Ubucuruzi bwa Algo: ibyingenzi, ingamba zubucuruzi ningaruka

Kugeza ubu, ibikorwa byinshi byo kungurana ibitekerezo bikorwa hakoreshejwe robot zidasanzwe, aho algorithm zitandukanye. Aya mayeri yitwa ubucuruzi bwa algorithmic. Iyi ni inzira yimyaka mirongo ihinduye isoko muburyo bwinshi.

Ubucuruzi bwa algorithmic ni iki?

Uburyo nyamukuru bwo gucuruza algorithmic nubucuruzi bwa HFT. Ingingo ni ukurangiza ibikorwa ako kanya. Muyandi magambo, ubu bwoko bukoresha inyungu zabwo nyamukuru – umuvuduko. Igitekerezo cyo gucuruza algorithmic gifite ibisobanuro bibiri byingenzi:

• Ubucuruzi bwa Algo. Autosystem ishobora gucuruza idafite umucuruzi muri algorithm yahawe. Sisitemu irakenewe mukwakira inyungu itaziguye kubera auto-gusesengura isoko no gufungura imyanya. Iyi algorithm nayo yitwa “robot yubucuruzi” cyangwa “umujyanama”.
• Ubucuruzi bwa Algorithmic. Gushyira mu bikorwa ibicuruzwa binini ku isoko, iyo bihita bigabanywamo ibice hanyuma bigafungurwa buhoro buhoro hakurikijwe amategeko yagenwe. Sisitemu ikoreshwa mu koroshya imirimo y’amaboko y’abacuruzi iyo bakora ibikorwa. Kurugero, niba hari inshingano yo kugura imigabane ibihumbi 100, kandi ugomba gufungura imyanya kumigabane 1-3 icyarimwe, utarinze gukurura ibitekerezo mubitondekanya.

Tubivuze mu buryo bworoshe, ubucuruzi bwa algorithmic nuburyo bwo gukora ibikorwa bya buri munsi bikorwa nabacuruzi, bigabanya igihe gisabwa cyo gusesengura amakuru yimigabane, kubara imibare yimibare, hamwe nibikorwa byuzuye. Sisitemu kandi ikuraho uruhare rwibintu byabantu mumikorere yisoko (amarangamutima, ibitekerezwa, “intuition yumucuruzi”), rimwe na rimwe bikanga ndetse ninyungu zingamba zitanga icyizere.

Amateka yo kugaragara k’ubucuruzi bwa algorithmic

1971 ifatwa nkintangiriro yubucuruzi bwa algorithmic (yagaragaye icyarimwe hamwe na sisitemu yambere yubucuruzi bwikora NASDAQ). Mu 1998, komisiyo ishinzwe kugurizanya muri Amerika (SEC) yemereye ku mugaragaro ikoreshwa ry’ubucuruzi bwa elegitoroniki. Noneho amarushanwa nyayo yubuhanga buhanitse yatangiye. Ibihe byingenzi bikurikira mugutezimbere ubucuruzi bwa algorithmic, dukwiye kuvuga:

• Mu ntangiriro ya 2000. Ibikorwa byikora byarangiye mumasegonda make. Umugabane wamasoko ya robo ntiwari munsi ya 10%.
• mwaka wa 2009. Umuvuduko wo gutumiza ibicuruzwa wagabanutse inshuro nyinshi, ugera kuri milisegonda nyinshi. Umugabane wabafasha mubucuruzi wazamutse kugera kuri 60%.
• 2012 na nyuma yaho. Kudateganya ibyabaye ku kungurana ibitekerezo byatumye habaho umubare munini wamakosa muri algorithms ikaze ya software nyinshi. Ibi byatumye igabanuka ryubucuruzi bwikora bugera kuri 50% byuzuye. Ikoranabuhanga ryubwenge ryubuhanga ririmo gutezwa imbere kandi riratangizwa.

