Kugulitsa kwa Algo: tanthauzo lake, njira zamalonda ndi zoopsa zake

Pakadali pano, ntchito zambiri pakusinthitsa zimachitika pogwiritsa ntchito ma robot apadera, momwe ma aligorivimu osiyanasiyana amaphatikizidwa. Njira imeneyi imatchedwa malonda a algorithmic. Izi ndizochitika zazaka makumi angapo zapitazi zomwe zasintha msika m’njira zambiri.

Kodi algorithmic trading ndi chiyani?

Mtundu waukulu wa malonda a algorithmic ndi malonda a HFT. Cholinga chake ndikumaliza ntchitoyo nthawi yomweyo. Mwanjira ina, mtundu uwu umagwiritsa ntchito mwayi wake waukulu – liwiro. Lingaliro la malonda a algorithmic lili ndi matanthauzo akulu awiri:

• Algo malonda. Autosystem yomwe imatha kugulitsa popanda wochita malonda mu algorithm yomwe wapatsidwa. Dongosololi ndi lofunikira kuti mulandire phindu lachindunji chifukwa chowunikira msika ndikutsegula malo. Algorithm iyi imatchedwanso “loboti yamalonda” kapena “mlangizi”.
• Algorithmic malonda. Kuphatikizika kwa malamulo akulu pamsika, pomwe amagawika m’magawo pang’onopang’ono ndikutsegulidwa motsatira malamulo omwe adanenedwa. Dongosololi limagwiritsidwa ntchito kuwongolera ntchito yamanja ya amalonda pochita malonda. Mwachitsanzo, ngati pali ntchito yogula magawo 100 zikwi, ndipo muyenera kutsegula maudindo pa magawo 1-3 nthawi imodzi, popanda kukopa chidwi mu dongosolo la chakudya.

Kunena mwachidule, malonda a algorithmic ndizomwe zimapangidwira tsiku ndi tsiku ndi amalonda, zomwe zimachepetsa nthawi yofunikira kuti mufufuze zambiri za katundu, kuwerengera masamu masamu, ndi zochitika zonse. Dongosololi limachotsanso gawo la chinthu chamunthu pakugwira ntchito kwa msika (malingaliro, malingaliro, “malingaliro amalonda”), omwe nthawi zina amatsutsa ngakhale phindu la njira yodalirika kwambiri.

Mbiri ya kutuluka kwa malonda a algorithmic

1971 imatengedwa ngati poyambira malonda a algorithmic (idawoneka nthawi imodzi ndi njira yoyamba yochitira malonda NASDAQ). Mu 1998, US Securities Commission (SEC) idavomereza mwalamulo kugwiritsa ntchito nsanja zamalonda zamagetsi. Kenako mpikisano weniweni waukadaulo wapamwamba unayamba. Nthawi zotsatirazi pakupanga malonda a algorithmic, zomwe ziyenera kutchulidwa:

• Kumayambiriro kwa zaka za m’ma 2000. Zochita zokha zidamalizidwa m’masekondi ochepa chabe. Gawo lamsika la maloboti linali lochepera 10%.
• chaka cha 2009. Kuthamanga kwa dongosolo kunachepetsedwa kangapo, kufika pa ma milliseconds angapo. Gawo la othandizira malonda lakwera mpaka 60%.
• 2012 ndi kupitirira. Kusadziŵika kwa zochitika pa kusinthanitsa kwachititsa kuti pakhale zolakwika zambiri muzitsulo zolimba za mapulogalamu ambiri. Izi zidapangitsa kutsika kwa mabizinesi opangira makina mpaka 50% ya onse. Tekinoloje yaukadaulo ya Artificial intelligence ikupangidwa ndipo ikuyambitsidwa.

Masiku ano, malonda othamanga kwambiri akadali oyenera. Ntchito zambiri zachizoloŵezi (mwachitsanzo, kukweza msika) zimachitidwa zokha, zomwe zimachepetsa kwambiri katundu wa amalonda. Komabe, makina sanathebe kwathunthu m’malo mwa nzeru zamoyo ndi chitukuko mwachilengedwe cha munthu. Izi ndi zoona makamaka pamene kusasinthasintha kwa msika wogulitsa kumawonjezeka kwambiri chifukwa cha kufalitsa nkhani zazikulu zachuma padziko lonse lapansi. Panthawi imeneyi, tikulimbikitsidwa kuti musadalire ma robot.

