo ʋuʋu kple wo nuwuwu ŋu.
• Dzɔ. Mɔ̃ɖaŋununya sia ƒe taɖodzinue nye be woakpɔ asitsatsa ƒe mɔnukpɔkpɔ si sɔ gbɔ wu eye woaɖe ga si wozãna ɖe asitsatsa ƒe mɔ̃ɖaŋununya ƒe asitsalawo ƒe gege ɖe eme kple woƒe kadodo kple asitsatsa ƒe teƒea ŋu dzi akpɔtɔ.

Woate ŋu aɖe asitsatsa si me wozãa akɔntabubumɔ̃wo le si me wowɔa nu geɖe le la ɖe vovo abe nuto si woɖe ɖe vovo na asitsatsa to mɔ̃wo dzi ene. Nu vevitɔ si le hatsotso sia mee nye nudɔdɔwo wɔwɔ zi geɖe: wowua asitsatsa nu le milisekɔnd me. Mɔnu sia ate ŋu ana viɖe geɖe nado tso eme, gake ehea afɔku aɖewo hã vɛ.

Asitsatsa Si Wowɔna Le Wo Ðokui Si: Robotwo Kple Aɖaŋuɖola Eŋutinunyalawo

Le ƒe 1997 me la, numekula Tushar Chand ƒo nu tso mɔ̃ɖaŋununya ƒe asitsatsa ƒe ɖoɖo (MTS) ŋu zi gbãtɔ le eƒe agbalẽ si nye “Beyond Technical Analysis” (si woyɔna gbã be “Beyond Technical Analysis”) me. Woyɔa ɖoɖo sia be asitsatsa ƒe robot alo aɖaŋuɖola le ga ƒe asitsatsa ŋu. Esiawo nye kɔmpiuta dɔwɔɖoɖo siwo léa ŋku ɖe asitsatsa ŋu, naa asitsatsa ƒe sededewo eye wokpɔa sedede siawo dzi wɔwɔ dzi. Robot ƒe asitsatsa ƒe ɖoɖo ƒomevi eve li:

• automated “tso” kple “to” – wote ŋu wɔa nyametsotso siwo le wo ɖokui si le asitsatsa ŋu;
• siwo naa dzesi asitsalawo be woatsɔ asi aʋu nubabla aɖe la, woawo ŋutɔwo meɖoa nudɔdɔwo ɖa o.

Le algorithmic asitsatsa gome la, robot alo aɖaŋuɖola ƒomevi 1 lia koe wobuna, eye eƒe “dɔ gã” enye mɔnu mawo siwo mate ŋu adzɔ ne wole asitsadɔ wɔm kple asi o la zazã.

Renaissance Institutiona Equlties Fund nye gaxɔ gãtɔ kekeake si menye ame ŋutɔ tɔ o si zãa asitsatsa le akɔntabubu me. Renaissance Technologies LLC, si James Harris Simons ɖo le ƒe 1982 me lae ʋui le USA. Emegbe Financial Times yɔ Simons be “ame biliɔnla si dze aɖaŋu wu”.

Aleke wowɔa asitsatsa ƒe robotwoe?

Robɔt siwo wozãna tsɔ dzraa asitsatsa le akɔntabubumɔ̃wo dzi le asitsaƒewo nye kɔmpiutadziɖoɖo tɔxɛwo. Woƒe wɔwɔ dzea egɔme, gbã la, ne wowɔ ɖoɖo si me kɔ nyuie na dɔ siwo katã robotwo awɔ, siwo dome aɖaŋuwo hã le. Dɔ si dze ŋgɔ ɖoɖowɔla-asitsala enye be wòawɔ akɔntabubumɔnu aɖe si abu eƒe sidzedze kple eya ŋutɔ ƒe didiwo ŋu. Nyateƒee, ehiã be woase ɖoɖo si naa asitsatsa le eɖokui si la ƒe nu suesuesuewo katã gɔme nyuie do ŋgɔ. Eyata womeɖo aɖaŋu na asitsala yeyewo be woawɔ TC ƒe akɔntabubua le wo ɖokui si o. Le asitsatsa ƒe robotwo ƒe mɔ̃ɖaŋununya zazã me la, ele be nànya ɖoɖowɔgbalẽ ɖeka ya teti. Zã mql4, Python, C#, C++, Java, R, MathLab tsɔ ŋlɔ ɖoɖowɔɖiwo.
Ŋutete si le wo si be woawɔ ɖoɖo ɖe wo ŋu la naa viɖe geɖe asitsalawo:

• ŋutete si le ame si be wòawɔ nyatakakadzraɖoƒewo;
• ɖoɖowo dodo ɖe ŋgɔ kple dodokpɔ ƒe ɖoɖowo;
• ku nu me le mɔnu siwo wozãna zi geɖe ŋu;
• ɖɔ vodadawo ɖo kaba.