Uyu munsi, ubucuruzi bwihuse cyane buracyafite akamaro. Ibikorwa byinshi bisanzwe (urugero, gupima isoko) bikorwa mu buryo bwikora, bigabanya cyane umutwaro kubacuruzi. Nyamara, imashini itarashoboye gusimbuza burundu ubwenge buzima kandi bwateje imbere ubushishozi bwumuntu. Ibi ni ukuri cyane cyane iyo ihindagurika ryisoko ryimigabane ryiyongereye cyane kubera gutangaza amakuru akomeye yubukungu mpuzamahanga. Muri iki gihe, birasabwa cyane kutishingikiriza kuri robo.

Ibyiza nibibi byo gucuruza algorithmic

Ibyiza bya algorithm nibibi byose byo gucuruza intoki. Abantu bayoborwa byoroshye namarangamutima, ariko robot ntabwo. Imashini izacuruza cyane ukurikije algorithm. Niba amasezerano ashobora kubyara inyungu mugihe kizaza, robot izakuzanira. Nanone, umuntu ntaba kure yokwibanda cyane kubikorwa bye kandi burigihe aba akeneye kuruhuka. Imashini za robo ntizifite amakosa nkaya. Ariko bafite ibyabo kandi muri bo:

• kubera gukurikiza byimazeyo algorithms, robot ntishobora kumenyera ihinduka ryamasoko;
• ibintu bigoye byo gucuruza algorithmic ubwayo nibisabwa cyane kugirango witegure;
• amakosa ya algorithms yatangijwe ko robot ubwayo idashobora kumenya (ibi birumvikana ko bimaze kuba ibintu byabantu, ariko umuntu arashobora gutahura no gukosora amakosa ye, mugihe robot itarashobora kubikora).

Ntugomba gutekereza ko robot yubucuruzi aribwo buryo bwonyine bushoboka bwo kubona amafaranga mubucuruzi, kuko inyungu yubucuruzi bwikora nubucuruzi bwamaboko byahindutse hafi mumyaka 30 ishize.

Intangiriro yubucuruzi bwa algorithmic

Abacuruzi ba Algo (irindi zina – abacuruzi ba kwant) bakoresha gusa igitekerezo cyuko bishoboka ko ibiciro bigabanuka murwego rusabwa. Kubara bishingiye kubiciro byabanjirije ibiciro cyangwa ibikoresho byinshi byimari. Amategeko azahinduka hamwe nimpinduka mumyitwarire yisoko.
Abacuruzi ba Algorithmic bahora bashakisha imikorere idahwitse yisoko, imiterere yamagambo yasubiwemo mumateka, hamwe nubushobozi bwo kubara ibizasubirwamo. Kubwibyo, ishingiro ryubucuruzi bwa algorithmic ruri mumategeko yo guhitamo imyanya ifunguye hamwe nitsinda rya robo. Guhitamo birashobora:

• imfashanyigisho – irangizwa rikorwa numushakashatsi hashingiwe ku mibare n’imibare ifatika;
• byikora – bikenewe mukubarura rusange amategeko n’ibizamini muri gahunda;
• genetique – hano amategeko yateguwe na gahunda ifite ibintu byubwenge bwubuhanga.

Ibindi bitekerezo na utopiya kubyerekeye gucuruza algorithmic ni ibihimbano. Ndetse na robo ntishobora “guhanura” ejo hazaza hamwe na garanti 100%. Isoko ntirishobora gukora neza kuburyo hariho amategeko akoreshwa kuri robo igihe icyo aricyo cyose, ahantu hose. Mu masosiyete manini y’ishoramari akoresha algorithms (urugero, Ikoranabuhanga rya Renessaince, Citadel, Virtu), hariho amatsinda amagana (imiryango) ya robo yubucuruzi ikubiyemo ibikoresho ibihumbi. Ubu buryo, aribwo buryo butandukanye bwa algorithms, bubazanira inyungu za buri munsi.