Ubwino ndi kuipa kwa malonda a algorithmic

Ubwino wa aligorivimu ndi kuipa konse kwa malonda pamanja. Anthu amatengeka mosavuta ndi maganizo, koma maloboti satero. Loboti idzagulitsa mosamalitsa malinga ndi algorithm. Ngati mgwirizano ukhoza kupanga phindu m’tsogolomu, robotyo idzabweretsa kwa inu. Komanso, munthu sangaganizire kwambiri zochita zake ndipo nthawi ndi nthawi amafunika kupuma. Maloboti alibe zophophonya zotere. Koma iwo ali awo ndi mwa iwo:

• chifukwa chotsatira kwambiri ma algorithms, loboti silingagwirizane ndi kusintha kwa msika;
• zovuta za malonda algorithmic palokha ndi zofunika kwambiri kukonzekera;
• zolakwa za ma aligorivimu anayambitsa kuti loboti sangathe kuzindikira (izi, ndithudi, ndi munthu, koma munthu akhoza kuzindikira ndi kukonza zolakwa zake, pamene maloboti sangathe kuchita izi).

Simuyenera kulingalira maloboti ochita malonda ngati njira yokhayo yopezera ndalama pakugulitsa, chifukwa phindu la malonda odzipangira okha ndi malonda amanja zakhala zofanana pazaka 30 zapitazi.

Chofunika cha malonda a algorithmic

Amalonda a Algo (dzina lina – ochita malonda a quantum) amangogwiritsa ntchito chiphunzitso chotheka kuti mitengo imagwera mumtundu wofunikira. Kuwerengera kumatengera mitengo yam’mbuyomu kapena zida zingapo zachuma. Malamulo adzasintha ndi kusintha kwa khalidwe la msika.
Ochita malonda a algorithmic nthawi zonse amayang’ana kusakwanira kwa msika, machitidwe a mawu obwerezabwereza m’mbiri, komanso kuthekera kowerengera mawu obwereza mtsogolo. Chifukwa chake, tanthauzo la malonda a algorithmic lili mu malamulo osankha malo otseguka ndi magulu a maloboti. Kusankha kungakhale:

• Buku – kuphedwa kumachitika ndi wofufuza pamaziko a masamu ndi thupi zitsanzo;
• zodziwikiratu – zofunikira pakuwerengera malamulo ndi mayeso mkati mwa pulogalamu;
• chibadwa – apa malamulo amapangidwa ndi pulogalamu yomwe ili ndi zinthu zanzeru zopangira.

Malingaliro ena ndi ma utopias okhudza malonda a algorithmic ndi zopeka. Ngakhale ma robot sangathe “kulosera” zam’tsogolo ndi chitsimikizo cha 100%. Msika sungakhale wosakwanira kotero kuti pali malamulo omwe amagwiritsidwa ntchito ku robot nthawi iliyonse, kulikonse. M’makampani akuluakulu ogulitsa ndalama omwe amagwiritsa ntchito ma aligorivimu (mwachitsanzo, Renessaince Technology, Citadel, Virtu), pali magulu mazana (mabanja) a maloboti ogulitsa omwe amaphimba zida zambirimbiri. Ndi njira iyi, yomwe ndi mitundu yosiyanasiyana ya ma aligorivimu, yomwe imawabweretsera phindu latsiku ndi tsiku.

Mitundu ya ma algorithms

Algorithm ndi malangizo omveka bwino opangidwa kuti agwire ntchito inayake. Pamsika wazachuma, ma algorithms ogwiritsira ntchito amachitidwa ndi makompyuta. Kuti mupange malamulo, deta pamtengo, voliyumu ndi nthawi yokonzekera zochitika zamtsogolo zidzagwiritsidwa ntchito. Kugulitsa kwa Algo m’misika yamasheya ndi ndalama kumagawidwa m’magulu anayi:

• Zowerengera. Njirayi imachokera pa kusanthula mawerengero pogwiritsa ntchito mndandanda wa nthawi zakale kuti mudziwe mwayi wamalonda.
• Zadzidzidzi. Cholinga cha njirayi ndi kupanga malamulo omwe amalola ogulitsa malonda kuti achepetse kuopsa kwa zochitika.
• Executive. Njirayi idapangidwa kuti igwire ntchito zenizeni zokhudzana ndi kutsegula ndi kutseka malamulo amalonda.
• Molunjika. Tekinoloje iyi ikufuna kupeza liwiro lalikulu lofikira pamsika ndikuchepetsa mtengo wolowera ndi kulumikizana kwa ochita malonda a algorithmic ku malo ogulitsa.