Agbalẽdzraɖoƒe kple dɔ geɖe siwo ŋu viɖe le ŋutɔ li na gbegbɔgblɔ ɖesiaɖe. Algorithmic asitsatsa dɔ gãtɔwo dometɔ ɖekae nye QuantLib, si wotu ɖe C++ me. Ne ehiã be nàdo ka kple Currenex, LMAX, Integral, alo gazazã ƒe dɔwɔƒe bubuwo tẽ be nàzã akɔntabubumɔnu siwo wozãna zi geɖe la, ele be nàbi ɖe kadodo ƒe APIwo ŋɔŋlɔ me le Java me. Ne ɖoɖowɔɖi ƒe aɖaŋuwo meli o la, anya wɔ be woazã akɔntabubu ƒe asitsatsa ƒe ɖoɖo tɔxɛwo atsɔ awɔ mɔ̃ɖaŋununya ƒe asitsatsa ƒe ɖoɖo bɔbɔewo. Nuƒolanɔƒe mawo ƒe kpɔɖeŋuwo:

• TSLab ƒe ƒuƒoƒo;
• whelthlab ƒe ƒuƒoƒo;
• Metatrader ƒe asitsalawo;
• S#.Studio ƒe ƒuƒoƒo;
• nɔnɔmetata geɖewo ƒe nɔnɔmetatawo;
• asitsaƒe aɖe.

Algorithmic asitsatsa le asitsaƒea

Adzɔnuwo kple etsɔme asiwo naa mɔnukpɔkpɔ geɖe ɖoɖo siwo wowɔna le wo ɖokui si, gake asitsatsa to akɔntabubu me bɔ ɖe ga gãwo dome wu ame ŋutɔ ƒe gadelawo dome. Algorithmic asitsatsa ƒomevi vovovowo li le asitsaƒea:

• Nuɖoanyi si wotu ɖe mɔ̃ɖaŋununya me numekuku dzi. Wowɔe be woazã asitsatsa ƒe dɔmawɔmawɔ nyuie kple dzesi geɖewo atsɔ ade dzesi nɔnɔmewo, asitsatsa ƒe ʋuʋu. Zi geɖe la, aɖaŋu sia ƒe taɖodzinue nye be woakpɔ viɖe tso mɔ̃ɖaŋununya me numekuku xoxowo ƒe mɔnuwo me.
• Pair kple kusi ƒe asitsatsa. Nuɖoɖoa zãa dɔwɔnu eve alo esi wu nenema ƒe xexlẽme ƒe sɔsɔme (wo dometɔ ɖeka nye “mɔfianu”, i.e. tɔtrɔ gbãtɔwo dzɔna le eme, eye emegbe wohea dɔwɔnu 2 lia kple esiwo kplɔe ɖo yi dzi) kple alafa memamã si sɔ gbɔ vie, gake mesɔ kple 1 o. Ne haƒonua tra le mɔ si wonae dzi la, anɔ eme be atrɔ ava eƒe ƒuƒoƒoa me. To mɔɖeɖe sia yometiti me la, algorithm la ate ŋu adzra nu eye wòakpɔ viɖe na aƒetɔa.
• Asitsatsa ƒe asitsatsa. Esia nye aɖaŋu bubu si ƒe dɔe nye be wòalé asitsatsa ƒe gazazãwo me ɖe asi. Ale be ɣesiaɣi la, asitsala aɖe si menye ame ŋutɔ tɔ o alo gaxɔ aɖe si kpɔa ga ta nate ŋu aƒle asitsadɔwɔnu aɖe alo adzrae. Asitsalawo ate ŋu azã woƒe viɖewo gɔ̃ hã atsɔ akpɔ dɔwɔnu vovovowo ƒe didi gbɔ eye woakpɔ viɖe tso asitɔtrɔa me. Gake esia mexe mɔ ɖe mɔnu tɔxɛ siwo wotu ɖe ʋuwo ƒe zɔzɔ kabakaba kple asitsatsa ŋuti nyatakakawo dzi zazã nu o.
• ŋgɔgbe duƒuƒu. Abe ɖoɖo sia tɔgbe ƒe akpa aɖe ene la, wozãa dɔwɔnuwo tsɔ bua adzɔnuwo ƒe agbɔsɔsɔ ŋu hedea dzesi nudɔdɔ gãwo. Algorithm la bua eŋu be nudɔdɔ gãwo alé asi la ɖe asi eye wòana asitsatsa siwo tsi tre ɖe wo nɔewo ŋu nadze le mɔ si to vovo na ema nu. Le asitsatsa ŋuti nyatakakawo me dzodzro kabakaba le nudɔdɔgbalẽwo kple nuɖuɖuwo me ta la, woado go tɔtrɔ, adze agbagba be yewoawɔ dɔ wu gomekpɔla bubuwo, eye woalɔ̃ ɖe tɔtrɔ sue aɖe ko dzi ne wole nudɔdɔ gã ŋutɔwo wɔm.
• Nyametsotsowɔwɔ. Esia nye asitsatsa si zãa gaŋutiɖoɖowo, kadodo si le wo dome la gogo ɖeka. Abe se ene la, haƒonu mawo ƒe vovototo suetɔ kekeake le wo ŋu. Nuɖoɖoa léa ŋku ɖe asi ƒe tɔtrɔwo ŋu na dɔwɔnu siwo do ƒome kplii eye wòwɔa arbitrage dɔwo be woana asiwo nasɔ. Kpɔɖeŋu: Woxɔa dɔwɔƒe ɖeka ƒe gomenɔamesi ƒomevi vovovo 2, siwo trɔna le ɣeyiɣi ɖeka me kple ƒomedodo 100%. Alo woaxɔ gome ɖeka ma ke, gake le asi vovovowo me. Le asitɔtrɔ ɖeka dzi la, akɔ / adze anyi do ŋgɔ vie wu evelia dzi. Esi “wolé” ɣeyiɣi sia le ŋkeke 1 lia dzi vɔ la, àte ŋu aʋu nubablawo le ŋkeke 2 lia dzi.
• Asitsatsa si me tɔtrɔwo le. Esiae nye asitsatsa ƒomevi si sesẽ wu, si wotu ɖe tiatia ƒomevi vovovowo ƒle kple mɔkpɔkpɔ be dɔwɔnu aɖe koŋ ƒe tɔtrɔ ƒe dzidziɖedzi dzi. Algorithmic asitsatsa sia bia akɔntabubu ƒe ŋusẽ geɖe kple eŋutinunyalawo ƒe ƒuƒoƒo aɖe. Le afisia la, susu nyuitɔwo kua dɔwɔnu vovovowo me, eye wogblɔa nya ɖi tso wo dometɔ si ate ŋu ana woƒe tɔtrɔ nadzi ɖe edzi ŋu. Wotsɔa woƒe numekukumɔ̃wo dea robotwo me, eye woƒlea tiatia siwo le dɔwɔnu siawo dzi le ɣeyiɣi nyuitɔ dzi.

Afɔku siwo le algorithmic asitsatsa me

Algorithmic asitsatsa ƒe ŋusẽkpɔɖeamedzi dzi ɖe edzi ŋutɔ le ɣeyiɣi siwo va yi nyitsɔ laa me. Le dzɔdzɔme nu la, asitsatsa ƒe mɔnu yeyewo tsɔa afɔku aɖewo siwo womekpɔ mɔ na tsã o la vɛ. HFT ƒe asitsatsa koŋue nye afɔku siwo ŋu wòle be woabu.
Afɔku gãtɔ kekeake ne wole dɔ wɔm kple akɔntabubumɔ̃wo:

• Asixɔxɔ ƒe asitɔtrɔ le eŋu. Woate ŋu atrɔ asi le algorithms ŋu be woakpɔ ŋusẽ ɖe haƒonu ɖekaɖekawo dzi tẽ. Nusiwo ado tso eme le afisia ate ŋu anye afɔku gã aɖe. Le ƒe 2013 me, le ŋkeke 1 lia dzi ƒe asitsatsa le xexeame katã ƒe BATS asi me la, dɔwɔƒea ƒe dedienɔnɔ ƒe asixɔxɔ dzi ɖe kpɔtɔ ŋutɔŋutɔ. Le sɛkɛnd 10 pɛ ko me la, ga homea ɖiɖi tso dɔlar 15 va ɖo cent eve alo etɔ̃ pɛ ko. Nusi gbɔ wòtsoe nye robot la ƒe dɔwɔwɔ, si woɖo koŋ wɔ ɖoɖo be wòaɖe gomekpɔkpɔ ƒe asi dzi akpɔtɔ. Ðoɖo sia ate ŋu aflu gomekpɔla bubuwo eye wòatrɔ asi le nɔnɔmea ŋu ŋutɔ le asitɔtrɔa me.
• Dɔwɔɖui ƒe ga si dona le eme. Ne nɔnɔme aɖe si me nuteɖeamedzi le le asitsatsa me la, gomekpɔla siwo zãa robotwo la tɔa te asitsatsa. Esi wònye be ʋu ƒe aɖaŋuɖolawo gbɔe nudɔdɔawo ƒe akpa gãtɔ tsona ta la, xexeame katã ƒe agbɔsɔsɔ aɖe li, si wɔnɛ be nya siwo katã wogblɔ la dzi ɖena kpɔtɔna enumake. Nusiwo dona tso “ʋuʋu” sia tɔgbe me ate ŋu anye nu sesẽ ŋutɔ. Gawu la, gazazã siwo le dodom le amewo si la le vɔvɔ̃ hem vɛ le afisiafi si ana nɔnɔme sesẽa nagado gã ɖe edzi.
• Nusiwo me tɔtrɔ kpata le la dzi ɖe edzi ŋutɔ. Ɣeaɖewoɣi la, nunɔamesiwo ƒe asixɔxɔ trɔna madzemadzee le xexeame ƒe asiwo katã me. Ate ŋu anye nuwo ƒe asi ƒe dziyiyi kpata alo ɖiɖi gã aɖe. Woyɔa nɔnɔme sia be kpododonu kpata. Zi geɖe la, nusi gbɔ tɔtrɔwo tsonae nye robot siwo zãa gbeɖiɖi sesẽwo ƒe nuwɔna, elabena woƒe gomekpɔkpɔ le asitsalawo ƒe xexlẽme bliboa me sɔ gbɔ ŋutɔ.
• Gazazãwo ƒe dzidziɖedzi. Ele be mɔ̃ɖaŋu ŋuti aɖaŋuɖola gbogbo aɖewo nawɔ woƒe mɔ̃ɖaŋununya ƒe ŋutetewo ŋudɔ nyuie wu ɣesiaɣi. Esia wɔe be adzɔxexe ƒe ɖoɖoa le tɔtrɔm, si le nyateƒe me la, meɖea vi na asitsalawo o.
• dɔwɔwɔ ƒe afɔku. Nudɔdɔ gbogbo aɖewo siwo gbɔna le ɣeyiɣi ɖeka me ate ŋu axɔ agba le server siwo ƒe ŋutete lolo ŋutɔ la dzi. Eyata ɣeaɖewoɣi le asitsatsa si le dɔ dzi ƒe ɣeyiɣi si me amewo sɔa gbɔ wu me la, ɖoɖoa megawɔa dɔ o, wodzudzɔa gazazãwo katã, eye gomekpɔlawo bua nu geɖe.
• Asitsatsa ƒe nyagblɔɖi ƒe seƒe dzi ɖena kpɔtɔna. Robotwo kpɔa ŋusẽ gã aɖe ɖe asitsatsa ƒe asiwo dzi. Le esia ta la, nyagblɔɖia ƒe nyateƒenyenye dzi ɖena kpɔtɔna eye gɔmeɖoanyi siwo dzi wotu numekuku veviwo ɖo la me gblẽna. Azɔ hã ʋu ƒe kpeɖeŋutɔwo xɔa asi nyuiwo le asitsala deŋgɔwo si.

Robotwo le asitsalawo ƒe ŋkɔ gbegblẽwo gblẽm vivivi eye esia na be woagbe asidɔwɔwɔ keŋkeŋ le etsɔme. Nɔnɔmea ado ŋusẽ akɔntabubu ƒe ɖoɖoa ƒe nɔƒe, si ana afɔku siwo do ƒome kplii nadzi ɖe edzi.