Ubwoko bwa Algorithms

Algorithm ni urutonde rwamabwiriza asobanutse yagenewe gukora umurimo wihariye. Ku isoko ryimari, algorithms yukoresha ikorwa na mudasobwa. Kugirango ushireho amategeko, amakuru kubiciro, ingano nigihe cyo gukora ibikorwa bizaza bizakoreshwa. Algo gucuruza mumigabane nisoko ryifaranga bigabanijwe muburyo bune bwingenzi:

• Ibarurishamibare. Ubu buryo bushingiye ku isesengura mibare ukoresheje ibihe byamateka kugirango umenye amahirwe yubucuruzi.
• Imodoka. Intego yiyi ngamba ni ugushiraho amategeko yemerera abitabiriye isoko kugabanya ingaruka zubucuruzi.
• Nyobozi. Ubu buryo bwakozwe kugirango bukore imirimo yihariye ijyanye no gufungura no gufunga ibicuruzwa byubucuruzi.
• Ugororotse. Iri koranabuhanga rigamije kubona umuvuduko ntarengwa wo kugera ku isoko no kugabanya igiciro cyo kwinjira no guhuza abacuruzi ba algorithmic ku isoko ry’ubucuruzi.

Ubucuruzi bwihuse bwa algorithmic burashobora gutandukanywa nkigice cyihariye cyo gucuruza imashini. Ikintu nyamukuru kiranga iki cyiciro ni inshuro nyinshi zo gutumiza ibintu: ibikorwa byarangiye muri milisegonda. Ubu buryo bushobora gutanga inyungu nyinshi, ariko kandi butwara ingaruka zimwe.

Ubucuruzi bwikora: Robo n’abajyanama b’inzobere

Mu 1997, umusesenguzi Tushar Chand mu gitabo cye “Hejuru ya Tekiniki Yisesengura” (mbere yiswe “Hejuru ya Tekinike Isesengura”) yasobanuye bwa mbere uburyo bwo gucuruza imashini (MTS). Sisitemu yitwa robot yubucuruzi cyangwa umujyanama mubikorwa byo kuvunja amafaranga. Izi ni module ya software ikurikirana isoko, itanga ibicuruzwa byubucuruzi kandi igenzura ishyirwa mubikorwa ryayo mabwiriza. Hariho ubwoko bubiri bwa gahunda yo gucuruza robot:

• byikora “kuva” na “kugeza” – barashobora gufata ibyemezo byigenga kubucuruzi;
• ibyo biha umucuruzi ibimenyetso byo gufungura amasezerano intoki, bo ubwabo ntibohereza ibicuruzwa.

Kubijyanye no gucuruza algorithmic, harebwa gusa ubwoko bwa 1 bwa robo cyangwa umujyanama, kandi “super task” ni ugushyira mubikorwa izo ngamba zidashoboka mugihe ucuruza intoki.

Ikigega cya Renaissance Institutiona Equlties nicyo kigega kinini cyigenga gikoresha ubucuruzi bwa algorithmic. Yafunguwe muri Amerika na Renaissance Technologies LLC, yashinzwe mu 1982 na James Harris Simons. Ikinyamakuru Financial Times cyaje kwita Simons “umuherwe ufite ubwenge kurusha abandi”.

Nigute robo yubucuruzi ikorwa?

Imashini zikoreshwa mubucuruzi bwa algorithmic kumasoko yimigabane ni porogaramu yihariye ya mudasobwa. Iterambere ryabo riratangira, mbere ya byose, hamwe no kugaragara kwa gahunda isobanutse kubikorwa byose robot izakora, harimo n’ingamba. Igikorwa gihura na programmer-umucuruzi nugukora algorithm yitaye kubumenyi bwe nibyifuzo bye. Byumvikane ko, birakenewe gusobanukirwa neza hakiri kare ibintu byose bya sisitemu itangiza ibikorwa. Kubwibyo, abacuruzi bashya ntibasabwa gukora TC algorithm yonyine. Kugirango ushyire mubikorwa tekinike yubucuruzi bwa robo, ugomba kumenya byibuze ururimi rumwe rwo gutangiza. Koresha mql4, Python, C #, C ++, Java, R, MathLab kugirango wandike gahunda.
Ubushobozi bwa porogaramu butanga abacuruzi ibyiza byinshi:

• ubushobozi bwo gukora base base;
• sisitemu yo gutangiza no kugerageza;
• gusesengura ingamba zikoreshwa cyane;
• gukosora vuba.