Malonda a ma algorithmic apamwamba kwambiri amatha kusankhidwa ngati malo osiyana siyana ochita malonda amakina. Chinthu chachikulu cha gulu ili ndi kuchuluka kwafupipafupi kwa kupanga dongosolo: zochitika zimatsirizidwa mu milliseconds. Njirayi ingapereke phindu lalikulu, koma imakhala ndi zoopsa zina.

Kugulitsa Mwadzidzidzi: Maloboti ndi Alangizi Akatswiri

Mu 1997, katswiri wa kafukufuku Tushar Chand m’buku lake “Beyond Technical Analysis” (poyamba lotchedwa “Beyond Technical Analysis”) poyamba anafotokoza dongosolo la malonda a makina (MTS). Dongosololi limatchedwa loboti yamalonda kapena mlangizi pazachuma. Awa ndi ma module a mapulogalamu omwe amayang’anira msika, amapereka malamulo a malonda ndikuwongolera kuchitidwa kwa malamulowa. Pali mitundu iwiri ya mapulogalamu ogulitsa maloboti:

• makina “kuchokera” ndi “mpaka” – amatha kupanga zisankho paokha pazamalonda;
• zomwe zimapatsa ochita malonda kuti atsegule mgwirizano pamanja, iwowo samatumiza malamulo.

Pankhani ya malonda a algorithmic, mtundu wa 1 wa robot kapena mlangizi umaganiziridwa, ndipo “ntchito yapamwamba” ndiyo kukhazikitsa njira zomwe sizingatheke pochita malonda pamanja.

Renaissance Institutiona Equlties Fund ndiye thumba lalikulu kwambiri lachinsinsi lomwe limagwiritsa ntchito malonda a algorithmic. Idatsegulidwa ku USA ndi Renaissance Technologies LLC, yomwe idakhazikitsidwa mu 1982 ndi James Harris Simons. Nyuzipepala ya Financial Times pambuyo pake inatcha Simons “bilionea wanzeru kwambiri”.

Kodi maloboti ogulitsa amapangidwa bwanji?

Maloboti omwe amagwiritsidwa ntchito pochita malonda a algorithmic pamsika wamasheya ndi mapulogalamu apadera apakompyuta. Kukula kwawo kumayamba, choyamba, ndi maonekedwe a ndondomeko yomveka bwino ya ntchito zonse zomwe ma robot adzachita, kuphatikizapo njira. Ntchito yomwe ikuyang’anizana ndi wopanga mapulogalamu ndikupanga algorithm yomwe imaganizira zomwe akudziwa komanso zomwe amakonda. Zachidziwikire, ndikofunikira kumvetsetsa pasadakhale ma nuances onse a dongosolo lomwe limagwiritsa ntchito ma transaction. Chifukwa chake, ochita malonda a novice sakulimbikitsidwa kuti apange TC algorithm pawokha. Kuti mukhazikitse luso la maloboti ogulitsa, muyenera kudziwa chilankhulo chimodzi chokonzekera. Gwiritsani ntchito mql4, Python, C#, C++, Java, R, MathLab kulemba mapulogalamu.
Kutha kupanga pulogalamu kumapatsa amalonda zabwino zambiri:

• luso lopanga ma database;
• kuyambitsa ndi kuyesa machitidwe;
• kusanthula njira zapamwamba pafupipafupi;
• konza zolakwika mwachangu.

Pali malaibulale ndi mapulojekiti ambiri othandiza pa chinenero chilichonse. Imodzi mwama projekiti akuluakulu a algorithmic malonda ndi QuantLib, yomangidwa mu C ++. Ngati mukufuna kulumikizana mwachindunji ndi Currenex, LMAX, Integral, kapena othandizira ena azachuma kuti mugwiritse ntchito ma aligorivimu othamanga kwambiri, muyenera kukhala odziwa kulemba ma API olumikizana mu Java. Popanda luso lokonzekera, ndizotheka kugwiritsa ntchito mapulogalamu apadera a algorithmic kupanga malonda osavuta amakina. Zitsanzo zamapulatifomu ngati awa:

• TSLab;
• whelthlab;
• Metatrader;
• S#.Studio;
• machati ambiri;
• tradestation.