Algorithmic ƒe Forex Asitsatsa

Duta ga ƒe asitsatsa le akɔntabubu me ƒe dzidziɖedzi tso dɔwɔwɔwo ƒe nuwo wɔwɔ le wo ɖokui si kple ɣeyiɣi si wozãna tsɔ wɔa duta ga ƒe asitsatsa to kɔmpiuta dɔwɔɖoɖowo ƒe akɔntabubuwo zazã me dzi ɖeɖe kpɔtɔ gbɔ koŋ. Esia ɖea dɔwɔwɔ ƒe gazazãwo hã dzi kpɔtɔna. Forex koŋ zãa robot siwo wotu ɖe mɔ̃ɖaŋununya me numekuku mɔnuwo dzi. Eye esi wònye be terminal si bɔ wue nye MetaTrader platform ta la, MQL programming language si platform developers na la va zu mɔnu si bɔ wu hena robotwo ŋɔŋlɔ.

Asitsatsa le Agbɔsɔsɔme Ŋu

Asitsatsa le agbɔsɔsɔ me nye asitsatsa ƒe mɔfiame, si ƒe taɖodzinue nye be woawɔ kpɔɖeŋu aɖe si aɖɔ ganyawo ƒe nunɔamesi vovovowo ƒe ŋusẽkpɔɖeamedzi eye wòana nàte ŋu awɔ nyagblɔɖi siwo sɔ pɛpɛpɛ. Zi geɖe la, agbɔsɔsɔme ƒe asitsalawo, siwo woyɔna hã be quantum asitsalawo, de suku ŋutɔ le woƒe dɔa me: gaŋutinunyalawo, akɔntanyala, ɖoɖowɔlawo. Be nàzu quantum asitsala la, ele be nànya akɔntabubu kple gaŋutinunya ƒe gɔmedzenufiafiawo ya teti.

Kɔkɔe zi geɖe algorithmic asitsatsa / HFT asitsatsa

Esiae nye asitsatsa si wowɔna le wo ɖokui si ƒe mɔnu si bɔ wu. Mɔnu sia ƒe akpa aɖee nye be woate ŋu awɔ asitsatsa le duƒuƒu sesẽ me le dɔwɔnu vovovowo me, si me wowua ɖoƒewo wɔwɔ/wu enu ƒe tsatsam nu le sɛkɛnd ɖeka me.

HFT ƒe asitsatsa zãa viɖe vevitɔ si le kɔmpiutawo ŋu wu amegbetɔwo – mega-high speed.

Woxɔe se be Stephen Sonson ye nye susua ŋlɔla, amesi kple D. Whitcomb kple D. Hawks wɔ asitsatsa ƒe mɔ̃ gbãtɔ si wowɔna le wo ɖokui si le xexeame le ƒe 1989 me (Automatic Trading Desk). Togbɔ be ƒe 1998 me koe mɔ̃ɖaŋununya sia toto vɛ le se nu dze egɔme hã la, esime woda asi ɖe elektrɔnikmɔ̃wo zazã dzi le Amerikatɔwo ƒe asitsaƒewo.

Gɔmeɖose vevi siwo le HFT ƒe asitsatsa ŋu

Wotu asitsatsa sia ɖe tɔmelã siwo gbɔna dzi:

• mɔ̃ɖaŋununya deŋgɔ ƒe ɖoɖowo zazã nana ɣeyiɣi si wotsɔ wɔa teƒewo la nɔa milisekɔnd 1-3 ƒe seƒe;
• viɖe si woakpɔ tso asiwo kple ga si wokpɔna ƒe tɔtrɔ suesuesuewo me;
• asitsatsa gãwo wɔwɔ kabakaba kple viɖekpɔkpɔ le agbɔsɔsɔ ŋutɔŋutɔ si bɔbɔ wu me, si ɣeaɖewoɣi medea cent ɖeka o (HFT ƒe ŋutete lolo wu mɔnu xoxowo zi gbɔ zi geɖe);
• arbitrage ƒe asitsatsa ƒomevi ɖesiaɖe zazã;
• wowɔa asitsatsa le asitsatsa ŋkekea dzi pɛpɛpɛ, adzɔnuwo ƒe agbɔsɔsɔ le ɣeyiɣi ɖesiaɖe me ate ŋu aɖo akpe ewo.