Hano haribintu byinshi byingirakamaro bifungura amasomero n’imishinga kuri buri rurimi. Imwe mu mishinga minini yubucuruzi ya algorithmic ni QuantLib, yubatswe muri C ++. Niba ukeneye guhuza byimazeyo na Currenex, LMAX, Integral, cyangwa abandi batanga ibicuruzwa kugirango ukoreshe algorithms yumurongo mwinshi, ugomba kuba uzi kwandika APIs ihuza Java. Mugihe habuze ubuhanga bwo gutangiza gahunda, birashoboka gukoresha progaramu idasanzwe yubucuruzi ya algorithmic kugirango habeho sisitemu yubucuruzi yoroshye. Ingero zurubuga nkurwo:

• TSLab;
• ibizunguruka;
• Metatrader;
• S # .Studio;
• ibice byinshi;
• ubucuruzi.

Ubucuruzi bwa Algorithmic ku isoko ryimigabane

Isoko ryimigabane nigihe kizaza ritanga amahirwe menshi kuri sisitemu zikoresha, ariko ubucuruzi bwa algorithmic bukunze kugaragara mumafaranga menshi kuruta mubashoramari bigenga. Hariho ubwoko bwinshi bwubucuruzi bwa algorithmic kumasoko yimigabane:

• Sisitemu ishingiye ku isesengura rya tekiniki. Byaremewe gukoresha imikorere idahwitse yisoko nibipimo byinshi kugirango umenye imigendekere, imigendekere yisoko. Akenshi iyi ngamba igamije kunguka muburyo bwo gusesengura tekiniki ya kera.
• Gucuruza hamwe nigitebo. Sisitemu ikoresha ikigereranyo cyibikoresho bibiri cyangwa byinshi (imwe murimwe ni “umuyobozi”, ni ukuvuga ko impinduka zambere ziboneka muri yo, hanyuma ibikoresho bya 2 nibizakurikiraho bikururwa) hamwe nijanisha ryinshi, ariko ntibingana na 1. Niba igikoresho gitandukiriye inzira yatanzwe, birashoboka ko azasubira mu itsinda rye. Mugukurikirana uku gutandukana, algorithm irashobora gucuruza no kunguka nyirayo.
• Kwamamaza. Izi nizindi ngamba zifite inshingano zo kubungabunga isoko. Kugirango igihe icyo aricyo cyose umucuruzi wigenga cyangwa ikigega gikingira gishobora kugura cyangwa kugurisha igikoresho cyubucuruzi. Abakora isoko barashobora no gukoresha inyungu zabo kugirango babone ibyifuzo byibikoresho bitandukanye ninyungu zivunjisha. Ariko ibi ntibibuza gukoresha ingamba zidasanzwe zishingiye kumuhanda wihuse namakuru yisoko.
• kwiruka imbere. Nkigice cya sisitemu, ibikoresho bikoreshwa mugusesengura ingano yibikorwa no kumenya ibicuruzwa binini. Algorithm izirikana ko amabwiriza manini azagumana igiciro kandi atume ubucuruzi butandukanye bugaragara muburyo bunyuranye. Bitewe n’umuvuduko wo gusesengura amakuru yisoko mugutondekanya ibitabo nibiryo, bazahura nihindagurika, bagerageze kurenza abandi bitabiriye amahugurwa, kandi bemere guhindagurika gake mugihe bakora amabwiriza manini cyane.
• Ubukemurampaka. Nibikorwa ukoresheje ibikoresho byimari, ihuriro hagati yabo ni hafi imwe. Nibisanzwe, ibikoresho nkibi bifite gutandukana guto. Sisitemu ikurikirana ihinduka ryibiciro kubikoresho bifitanye isano kandi ikora ibikorwa bya kamarampaka kugirango bingane ibiciro. Urugero: Ubwoko 2 butandukanye bwimigabane yisosiyete imwe yafashwe, ihinduka mugihe kimwe 100%. Cyangwa ufate imigabane imwe, ariko mumasoko atandukanye. Ku kungurana ibitekerezo, bizazamuka / kugwa mbere gato ugereranije nibindi. Umaze “gufata” uyu mwanya ku ya 1, urashobora gufungura amasezerano kumunsi wa 2.
• Ubucuruzi buhindagurika. Ubu ni bwo buryo bugoye cyane bwo gucuruza, bushingiye ku kugura ubwoko butandukanye bwamahitamo no gutegereza kwiyongera k’umuvuduko w’igikoresho runaka. Ubu bucuruzi bwa algorithmic busaba imbaraga nyinshi zo kubara hamwe nitsinda ryinzobere. Hano, ibitekerezo byiza bisesengura ibikoresho bitandukanye, bigatanga ubuhanuzi bwabyo muribi bishobora kongera ihindagurika. Bashyira uburyo bwabo bwo gusesengura muri robo, kandi bagura amahitamo kuri ibyo bikoresho mugihe gikwiye.