Kugulitsa kwa algorithmic pamsika wamasheya

Misika yamasheya ndi yamtsogolo imapereka mwayi wokwanira wamakina odzichitira okha, koma malonda a algorithmic ndiofala kwambiri pakati pa ndalama zazikulu kuposa omwe amagulitsa anthu wamba. Pali mitundu ingapo ya malonda a algorithmic pamsika wamasheya:

• Dongosolo lotengera kusanthula kwaukadaulo. Amapangidwa kuti agwiritse ntchito kusakwanira kwa msika ndi zizindikiro zingapo kuti azindikire zomwe zikuchitika, kayendetsedwe ka msika. Nthawi zambiri njira imeneyi umafuna kupindula ndi njira zamakono kusanthula luso.
• Malonda awiri ndi mabasiketi. Dongosololi limagwiritsa ntchito chiŵerengero cha zida ziwiri kapena zingapo (mmodzi wa iwo ndi “chiwongolero”, mwachitsanzo, kusintha koyamba kumachitika, ndiyeno 2 ndi zida zotsatila zimakoka) ndi chiwerengero chachikulu, koma osati chofanana ndi 1. Ngati chidacho chapatuka panjira yomwe wapatsidwa, mwina angabwerere ku gulu lake. Potsata kupatuka uku, algorithm imatha kugulitsa ndi kupanga phindu kwa eni ake.
• Kupanga malonda. Iyi ndi njira ina yomwe ntchito yake ndikusunga ndalama zamsika. Kotero kuti nthawi iliyonse wogulitsa payekha kapena hedge fund akhoza kugula kapena kugulitsa chida chamalonda. Opanga misika amatha kugwiritsa ntchito phindu lawo kuti akwaniritse zofunikira za zida zosiyanasiyana ndikupindula ndi kusinthanitsa. Koma izi sizilepheretsa kugwiritsa ntchito njira zapadera potengera kuchuluka kwa magalimoto ndi msika.
• kuthamanga kutsogolo. Monga gawo la dongosolo loterolo, zida zimagwiritsidwa ntchito pofufuza kuchuluka kwa zochitika ndikuzindikira madongosolo akuluakulu. Ma algorithm amaganizira kuti madongosolo akulu azigwira mtengo ndikupangitsa kuti malonda otsutsana awonekere mosiyana. Chifukwa cha liwiro la kusanthula deta ya msika mu dongosolo la mabuku ndi chakudya, iwo amakumana ndi kusakhazikika, kuyesera kuposa ena omwe atenga nawo mbali, ndikuvomereza kusinthasintha pang’ono pochita maoda akulu kwambiri.
• Kuthetsa. Uku ndikugulitsa pogwiritsa ntchito zida zachuma, mgwirizano pakati pawo uli pafupi ndi chimodzi. Monga lamulo, zida zoterezi zimakhala ndi zopotoka zazing’ono kwambiri. Dongosololi limayang’anira kusintha kwamitengo ya zida zogwirizana ndikuchita zinthu zosagwirizana kuti mitengo ifanane. Chitsanzo: 2 mitundu yosiyanasiyana ya magawo a kampani imodzi imatengedwa, yomwe imasintha mogwirizana ndi 100% yogwirizana. Kapena kutenga magawo omwewo, koma m’misika yosiyana. Pakusinthana kumodzi, imadzuka / kugwa pang’ono pang’ono kuposa imzake. “Mutagwira” mphindi ino pa 1, mutha kutsegula malonda pa 2nd.
• Malonda osasinthika. Uwu ndi mtundu wovuta kwambiri wamalonda, kutengera kugula mitundu yosiyanasiyana ya zosankha ndikuyembekezera kuwonjezeka kwa kusakhazikika kwa chida china. Kugulitsa kwa algorithmic uku kumafuna mphamvu zambiri zamakompyuta komanso gulu la akatswiri. Apa, malingaliro abwino amasanthula zida zosiyanasiyana, kulosera za omwe angawonjezere kusakhazikika. Amayika njira zawo zowunikira ma robot, ndipo amagula zosankha pazida izi panthawi yoyenera.

