Chuma chamakono sichingaganizidwe popanda kusinthanitsa ndi msika wogulitsa. Kugulitsa pamasambawa kumatchedwa
malonda . Amalonda amagwiritsa ntchito mwachangu mwayi waukadaulo wamakompyuta kuti atsogolere bizinesi yawo. Kugulitsa pogwiritsa ntchito masamu ndiukadaulo wamakompyuta kumatchedwa algorithmic trading. Nkhaniyi ikukamba za mtundu uwu wa malonda m’misika yachuma, mitundu yake, njira zomwe zimagwiritsidwa ntchito, ubwino ndi zovuta, mapulogalamu omwe amagwiritsidwa ntchito.
- Kodi malonda a algorithmic (algorithmic malonda) ndi chiyani
- Kodi tanthauzo la malonda a algorithmic ndi chiyani?
- Ndi mitundu yanji ya malonda a algorithmic omwe alipo?
- Ndi liti komanso momwe malonda a algorithmic adawonekera, monga chodabwitsa
- Kodi malonda a algorithmic amasiyana bwanji ndi malonda a algorithmic?
- Ndi mapulogalamu ati omwe ali oyenera kuchita malonda a algorithmic?
- Kodi muyenera kukumbukira chiyani musanachite malonda a algorithmic?
- TSLab ndi imodzi mwamapulogalamu odziwika kwambiri oyendetsa ma algorithmbots.
- Kuyika
- Maphunziro a algorithmic malonda ku TSLab
- Kukonzekera kwa ogulitsa
- Kupanga script
- stocksharp
- WealthLab
- Ndi njira ziti zomwe zimagwiritsidwa ntchito pochita malonda a algorithmic?
- Momwe mungapewere kutayika mukamachita malonda a algorithmic, kuyang’anira zoopsa
- Kugulitsa kwa Algo: zabwino ndi zoyipa
Kodi malonda a algorithmic (algorithmic malonda) ndi chiyani
Mawu oti “algorithmic trading” kapena “algorithmic trading” ali ndi matanthauzo awiri. Pachiyambi choyamba, mawuwa amatanthauza njira yochitira dongosolo lalikulu pamsika, malinga ndi zomwe zimatsegulidwa pang’onopang’ono malinga ndi malamulo ena ndipo zimagawidwa m’magulu angapo, omwe ali ndi mtengo wawo ndi voliyumu. Dongosolo lililonse limatumizidwa kumsika kuti lichitidwe. Cholinga cha teknoloji ndikupangitsa kuti zikhale zosavuta kwa amalonda kupanga malonda akuluakulu omwe akuyenera kuchitidwa m’njira yosadziwika bwino. Mwachitsanzo, muyenera kugula magawo 200,000, ndipo malo aliwonse amakhala ndi magawo 4 pa nthawi.
trade robot “. Kugulitsa kwa algorithmic ndi malonda a algorithmic amagwiritsidwa ntchito pakusinthana, kuphatikiza kusinthana kwa ndalama za crypto, ndi Forex.
Kodi tanthauzo la malonda a algorithmic ndi chiyani?
Kugulitsa kwa Algo kumaphatikizapo kusonkhanitsa deta pazinthu zinazake kutengera mbiri yachitukuko chake, kusankha ma aligorivimu pazochita ndi maloboti oyenera ogulitsa. Kuti mudziwe mtengo, chiphunzitso cha kuthekera chimagwiritsidwa ntchito, zofooka za msika ndi mwayi wobwerezabwereza m’tsogolomu zimatsimikiziridwa. Pali mitundu itatu ya kusankha. Ndi njira yamanja, katswiri amagwiritsa ntchito masamu masamu ndi zitsanzo zakuthupi. Njira ya chibadwa imaphatikizapo kupanga malamulo ndi makompyuta ndi luntha lochita kupanga. Automatic imapangidwa ndi pulogalamu yapadera yapakompyuta yomwe imasunga malamulo angapo ndikuyesa.
Ndi mitundu yanji ya malonda a algorithmic omwe alipo?
Kugulitsa kwa algorithmic kumachitika m’malo angapo:
- Kusanthula kwaukadaulo . Kugwiritsa ntchito kusakwanira kwa msika ndikuzindikira zomwe zikuchitika masiku ano kudzera mu masamu akale komanso kusanthula kwakuthupi.
- Kupanga msika . Njirayi imasunga ndalama zamsika. Opanga misika amalipidwa ndi kusinthanitsa pokwaniritsa zofuna, kuphatikizapo phindu. Njirayi imachokera ku ma accounting komanso kuthamanga kwa chidziwitso kuchokera kumisika.