Ingaruka zo gucuruza algorithmic

Ingaruka zubucuruzi bwa algorithmic ziyongereye cyane mubihe byashize. Mubisanzwe, uburyo bushya bwubucuruzi butwara ingaruka zimwe zitari ziteganijwe mbere. Ibikorwa bya HFT cyane cyane bizana ingaruka zigomba kwitabwaho.
Akaga cyane iyo ukorana na algorithms:

• Gukoresha ibiciro. Algorithms irashobora gushyirwaho kugirango igire ingaruka ku bikoresho byihariye. Ingaruka hano zirashobora guteza akaga cyane. Muri 2013, ku munsi wa 1 w’ubucuruzi ku isoko rya BATS ku isi, habaye igabanuka nyaryo ry’agaciro k’agaciro ka sosiyete. Mu masegonda 10 gusa, igiciro cyamanutse kiva kumadorari 15 kigera kumafaranga abiri. Impamvu yari ibikorwa bya robo, yateguwe nkana kugabanya ibiciro byimigabane. Iyi politiki irashobora kuyobya abandi bitabiriye kandi igoreka cyane uko ibintu byifashe.
• Gusohoka kw’igishoro gikora. Niba hari ikibazo kibabaje ku isoko, abitabiriye gukoresha robot bahagarika ubucuruzi. Kubera ko ibyinshi mubitumiza biva mubajyanama-baterankunga, hariho isi yose isohoka, ihita imanura amagambo yose. Ingaruka zo guhanahana “swing” zirashobora kuba mbi cyane. Byongeye kandi, isohoka ryamazi ritera ubwoba bwinshi buzamura ibintu bitoroshye.
• Ihindagurika ryazamutse cyane. Rimwe na rimwe, hari ihindagurika ridakenewe mu gaciro k’umutungo ku masoko yose y’isi. Irashobora kuzamuka cyane kubiciro cyangwa kugabanuka gukabije. Iki kibazo cyitwa gutsindwa gitunguranye. Akenshi igitera ihindagurika ni imyitwarire ya robo zifite umuvuduko mwinshi, kuko umugabane wabo wumubare rusange wabitabiriye isoko ni munini cyane.
• Kongera ibiciro. Umubare munini wabajyanama mubukanishi bakeneye guhora batezimbere ubushobozi bwabo bwa tekiniki. Nkigisubizo, politiki yimisoro irahinduka, byanze bikunze, ntabwo bigirira akamaro abacuruzi.
• ibyago byo gukora. Umubare munini wibicuruzwa byinjira icyarimwe birashobora kurenza seriveri yubushobozi bunini. Kubwibyo, rimwe na rimwe mugihe cyibihe byubucuruzi bukora, sisitemu ihagarika gukora, imari shingiro yose irahagarikwa, kandi abitabiriye igihombo kinini.
• Urwego rwo guhanura isoko rugabanuka. Imashini zifite ingaruka zikomeye kubiciro byubucuruzi. Kubera iyo mpamvu, ukuri kwateganijwe kugabanuka kandi ishingiro ryisesengura ryibanze rirahungabana. Abafasha mu modoka bambura abacuruzi gakondo ibiciro byiza.

Imashini za robo zigenda zitesha agaciro abitabiriye isoko risanzwe kandi ibyo biganisha ku kwangwa burundu ibikorwa byamaboko mugihe kizaza. Ibihe bizashimangira umwanya wa sisitemu ya algorithms, bizatuma habaho kwiyongera kwingaruka zijyanye nazo.