Zowopsa za malonda a algorithmic

Chikoka cha malonda a algorithmic chawonjezeka kwambiri posachedwapa. Mwachibadwa, njira zatsopano zamalonda zimakhala ndi zoopsa zina zomwe sizinkayembekezeredwa kale. Zochita za HFT makamaka zimabwera ndi zoopsa zomwe ziyenera kuganiziridwa.
Zowopsa kwambiri mukamagwira ntchito ndi ma aligorivimu:

• Kusintha mitengo. Ma algorithms amatha kukhazikitsidwa kuti akhudze zida zapayekha. Zotsatira zake pano zingakhale zoopsa kwambiri. Mu 2013, pa tsiku la 1 la malonda pa msika wa BATS wapadziko lonse, panali kuchepa kwenikweni kwa mtengo wa chitetezo cha kampaniyo. M’masekondi 10 okha, mtengo watsika kuchoka pa $15 kufika pa masenti angapo chabe. Chifukwa chake chinali ntchito ya robot, yomwe idakonzedwa mwadala kuti ichepetse mitengo yamagulu. Ndondomekoyi ikhoza kusocheretsa anthu ena ndikusokoneza kwambiri zinthu pakusinthana.
• Kutuluka kwa ndalama zogwirira ntchito. Ngati pali zovuta pamsika, omwe akugwiritsa ntchito maloboti amayimitsa malonda. Popeza kuti malamulo ambiri amachokera kwa alangizi odzipangira okha, pali kutuluka kwapadziko lonse, komwe kumabweretsa nthawi yomweyo mawu onse. Zotsatira za kusinthanitsa koteroko “kugwedezeka” kungakhale koopsa kwambiri. Kuphatikiza apo, kutuluka kwa ndalama zamadzimadzi kumabweretsa mantha ambiri omwe akulitsa zovuta.
• Kusakhazikika kwakwera kwambiri. Nthawi zina pamakhala kusinthasintha kosafunikira pamtengo wamtengo wapatali m’misika yonse yapadziko lonse lapansi. Kungakhale kukwera kwakukulu kwa mitengo kapena kugwa koopsa. Izi zimatchedwa kulephera mwadzidzidzi. Nthawi zambiri chifukwa cha kusinthasintha ndi khalidwe la maloboti othamanga kwambiri, chifukwa gawo lawo la chiwerengero cha anthu omwe akugwira nawo msika ndi lalikulu kwambiri.
• Kuchulukitsa ndalama. Alangizi ambiri amakina amafunika kuwongolera luso lawo nthawi zonse. Chotsatira chake, ndondomeko ya msonkho ikusintha, zomwe, ndithudi, sizopindulitsa kwa amalonda.
• chiopsezo cha ntchito. Maoda ambiri omwe amabwera nthawi imodzi amatha kudzaza ma seva amphamvu kwambiri. Choncho, nthawi zina pa nthawi yochuluka ya malonda ogwira ntchito, dongosololi limasiya kugwira ntchito, ndalama zonse zoyendetsera ndalama zimayimitsidwa, ndipo otenga nawo mbali amawononga kwambiri.
• Mlingo wolosera zamsika ukuchepa. Maloboti amakhudza kwambiri mitengo yamalonda. Chifukwa cha izi, kulondola kwazomwe zaneneratu kumachepetsedwa ndipo maziko a kusanthula koyambira akuwonongeka. Komanso othandizira magalimoto amalanda amalonda achikhalidwe mitengo yabwino.

Maloboti pang’onopang’ono akunyoza anthu omwe akutenga nawo mbali pamsika ndipo izi zimabweretsa kukana kwathunthu ntchito zamanja m’tsogolomu. Mkhalidwewu udzalimbitsa malo a dongosolo la ma aligorivimu, zomwe zingayambitse kuwonjezeka kwa zoopsa zomwe zimagwirizana nawo.