Asitsatsa ƒe Mɔnu Siwo Wozãna Le Ɣeyiɣi Kɔkɔwo Me

Le afisia la, àte ŋu azã asitsatsa ƒe mɔnu ɖesiaɖe si me wozãa akɔntabubumɔ̃ le, gake le ɣeyiɣi ma ke me la, àte ŋu azã asitsatsa le duƒuƒu si amegbetɔwo mate ŋu akpɔ o nu. HFT ƒe mɔnuwo ƒe kpɔɖeŋu aɖewoe nye esi:

• De dzesi tsita siwo me gazazã geɖe le. Mɔ̃ɖaŋununya sia ƒe taɖodzinue nye be wòade dzesi nudɔdɔ ɣaɣlawo (“viviti”) alo nu gbogbo aɖewo to dodokpɔ suewo ʋuʋu me. Taɖodzinuae nye be woawɔ avu kple ʋuʋu sesẽ si volume pools hena vɛ.
• Elektrɔnikmɔ̃wo ƒe asitsatsa wɔwɔ. Le gazazã dzi ɖeɖe kpɔtɔ le asi me ƒe ɖoɖoa me la, wokpɔa viɖewo to asitsatsa le kakaa me me. Zi geɖe la, ne wole asitsadɔ wɔm le asitsaƒea la, kaka la akeke ta. Ne asisi siwo ate ŋu alé ga si susɔ la me ɖe asi mele asitsalawo si o la, ekema ele be asitsala siwo dzraa nu geɖe la nazã woawo ŋutɔ ƒe ga atsɔ axe dɔwɔnua ƒe agbɔsɔsɔ kple didi. Exchanges kple ECNs ana woaɖe asi le dɔwɔwɔ ƒe gazazãwo ŋu abe teƒeɖoɖo ene.
• Duƒuƒu le ŋgɔgbe. Ŋkɔa gɔmee nye “ƒu du yi ŋgɔ.” Wotu aɖaŋu sia ɖe numekuku le fifi nuƒle kple nudzadzra ƒe sededewo, nunɔamesiwo ƒe gazazã kple deme si le ʋuʋu ɖi le mama dedie nu ŋu. Mɔnu sia ƒe nu vevitɔe nye be nàde dzesi nudɔdɔ gãwo eye nàda wò ŋutɔ wò suewo ɖe asi si kɔkɔ vie dzi. Ne wowɔ sededea vɔ la, akɔntabubua zãa asixɔxɔ ƒe tɔtrɔ ƒe kakaɖedzi gã si ƒo xlã sedede gã bubu tsɔ ɖoa ​​sedede bubu si kɔ wu.
• Nyametsotso si Wohe Ðe Edzi. Aɖaŋu sia wɔa nyatakakawo ɖɔliɖɔli ƒe mɔnukpɔkpɔ si le dɔ dzi le anyigba ƒe teƒe si te ɖe serverwo ŋu alo kadodo siwo xɔ asi tẽ siwo woxɔna ɖe nyatakakadzraɖoƒe gãwo ŋu ta ŋudɔ. Zi geɖe la, asitsala siwo ɖoa ŋu ɖe ga ŋuti sedzikpɔlawo ŋue zãnɛ.
• Akɔntabubu ƒe nyametsotsowɔwɔ. Mɔnu sia si nye asitsatsa si me wowɔa nu geɖe le la nɔ te ɖe dzesidede dɔwɔnu vovovowo ƒe kadodo le mɔ̃wo alo nunɔamesiwo ƒe ƒomevi siwo sɔ kple wo nɔewo dome (ga eve ƒe etsɔme kple woƒe hadɔwɔla siwo le teƒe ɖeka, nusiwo woɖe tso eme kple adzɔnuwo). Zi geɖe la, gadzraɖoƒe siwo menye dziɖuɖua tɔ o, gadodo ƒe gaxɔwo kple asitsaha bubu siwo si mɔɖegbalẽ le ye wɔa asitsatsa mawo.

Wowɔa dɔwɔwɔ siwo me wowɔa dɔ le edziedzi le micro volumes me, si wotsɔa asitsatsa gbogbo aɖewo xea fe na. Le go sia me la, woɖoa viɖe kple nusiwo bu la ɖi enumake.