Ubucuruzi bwa Algorithmic

Iterambere ry’ubucuruzi bw’ivunjisha rya algorithmic ahanini riterwa no gutangiza inzira no kugabanya igihe cyo gukora ibicuruzwa by’ivunjisha ukoresheje algorithms ya software. Ibi kandi bigabanya amafaranga yo gukora. Forex ikoresha cyane robot ishingiye kuburyo bwo gusesengura tekinike. Kandi kubera ko itumanaho risanzwe ari MetaTrader, imvugo ya MQL itangwa nabateza imbere urubuga yabaye uburyo busanzwe bwo kwandika ama robo.

Ubucuruzi Bwinshi

Ubucuruzi bwuzuye nibyerekezo byubucuruzi, intego yabyo ni ugushiraho icyitegererezo gisobanura imbaraga zumutungo wimari utandukanye kandi kigufasha gukora neza. Abacuruzi benshi, bazwi kandi nkabacuruzi ba kwant, mubisanzwe bize cyane murwego rwabo: abahanga mubukungu, imibare, programmes. Kugirango ube umucuruzi wa kwant, ugomba nibura kumenya shingiro ryimibare yimibare nubukungu.

Ubucuruzi bwihuse algorithmic / Ubucuruzi bwa HFT

Ubu ni uburyo busanzwe bwo gucuruza byikora. Ikiranga ubu buryo nuko ibikorwa bishobora gukorwa kumuvuduko mwinshi mubikoresho bitandukanye, aho uruziga rwo kurema / gufunga imyanya rwarangiye mumasegonda imwe.

Ibikorwa bya HFT bifashisha inyungu nyamukuru za mudasobwa kurenza abantu – umuvuduko mwinshi.

Bikekwa ko uwanditse icyo gitekerezo ari Stephen Sonson, hamwe na D. Whitcomb na D. Hawks, bakoze igikoresho cya mbere cy’ubucuruzi cyikora ku isi mu 1989 (Automatic Trading Desk). Nubwo iterambere ryemewe ryikoranabuhanga ryatangiye gusa mu 1998, igihe byemewe gukoresha imiyoboro ya elegitoronike ku kungurana ibitekerezo kwabanyamerika.

Amahame shingiro yubucuruzi bwa HFT

Ubu bucuruzi bushingiye ku nyanja ikurikira:

• ikoreshwa rya sisitemu yubuhanga buhanitse ituma igihe cyo gukora imyanya kurwego rwa milisegonda 1-3;
• inyungu iva kuri micro-ihinduka ryibiciro na marge;
• ishyirwa mu bikorwa rinini ryihuta ryihuta ninyungu kurwego rwo hasi nyarwo, rimwe na rimwe ruri munsi yijana (ubushobozi bwa HFT burenze inshuro nyinshi kuruta ingamba gakondo);
• ikoreshwa ryubwoko bwose bwubucuruzi;
• ibikorwa bikozwe neza kumunsi wubucuruzi, ingano yimikorere ya buri somo irashobora kugera ku bihumbi mirongo.

Ingamba zo gucuruza inshuro nyinshi

Hano urashobora gukoresha ingamba zose zo gucuruza algorithmic, ariko mugihe kimwe, ubucuruzi kumuvuduko utagerwaho nabantu. Dore ingero zimwe zingamba za HFT:

• Kumenyekanisha ibidendezi bifite umuvuduko mwinshi. Iri koranabuhanga rigamije kumenya ibyihishe (“umwijima”) cyangwa ibicuruzwa byinshi mugukingura ibizamini bito. Intego ni ukurwanya imbaraga zikomeye zatewe na pisine.
• Gushiraho isoko rya elegitoroniki. Muburyo bwo kongera umuvuduko mwisoko, inyungu igerwaho binyuze mubucuruzi mugukwirakwizwa. Mubisanzwe, mugihe ucuruza kumigabane, gukwirakwiza bizaguka. Niba uwakoze isoko adafite abakiriya bashobora kugumana impirimbanyi, noneho abacuruzi bafite imirongo myinshi bagomba gukoresha amafaranga yabo kugirango bishyure ibicuruzwa nibisabwa. Kungurana ibitekerezo na ECNs bizatanga kugabanyirizwa amafaranga yo gukora nkigihembo.
• Imbere. Izina risobanurwa ngo “wiruke imbere.” Izi ngamba zishingiye ku isesengura ryibiciro byo kugura no kugurisha, ibicuruzwa bitimukanwa hamwe ninyungu zifunguye. Intego yubu buryo ni ukumenya ibicuruzwa binini hanyuma ugashyira utuntu duto ku giciro cyo hejuru gato. Nyuma yo gutumiza, algorithm ikoresha amahirwe menshi yo guhindagurika kw’ibiciro hafi yizindi gahunda nini yo gushyiraho urundi rwego rwo hejuru.
• Ubukemurampaka bwatinze. Izi ngamba zifashisha uburyo bwo guhanahana amakuru bitewe n’uburinganire bwa seriveri cyangwa kugura imiyoboro ihenze ku mbuga nkuru. Bikunze gukoreshwa nabacuruzi bishingikiriza kugenzura amafaranga.
• Ubukemurampaka. Ubu buryo bwo gucuruza inshuro nyinshi bushingiye ku kumenya isano iri hagati yibikoresho bitandukanye hagati yububiko cyangwa uburyo bujyanye numutungo (ejo hazaza h’amafaranga hamwe na bagenzi babo, ibikomoka hamwe nububiko). Ubucuruzi nkubu busanzwe bukorwa namabanki yigenga, amafaranga yishoramari nabandi bacuruzi babifitemo uruhushya.

Ibikorwa byinshyi byinshi bikorwa mububiko bwa micro, bishyurwa numubare munini wubucuruzi. Muri iki gihe, inyungu nigihombo bihita bikosorwa.

Incamake ya gahunda kubacuruzi ba algorithmic

Hariho igice gito cya software ikoreshwa mubucuruzi bwa algorithmic na programming ya robot:

• TSlab. Ikirusiya cyakozwe na C # software. Bihujwe nabenshi mumasoko naba broker. Turashimira igishushanyo cyihariye cyo guhagarika, gifite uburyo bworoshye kandi bworoshye-bwo kwiga. Urashobora gukoresha porogaramu kubuntu kugirango ugerageze kandi utezimbere sisitemu, ariko kubikorwa nyabyo uzakenera kugura abiyandikishije.
• Ubutunzi. Porogaramu ikoreshwa mugutezimbere algorithms muri C #. Hamwe na hamwe, urashobora gukoresha isomero ryubutunzi bwanditse kugirango wandike software yubucuruzi ya algorithmic, yoroshya cyane inzira ya code. Urashobora kandi guhuza amagambo yavuye ahantu hatandukanye kuri gahunda. Usibye gusubira inyuma, ibikorwa nyabyo birashobora no kubaho kumasoko yimari.
• r studio. Porogaramu yateye imbere cyane kuri quants (ntibikwiye kubatangiye). Porogaramu ihuza indimi nyinshi, imwe murimwe ikoresha ururimi R rwihariye rwamakuru no gutunganya ibihe. Algorithms hamwe ninteruro byakozwe hano, ibizamini no gutezimbere birakorwa, imibare nandi makuru arashobora kuboneka. R Studio ni ubuntu, ariko birakomeye. Porogaramu ikoresha amasomero atandukanye yubatswe mumasomero, abapima, moderi, nibindi.