- Kuthamanga kutsogolo . Kusanthula kuchuluka kwa madongosolo ndi chida ndikusankha chachikulu kwambiri mwa iwo. Njirayi imachokera pa mfundo yakuti dongosolo lalikulu lidzakhala ndi mtengo waukulu ndipo lidzakopa maulamuliro ambiri. Ma aligorivimu amasanthula matepi ndi kuyitanitsa deta ya bukhu ndikuyesera kukonza mayendedwe pazochitika zazikulu mwachangu kuposa otenga nawo mbali.
- Kugulitsa Pawiri ndi Basket . Zida ziwiri kapena zingapo zimalumikizidwa ndi kulumikizana kwakukulu, koma osati kumodzi ndi kumodzi. Kupatuka kwa chida chimodzi kuchokera ku maphunziro operekedwa kumatanthauza kuti ndizotheka kubwereranso ku gulu lake. Kuzindikira kugwirizanitsa kumathandiza kupanga malonda opindulitsa.
- Kuthetsa . Njirayi imachokera ku kuyerekeza katundu ndi mphamvu zofanana zamtengo wapatali. Kufanana kumeneku nthawi zina kumaphwanyidwa chifukwa cha zinthu zosiyanasiyana. Chofunika kwambiri cha arbitrage ndikugulitsa katundu wamtengo wapatali komanso kugula mtengo wotsika mtengo. Zotsatira zake, katunduyo adzafanana ndi mtengo, ndipo mtengo wotsika mtengo udzawonjezeka mtengo. Machitidwe amalonda a algorithmic amazindikira kusintha kwamitengo pamsika ndikupanga ma arbitrage opindulitsa. [id id mawu = “attach_12595” align = “aligncenter” wide = “650”]
- Malonda osasinthika . Mtundu wovuta wamalonda, womwe umaphatikizapo kugula zosankha zosiyanasiyana. Wogulitsa amayembekeza kuti kusinthasintha kwa katundu kuwonjezereka pamene akugulitsa ndi kuchepa pogula. Malonda amtunduwu amafunikira zida zofunikira komanso akatswiri oyenerera.
Njira zogwirira ntchito pakugulitsa ma algorithmic, chowonadi chonse chokhudza malonda a maloboti: https://youtu.be/eg3s0c_X_ao
Ndi liti komanso momwe malonda a algorithmic adawonekera, monga chodabwitsa
Malonda a algorithmic adapangidwa koyambirira kwa 1970s ndikupanga NASDAQ, kusinthanitsa koyamba kugwiritsa ntchito malonda apakompyuta. M’masiku amenewo, malonda algorithmic anali kupezeka kwa osunga ndalama akuluakulu, anthu wamba analibe mwayi wopeza ukadaulo wotere. Makompyuta sanali angwiro panthawiyo, ndipo mu 1987 panali cholakwika cha hardware chomwe chinayambitsa kugwa kwa msika wa America. Mu 1998, SEC – US Securities Commission idalola mwalamulo kugwiritsa ntchito nsanja zamagetsi zamagetsi. Chaka chino chiyenera kuganiziridwa kuti ndi tsiku la maonekedwe a malonda a algorithmic mu mawonekedwe ake amakono. [id id mawu = “attach_12604” align = “aligncenter” wide = “663”]
maloboti ochita malonda adachita 60% yazogulitsa. Pambuyo pa 2012, zinthu zasintha. Kusayembekezereka kwa msika kudapangitsa kulephera kwa mapulogalamu omwe analipo panthawiyo. Maperesenti a malonda omwe amachitidwa okha achepetsedwa kufika pa 50% ya chiwerengero chonse. Pofuna kupewa zolakwika, chitukuko ndi kukhazikitsidwa kwa nzeru zopangapanga zayamba.
Kodi malonda a algorithmic amasiyana bwanji ndi malonda a algorithmic?
Ngakhale kuti malingalirowa akufanana, munthu ayenera kusiyanitsa pakati pa malingaliro a “algorithmic malonda” ndi “algorithmic malonda”. Pachiyambi choyamba, njira yochitira dongosolo lalikulu mwa kuligawa m’zigawo zina ndikuzipereka motsatira malamulo ena, ndipo kachiwiri, amalankhula za dongosolo lodzipangira lomwe limapanga malamulo popanda wochita malonda malinga ndi zina. algorithm. Ma algorithms mu malonda a algorithmic amagwiritsidwa ntchito kufewetsa kuchitidwa kwa malonda akulu ndi amalonda. Mu malonda a algorithmic, amagwiritsidwa ntchito kusanthula msika ndikutsegula malo kuti awonjezere ndalama.