Ðoɖowo ƒe wɔwɔfia na algorithmic asitsalawo

Kɔmpiutadziɖoɖoa ƒe akpa sue aɖe li si wozãna hena algorithmic trading kple robot programming:

• TSlab ƒe ƒuƒoƒo. C# kɔmpiuta dɔwɔɖoɖo si Russiatɔwo wɔ. Wowɔ ɖeka kple forex kple stock brokers akpa gãtɔ. Le block diagram tɔxɛ aɖe ta la, eƒe ŋgɔdonya le bɔbɔe ŋutɔ eye wòsɔsrɔ̃ le bɔbɔe. Àte ŋu azã ɖoɖowɔɖia femaxee atsɔ ado ɖoɖoa kpɔ ahawɔe wòanyo wu, gake le asitsatsa ŋutɔŋutɔ gome la, ahiã be nàƒle nudɔdɔ.
• Kesinɔnuwo ƒe Dɔwɔƒe. Ðoɖowɔɖi aɖe si wozãna tsɔ wɔa algorithms le C# me. Àte ŋu azã Wealth Script agbalẽdzraɖoƒea atsɔ aŋlɔ asitsatsa ƒe kɔmpiuta dɔwɔɖoɖo si me wozãa akɔntabubumɔ̃wo le, si naa nuŋɔŋlɔ ƒe ɖoɖoa nɔa bɔbɔe ŋutɔ. Àte ŋu atsɔ nyayɔyɔ siwo tso teƒe vovovowo hã aƒo ka na ɖoɖowɔɖia. Tsɔ kpe ɖe megbedodokpɔ ŋu la, asitsatsa ŋutɔŋutɔwo ate ŋu adzɔ le ganyawo ƒe asitsatsa hã me.
• r studio ƒe dɔwɔƒe. Ðoɖowɔɖi si de ŋgɔ wu na quants (mesɔ na gɔmedzelawo o). Kɔmpiutadziɖoɖoa ƒoa gbegbɔgblɔ geɖe nu ƒu ɖekae, eye wo dometɔ ɖeka zãa R gbegbɔgblɔ tɔxɛ aɖe tsɔ wɔa nyatakakawo kple ɣeyiɣi siwo kplɔ wo nɔewo ɖo ƒe dɔwɔwɔ. Wowɔa algorithms kple interfaces le afisia, wowɔa dodokpɔwo kple optimization, woateŋu akpɔ akɔntabubuwo kple nyatakaka bubuwo. R Studio nye femaxee, gake enye nu vevi aɖe ŋutɔ. Ðoɖowɔɖia zãa agbalẽdzraɖoƒe vovovo siwo wotu ɖe eme, dodokpɔmɔ̃wo, kpɔɖeŋuwo, kple bubuawo.

Aɖaŋuwo na algorithmic asitsatsa

Algo asitsatsa ƒe mɔnuwo le esi:

• TWAP ƒe. Algorithm sia ʋua nudɔdɔwo edziedzi le asi nyuitɔ kekeake si woƒle alo esiwo wotsɔ na wo la nu.
• amewuwu ƒe aɖaŋu.  Algorithm la bia be woaƒle nunɔamesi gãwo le asi siwo woda ɖe mama dedie nu dzi, zi geɖe la, gomekpɔla gãwo (hedge funds kple brokers) zãna.
• VWAP ƒe dɔwɔƒe. Wozãa akɔntabubumɔ̃a tsɔ ʋua nɔƒewo le agbɔsɔsɔ si wona ƒe akpa si sɔ me le ɣeyiɣi aɖe me, eye mele be asixɔxɔa nakɔ wu asi si woda le mama dedie nu le dodoɖeŋgɔ me o.
• nyatakakawo didi. Enye kpɔɖeŋu yeyewo didi na akɔntabubu yeyewo. Hafi woadze dodokpɔa gɔme la, ŋkeke siwo dzi wowɔe ƒe 75% kple edzivɔ nye nyatakakawo nuƒoƒoƒu. Mɔnu siwo wozãna le dɔnyala bibiwo kple esiwo me nyawo me kɔ nyuie dzi koe numekukua me tsonu nɔ te ɖo. Wotsɔa asi ɖoa didia ŋutɔ ŋu to akɔntabubumɔnu vovovowo zazã me.
• tsikpe gã aɖe. Wozãnɛ tsɔ wɔa nudɔdɔwo, si ƒe xexlẽme bliboa mewu xexlẽme si wogblɔ le parameters me o. Le asitɔtrɔ geɖe me la, wotua akɔntabubu sia ɖe ɖoɖoa ƒe nu vevitɔ me, eye wònaa nète ŋu gblɔa gbeɖiɖi ƒe sesẽme le ɖoɖo ƒe nɔnɔmewo me.
• nususugblɔ ƒe aɖaŋu. Esia nye kpɔɖeŋu si wozãna ɖaa na asitsala siwo menye dziɖuɖu tɔ o siwo dina be yewoaxɔ asi nyuitɔ kekeake si woate ŋui ɖe asitsatsa ta kple susu be yewoakpɔ viɖe emegbe.