Ingamba zo gucuruza algorithmic

Ubucuruzi bwa Algo bufite ingamba zikurikira:

• TWAP. Iyi algorithm buri gihe ifungura ibicuruzwa kubiciro byiza cyangwa gutanga igiciro.
• ingamba zo gushyira mu bikorwa.  Algorithm isaba kugura umutungo munini kubiciro byikigereranyo kiremereye, mubisanzwe bikoreshwa nabitabiriye benshi (amafaranga ya hedge na brokers).
• VWAP. Algorithm ikoreshwa mugukingura imyanya mugice kingana nubunini bwatanzwe mugihe runaka, kandi igiciro ntigomba kuba hejuru yikigereranyo kiremereye mugutangiza.
• ubucukuzi bw’amakuru. Nishakisha uburyo bushya bwa algorithm. Mbere yo gutangira ikizamini, ibirenga 75% byamatariki yumusaruro byari ikusanyamakuru. Ibisubizo by’ishakisha biterwa gusa nuburyo bw’umwuga kandi burambuye. Ishakisha ubwaryo ryashyizweho intoki ukoresheje algorithm zitandukanye.
• ice ice. Byakoreshejwe mugutumiza, umubare wuzuye nturenze umubare wagenwe mubipimo. Kungurana ibitekerezo byinshi, iyi algorithm yubatswe murwego rwa sisitemu, kandi iragufasha kwerekana ingano mubipimo byateganijwe.
• ingamba zo gukekeranya. Nuburyo busanzwe kubacuruzi bigenga bashaka kubona igiciro cyiza gishoboka cyo gucuruza hagamijwe kubona inyungu ikurikira.

Amahugurwa n’ibitabo kubucuruzi bwa algorithmic

Ntuzabona ubumenyi nkubwo mumashuri. Aka ni agace gato kandi kihariye. Biragoye gutandukanya ubushakashatsi bwizewe hano, ariko niba tubishyize muri rusange, noneho ubumenyi bwingenzi bukurikira burakenewe kugirango twinjire mubucuruzi bwa algorithmic:

• imibare kimwe nubukungu bwubukungu;
• indimi zo gutangiza porogaramu – Python, С ++, MQL4 (kuri Forex);
• amakuru ajyanye namasezerano yo guhana hamwe nibiranga ibikoresho (amahitamo, ejo hazaza, nibindi).

Iki cyerekezo kigomba gutozwa cyane cyane wenyine. Mugusoma ibitabo byuburezi kuriyi ngingo, urashobora gusuzuma ibitabo:

• “Ubucuruzi bwa Quantum” na “Ubucuruzi bwa Algorithmic” – Ernest Chen;
• “Ubucuruzi bwa Algorithmic no kugera ku buryo butaziguye” – Barry Johnsen;
• “Uburyo na algorithms y’imibare yimari” – Lyu Yu-Dau;
• “Imbere mu gasanduku kirabura” – Rishi K. Narang;
• “Ubucuruzi no kungurana ibitekerezo: microstructure yisoko kubimenyereza” – Larry Harris.

Inzira itanga umusaruro cyane yo gutangira inzira yo kwiga nukwiga shingiro ryubucuruzi bwimigabane nisesengura rya tekiniki, hanyuma ukagura ibitabo kubucuruzi bwa algorithmic. Twabibutsa kandi ko ibitabo byinshi byumwuga bishobora kuboneka gusa mucyongereza.

Usibye ibitabo bifite aho bibogamiye, bizanagira akamaro gusoma ibitabo byose byo guhanahana amakuru.

Ibihimbano bizwi kubyerekeye gucuruza algorithmic

Benshi bizera ko gukoresha ubucuruzi bwa robo bishobora kubyara inyungu gusa kandi abacuruzi ntibagomba gukora ikintu na kimwe. Birumvikana ko atari byo. Buri gihe ni nkenerwa gukurikirana robot, kuyitunganya no kuyigenzura kugirango amakosa no gutsindwa bitabaho. Abantu bamwe batekereza ko robot idashobora kubona amafaranga. Aba ni abantu, bishoboka cyane ko mbere bahuye na robo zujuje ubuziranenge zagurishijwe nabashuka kugirango babone amadovize. Hano hari robot nziza mubucuruzi bwifaranga rishobora kubona amafaranga. Ariko ntamuntu uzabagurisha, kuko bamaze kuzana amafaranga meza. Gucuruza ku isoko ryimigabane bifite amahirwe menshi yo kwinjiza. Ubucuruzi bwa Algorithmic nintambwe nyayo mubijyanye no gushora imari. Imashini zifata hafi buri munsi akazi-ka-munsi kajyaga gatwara igihe kinini.