Ndi mapulogalamu ati omwe ali oyenera kuchita malonda a algorithmic?
Popeza malonda a algorithmic amaphatikiza kugwiritsa ntchito ukadaulo wamakompyuta, muyenera kusankha pulogalamu yoyenera. Maloboti ochita malonda ndiye chida chachikulu chochitira malonda aatomatiki. Mutha kupanga nokha pogwiritsa
ntchito zilankhulo zamapulogalamu , kapena gwiritsani ntchito nsanja kuti mupange.
Kodi muyenera kukumbukira chiyani musanachite malonda a algorithmic?
Choyamba, ndiyenera kunena kuti wochita malonda a algo ayenera kukhala ndi pulogalamu, chifukwa nsanja zambiri zimatha kudziwa bwino lusoli. Chilankhulo chokonzekera chomwe chimagwiritsidwa ntchito pochita malonda a algorithmic chiyenera kukhala chogwirizana ndi nsanja zonse ndi ma aligorivimu akupangidwa. Chilankhulo choyenera kwambiri chopangira mapulogalamu ndi C # (C-charp). Imagwiritsidwa ntchito pamapulatifomu monga TSLab, StockSharp, WealthLab. Popanda kudziwa chilankhulo cha mapulogalamu, mapulogalamu awiri omaliza amayenera kuphunzitsidwa kwa miyezi ingapo. [id id mawu = “attach_12606” align = “aligncenter” wide = “558”]
TSLab ndi imodzi mwamapulogalamu odziwika kwambiri oyendetsa ma algorithmbots.
Pulatifomu yopangira, kuyesa ndikuyambitsa
maloboti ndi machitidwe. Mulinso mkonzi wowoneka bwino wa ma cubes, omwe amakupatsani mwayi wopanga loboti osadziwa chilankhulo chokonzekera. Mutha kusonkhanitsa ma algorithm omwe mukufuna kuchokera ku ma cubes. Mbiri ya zida zogulitsa zomwe zasonkhanitsidwa ndi pulogalamuyi zimakupatsani mwayi wopeza ndikuwongolera zolakwika m’malemba, pomwe zida zowunikira luso zidzakuthandizani kupanga yankho lapadera.
Kuyika
Kuti muyike nsanja, muyenera kutsitsa okhazikitsa kuchokera patsamba lovomerezeka. Tsamba lotsitsa likunena kuti pulogalamuyi imagwira ntchito pamitundu ya 64-bit ya Windows. Mukatsitsa, tsegulani fayilo yoyika. Musanayike, zidzakupangitsani kukhazikitsa zatsopano za .NET Framework ndi Visual C ++ Redistributable Studio.
Maphunziro a algorithmic malonda ku TSLab
Kukonzekera kwa ogulitsa
Kuti mukhazikitse ndikuyesa loboti yogulitsa, muyenera kukhala ndi mbiri yamawu. Kuti mupeze mbiri ya zolemba, muyenera kukhazikitsa wopereka deta. Mu “Data” menyu, kusankha “Suppliers” katundu.
Kupanga script
Pulatifomu ya TSLab imakupatsani mwayi wopanga ma algorithms ogulitsa, kuyesa ndikupanga maloboti ogulitsa – othandizira. Koma musanapange algorithm yamalonda, muyenera kulemba script. Kuti muchite izi, sankhani “Lab” mu menyu. Sankhani “Scripts” kuchokera pamndandanda wotsikira pansi.
stocksharp
Stocksharp ndi laibulale yamaloboti ogulitsa olembedwa mu C #. Maloboti ogulitsa amapangidwa m’malo opangira mapulogalamu a Visual Studio. Choncho, musanalembe loboti pogwiritsa ntchito chida ichi, muyenera kuthera miyezi isanu ndi umodzi kuphunzira chinenero mapulogalamu. Sikuti aliyense angathe kumaliza phunzirolo mpaka kumapeto. Komabe, kugwiritsa ntchito nsanjayi kuli koyenera pochita.