Algorithmic Forex Kugulitsa

Kukula kwa malonda a algorithmic kuwombola kwakunja kumachitika makamaka chifukwa chodzipangira tokha komanso kuchepetsedwa kwa nthawi yopangira ndalama zakunja pogwiritsa ntchito njira zamapulogalamu. Izi zimachepetsanso ndalama zogwirira ntchito. Ndalama Zakunja makamaka amagwiritsa maloboti zochokera njira kusanthula luso. Ndipo popeza malo omwe amapezeka kwambiri ndi nsanja ya MetaTrader, chinenero cha mapulogalamu a MQL choperekedwa ndi opanga nsanja chakhala njira yodziwika kwambiri yolembera ma robot.

Quantitative Trading

Malonda ochulukirachulukira ndi njira yoyendetsera malonda, cholinga chake ndi kupanga chitsanzo chomwe chimalongosola kayendetsedwe kazinthu zosiyanasiyana zachuma ndikukulolani kuti mupange maulosi olondola. Amalonda ochuluka, omwe amadziwikanso kuti ochita malonda a quantum, nthawi zambiri amaphunzitsidwa kwambiri m’munda wawo: azachuma, masamu, olemba mapulogalamu. Kuti mukhale ochita malonda a quantum, muyenera kudziwa zoyambira masamu ndi zachuma.

High frequency algorithmic trading/HFT malonda

Uwu ndiye mtundu wofala kwambiri wamalonda wamagetsi. Mbali ya njirayi ndi yakuti zochitika zimatha kuchitidwa mofulumira kwambiri mu zida zosiyanasiyana, momwe kuzungulira kwa kupanga / kutseka malo kumatsirizidwa mkati mwa sekondi imodzi.

Kuchita kwa HFT kumagwiritsa ntchito mwayi waukulu wamakompyuta kuposa anthu – liwiro lalikulu.

Amakhulupirira kuti mlembi wa lingaliroli ndi Stephen Sonson, yemwe, pamodzi ndi D. Whitcomb ndi D. Hawks, adapanga chipangizo choyamba cha malonda padziko lonse mu 1989 (Automatic Trading Desk). Ngakhale kuti chitukuko chokhazikika cha teknoloji chinayamba mu 1998, pamene kugwiritsa ntchito zipangizo zamagetsi pamagulu a ku America kunavomerezedwa.

Mfundo zoyambirira za malonda a HFT

Malonda awa amatengera anamgumi otsatirawa:

• kugwiritsa ntchito makina apamwamba kwambiri amasunga nthawi yoperekera maudindo pamlingo wa 1-3 milliseconds;
• phindu kuchokera ku kusintha kwakung’ono kwamitengo ndi malire;
• kuchita malonda othamanga kwambiri komanso phindu pamlingo wotsika kwambiri, womwe nthawi zina umakhala wosakwana senti (kuthekera kwa HFT kumakhala kokulirapo kuposa njira zachikhalidwe);
• kugwiritsa ntchito mitundu yonse ya zochitika za arbitrage;
• malonda amapangidwa mosamalitsa pa tsiku la malonda, kuchuluka kwa zochitika za gawo lililonse kumatha kufika makumi masauzande.

Njira Zogulitsa Zapamwamba

Apa mutha kugwiritsa ntchito njira iliyonse yotsatsa ya algorithmic, koma nthawi yomweyo kugulitsa pa liwiro lomwe anthu sangathe kufikako. Nazi zitsanzo za njira za HFT:

• Kuzindikiritsa maiwe okhala ndi madzi ambiri. Ukadaulowu umapangidwa ndi cholinga chozindikira zobisika (“zakuda”) kapena maoda ochulukirapo potsegula ma mayeso ang’onoang’ono. Cholinga ndikulimbana ndi kayendetsedwe kamphamvu kopangidwa ndi maiwe a voliyumu.
• Kupanga msika wamagetsi. Pakuchulukirachulukira kwachuma pamsika, phindu limapezeka kudzera mu malonda mkati mwa kufalikira. Kawirikawiri, pochita malonda pa malonda a malonda, kufalikira kudzakula. Ngati wopanga msika alibe makasitomala omwe angathe kusunga ndalamazo, ndiye kuti amalonda othamanga kwambiri ayenera kugwiritsa ntchito ndalama zawo kuti apeze ndalama ndi zofuna za chidacho. Kusinthana ndi ma ECN kudzapereka kuchotsera pa ndalama zogwirira ntchito ngati mphotho.
• Kutsogolo. Dzinali limatanthawuza “kuthamanga patsogolo.” Njirayi idatengera kuwunika kwa maoda apano ndi kugulitsa, ndalama zazachuma komanso chiwongola dzanja chotseguka. Chofunikira cha njirayi ndikuzindikira maoda akulu ndikuyika anu ang’onoang’ono pamtengo wokwera pang’ono. Lamuloli litaperekedwa, ndondomekoyi imagwiritsa ntchito mwayi waukulu wa kusinthasintha kwamitengo kuzungulira dongosolo lina lalikulu kuti akhazikitse dongosolo lina lapamwamba.
• Kuchedwetsa Kuthetsa. Njirayi imagwiritsa ntchito mwayi wopeza deta yosinthana chifukwa cha kuyandikira kwa ma seva kapena kupeza maulumikizidwe achindunji okwera mtengo kumasamba akulu. Nthawi zambiri amagwiritsidwa ntchito ndi amalonda omwe amadalira olamulira ndalama.
• Zowerengera arbitrage. Njira iyi yogulitsira maulendo apamwamba kwambiri imachokera pa kuzindikira kugwirizana kwa zida zosiyanasiyana pakati pa nsanja kapena mitundu yofananira ya katundu (zamtsogolo zamagulu a ndalama ndi anzawo omwe ali nawo, zotumphukira ndi masheya). Zochita zoterezi nthawi zambiri zimachitika ndi mabanki apadera, ndalama zogulira ndalama ndi ogulitsa ena omwe ali ndi chilolezo.

Ntchito zapamwamba kwambiri zimachitidwa m’mabuku ang’onoang’ono, omwe amalipidwa ndi chiwerengero chachikulu cha zochitika. Pankhaniyi, phindu ndi kutayika zimakonzedwa nthawi yomweyo.

Chidule cha mapulogalamu a algorithmic traders

Pali gawo laling’ono la mapulogalamu omwe amagwiritsidwa ntchito pochita malonda a algorithmic ndi mapulogalamu a loboti:

• TSlab. Pulogalamu ya C # yopangidwa ndi Russia. Imagwirizana ndi ma forex ambiri komanso ogulitsa masheya. Chifukwa cha chithunzi chapadera cha block, ili ndi mawonekedwe osavuta komanso osavuta kuphunzira. Mutha kugwiritsa ntchito pulogalamuyi kwaulere kuyesa ndikuwongolera dongosolo, koma pazochita zenizeni muyenera kugula zolembetsa.
• WealthLab. Pulogalamu yomwe imagwiritsidwa ntchito popanga ma algorithms mu C #. Ndi iyo, mutha kugwiritsa ntchito laibulale ya Wealth Script kuti mulembe pulogalamu yamalonda ya algorithmic, yomwe imathandizira kwambiri ma coding. Mukhozanso kulumikiza zolemba zochokera kuzinthu zosiyanasiyana ku pulogalamuyi. Kuphatikiza pa kubwezera kumbuyo, zochitika zenizeni zimathanso kuchitika pamsika wandalama.
• r studio. Pulogalamu yapamwamba kwambiri yamachulukidwe (osayenera kwa oyamba kumene). Pulogalamuyi imaphatikizanso zilankhulo zingapo, imodzi mwazomwe zimagwiritsa ntchito chilankhulo chapadera cha R pazambiri komanso nthawi. Ma algorithms ndi ma interfaces amapangidwa pano, kuyesa ndi kukhathamiritsa kumachitika, ziwerengero ndi zina zambiri zitha kupezeka. R Studio ndi yaulere, koma ndiyabwino kwambiri. Pulogalamuyi imagwiritsa ntchito malaibulale osiyanasiyana omangidwa, oyesa, mitundu, ndi zina.