Hehenana kple agbalẽ siwo ku ɖe algorithmic asitsatsa ŋu

Màkpɔ sidzedze ma ƒomevi le sukuwo ƒe ƒuƒoƒowo me o. Esia nye nuto si le gbadzaa ŋutɔ eye wònye nuto aɖe koŋ. Esesẽ be woaɖe numekuku siwo ŋu kakaɖedzi le ŋutɔŋutɔ ɖe vovo le afisia, gake ne míeƒo nu tso eŋu le mɔ gbadza nu la, ekema sidzedze vevi siwo gbɔna hiã be woatsɔ aƒo wo ɖokui ɖe akɔntabubu ƒe asitsatsa me:

• akɔntabubu kpakple ganyawo ƒe kpɔɖeŋuwo;
• ɖoɖowɔɖi gbegbɔgblɔwo — Python, С++, MQL4 (na Forex);
• nyatakaka siwo ku ɖe nubabla siwo ku ɖe asitɔtrɔ ŋu kple dɔwɔnuwo ƒe nɔnɔmewo ŋu (tiatiawɔnuwo, etsɔmenuwo, kple bubuawo).

Ele be nàbi ɖe mɔfiame sia me le ɖokuiwò si koŋ. Ne èdi be yeaxlẽ agbalẽ siwo fiaa nu amewo tso nyati sia ŋu la, àte ŋu abu agbalẽwo ŋu:

• “Quantum Asitsatsa” kple “Algorithmic Asitsatsa” – Ernest Chen;
• “Algorithmic asitsatsa kple tẽe yi ɖe asitɔtrɔ” – Barry Johnsen;
• “Mɔnuwo kple akɔntabubuwo ƒe akɔntabubuwo” – Lyu Yu-Dau;
• “Le aɖaka yibɔa me” – Rishi K. Narang;
• “Asitsatsa kple asitɔtrɔ: asi ƒe microstructure na atikewɔlawo” – Larry Harris.

Mɔ si dzi woato adze nusɔsrɔ̃a gɔme nyuie wue nye be woasrɔ̃ nu vevi siwo ku ɖe adzɔnuwo ƒe asitsatsa kple mɔ̃ɖaŋununya me numekuku ŋu, eye emegbe woaƒle agbalẽ siwo ku ɖe asitsatsa si me wozãa akɔntabubuwo le ŋu. Ele be míade dzesii hã be Eŋlisigbe me koe woate ŋu akpɔ dɔnyala bibiwo ƒe agbalẽ akpa gãtɔ.

Tsɔ kpe ɖe agbalẽ siwo me ameŋkumemakpɔmakpɔ le ŋu la, aɖe vi hã be nàxlẽ agbalẽ ɖesiaɖe si woatsɔ aɖɔli wo nɔewo.

Nyakpakpa xɔŋkɔ siwo ku ɖe asitsatsa le akɔntabubu me ŋu

Ame geɖe xɔe se be viɖe koe robotwo zazã ate ŋu aɖe vi eye mehiã be asitsalawo nawɔ naneke kura o. Nyateƒee, menye nenemae o. Ele vevie ɣesiaɣi be woalé ŋku ɖe robot la ŋu, awɔe wòanyo wu eye woakpɔ edzi ale be vodadawo kple kpododonuwo nagadzɔ o. Ame aɖewo susuna be robotwo mate ŋu akpɔ ga o. Ame siawoe nye amesiwo, anɔ eme godoo be wodo go robot siwo ƒe nyonyome mede o siwo ameflulawo dzrana hena duta ga ƒe asitsatsa va yi. Robot nyuiwo li le ga ƒe asitsatsa me siwo ate ŋu akpɔ ga. Gake ame aɖeke madzra wo o, elabena wotsɔa ga nyui vɛ xoxo. Asitsatsa le gaxɔmenudzraƒewo ate ŋu akpɔ ga geɖe ŋutɔ. Algorithmic asitsatsa nye ŋgɔyiyi ŋutɔŋutɔ le gadede asi ƒe akpa dzi. Robɔtwo le gbesiagbedɔ ɖesiaɖe kloe si xɔa ɣeyiɣi geɖe tsã la xɔm.