WealthLab
WealthLab ndi nsanja ina yoyesera ndikupanga maloboti ogulitsa ndi machitidwe kuchokera ku Fidelity. Pali mitundu iwiri ya pulogalamuyi: Pro ya nzika zaku US zomwe zili ndi akaunti ya Fidelity, ndi Madivelopa a wina aliyense. WealthLab imakupatsani mwayi wogwiritsa ntchito zida zowunikira pakupanga maloboti, kulandira ma siginecha kuti mulowe ndikutseka mgwirizano ndikusamutsira ku terminal. Ngati wogulitsa sakudziwa momwe angapangire, angagwiritse ntchito wothandizira (wizard). Pulatifomuyi idakhazikitsidwa ndi zilankhulo za C # ndi Pascal. Pulatifomu imajambula ma chart ngati magawo, zoyikapo nyali zaku Japan, ma chart amizere, ndi zina zambiri.
Ndi njira ziti zomwe zimagwiritsidwa ntchito pochita malonda a algorithmic?
Pochita malonda pogwiritsa ntchito ma aligorivimu kuti mubweretse zotsatira zowoneka, muyenera kumamatira ku njira yopangidwira zochitika zinazake.
- Njira Zongoyerekeza . Cholinga chake ndi kukwaniritsa mtengo wabwino kwambiri wolowera mumalonda kuti mupeze phindu lotsatira. Amagwiritsidwa ntchito makamaka ndi amalonda apadera.
- migodi ya data . Kupeza njira zatsopano zama algorithms atsopano. Zambiri zimasonkhanitsidwa panjira iyi isanayesedwe. Zambiri zimafufuzidwa ndi zokonda pamanja.
- TWAP ndiye mtengo wapakati wolemedwa ndi nthawi. Kutsegula maoda munthawi yofanana pamtengo wabwino kwambiri komanso mitengo yopereka.
- VWAP – mtengo wapakati wolemedwa ndi voliyumu. Kutsegula malo mu magawo ofanana ndi voliyumu yomweyo kwa nthawi inayake ndi mitengo osati apamwamba kuposa pafupifupi mtengo.
- Njira yophera . Njira yomwe imagwiritsidwa ntchito kuti mupeze chuma pamtengo wolemera kwambiri. Amagwiritsidwa ntchito makamaka ndi ma broker ndi hedge funds.
[id id mawu = “attach_12599” align = “aligncenter” wide = “768”]
Momwe mungapewere kutayika mukamachita malonda a algorithmic, kuyang’anira zoopsa
Ndi kulakwitsa kwakukulu kukhulupirira kuti wochita malonda algorithmic amangofunika kupanga loboti yogulitsa. Zowopsa zonse ziyenera kupewedwa ndikuchotsedwa. Kusokoneza magetsi, kulumikizidwa kwa intaneti ndi zolakwika pakuwerengera ndi kukonza mapulogalamu kumatha kubweretsa kutayika kwakukulu ndikukulepheretsani kupeza ndalama. [id id mawu = “attach_12559” align = “aligncenter” wide = “938”]
Kuti athetse zolakwikazi, m’pofunika kuyang’anitsitsa ndi kusanthula malamulo ndi malire a njira zogulitsa malonda kuti athetse zolakwika zolakwika.
Pakachitika ngozi, ndikofunikira kudziwitsa onse omwe ali ndi chidwi pa izi kudzera pa SMS, imelo, mamesenjala apompopompo ndi njira zina zolumikizirana. Ndikofunikira kulemba kulephera kulikonse muzolemba kuti tipewe kubwereza mtsogolo. Momwe mungapangire ndalama zongokhalira kuchita malonda algorithmic: https://youtu.be/UeUANvatDdo
Kugulitsa kwa Algo: zabwino ndi zoyipa
Maloboti ogulitsa sakhala ndi zinthu “zaumunthu” zomwe zingakhudze ntchito yawo: kutopa, kusokonezeka kwamalingaliro, ndi zina. Uwu ndiye mwayi waukulu wamalonda algorithmic. Ma aligorivimu amatsata pulogalamu yodziwika bwino ndipo samapatukako. Kugulitsa kwa Algo kuli ndi zovuta zingapo. Izi zikuphatikizapo, makamaka, kusapezeka kwa chidziwitso cha mtundu uwu wa malonda pagulu la anthu. Wogulitsa algorithmic ayenera kukhala waluso pamapulogalamu, zomwe zimakhala zovuta kwa akatswiri azachuma ambiri. Ngati msika ukusintha, muyenera kusinthiratu algorithm. Polemba robot yogulitsa malonda, kulakwitsa kungapangidwe komwe kudzatsogolera ndondomeko yonse yolakwika, ndipo izi zidzabweretsa kutaya ndalama.