Njira zopangira malonda a algorithmic

Kugulitsa kwa Algo kuli ndi njira zotsatirazi:

• TWAP. Algorithm iyi imatsegula nthawi zonse maoda pamtengo wabwino kwambiri kapena mtengo wotsatsa.
• kuphedwa njira.  Ma aligorivimu amafunikira kugula kwakukulu kwa katundu pamitengo yolemera, yomwe nthawi zambiri imagwiritsidwa ntchito ndi omwe akutenga nawo mbali ambiri (hedge funds ndi ma broker).
• VWAP. Ma aligorivimu amagwiritsidwa ntchito kutsegula malo mu gawo lofanana la voliyumu yomwe wapatsidwa mkati mwa nthawi inayake, ndipo mtengo suyenera kukhala wapamwamba kuposa mtengo wapakati wolemedwa pakukhazikitsa.
• migodi deta. Ndikufufuza njira zatsopano zama algorithms atsopano. Mayeso asanayambe, oposa 75% a masiku opanga anali kusonkhanitsa deta. Zotsatira zofufuzira zimangodalira njira zamaluso komanso zatsatanetsatane. Kusaka komweko kumakonzedwa pamanja pogwiritsa ntchito ma aligorivimu osiyanasiyana.
• madzi oundana. Amagwiritsidwa ntchito poyika madongosolo, chiwerengero chonsecho sichidutsa chiwerengero chomwe chatchulidwa mu magawo. Pazosinthana zambiri, algorithm iyi imapangidwira pachimake cha dongosolo, ndipo imakulolani kufotokoza voliyumu mumagawo a dongosolo.
• njira zongopeka. Ichi ndi chitsanzo chokhazikika kwa amalonda apadera omwe amafuna kupeza mtengo wabwino kwambiri wa malonda ndi cholinga chopeza phindu lotsatira.

Maphunziro ndi mabuku pa malonda a algorithmic

Simungapeze chidziwitso chamtunduwu m’magulu asukulu. Ili ndi dera lopapatiza komanso lachindunji. Ndizovuta kusankha maphunziro odalirika pano, koma ngati tipanga zambiri, ndiye kuti chidziwitso chotsatirachi chikufunika kuti tichite nawo malonda a algorithmic:

• masamu komanso zitsanzo zachuma;
• zilankhulo zamapulogalamu – Python, С++, MQL4 (za Forex);
• zambiri zamakontrakitala pakusinthana ndi mawonekedwe a zida (zosankha, zam’tsogolo, ndi zina).

Njira iyi iyenera kuphunzitsidwa bwino nokha. Powerenga mabuku ophunzirira pamutuwu, mutha kulingalira mabuku:

• “Quantum Trading” ndi “Algorithmic Trading” – Ernest Chen;
• “Kugulitsa kwa algorithmic ndi mwayi wolowera kusinthanitsa” – Barry Johnsen;
• “Njira ndi ma algorithms a masamu azachuma” – Lyu Yu-Dau;
• “Mkati mwa bokosi lakuda” – Rishi K. Narang;
• “Malonda ndi Kusinthanitsa: mawonekedwe ang’onoang’ono pamsika wa akatswiri” – Larry Harris.

Njira yabwino kwambiri yoyambira maphunzirowa ndikuphunzira zoyambira pakugulitsa masheya ndi kusanthula kwaukadaulo, kenako ndikugula mabuku okhudza malonda a algorithmic. Tiyeneranso kudziwa kuti zolemba zambiri zamaluso zimapezeka mu Chingerezi.

Kuphatikiza pa mabuku omwe ali ndi tsankho, zidzakhalanso zothandiza kuwerenga mabuku aliwonse osinthanitsa.

Nthano zodziwika bwino za malonda a algorithmic

Ambiri amakhulupirira kuti kugwiritsa ntchito malonda a robot kungakhale kopindulitsa ndipo amalonda sayenera kuchita kalikonse. Inde sichoncho. Nthawi zonse ndikofunikira kuyang’anira loboti, kuwongolera ndikuwongolera kuti zolakwika ndi zolephera zisachitike. Anthu ena amaganiza kuti maloboti sangapange ndalama. Awa ndi anthu omwe, mwina, adakumanapo ndi maloboti otsika omwe amagulitsidwa ndi achinyengo kuti agulitse ndalama zakunja. Pali maloboti apamwamba mu malonda a ndalama omwe amatha kupanga ndalama. Koma palibe amene adzawagulitsa, chifukwa amabweretsa kale ndalama zabwino. Kugulitsa pamsika wamasheya kuli ndi mwayi waukulu wopeza. Kugulitsa kwa algorithmic ndikopambana kwenikweni pakuyika ndalama. Maloboti akutenga pafupifupi ntchito ya tsiku ndi tsiku yomwe inkatenga nthawi yambiri.