Algo fefa’ataua’iga: o lona uiga, ta’iala tau fefa’ataua’iga ma tulaga lamatia

I le taimi nei, o le tele o gaioiga i fefaʻatauaiga o loʻo faia e faʻaaoga ai robots faʻapitoa, lea o loʻo faʻapipiʻiina ai algorithms eseese. O lenei togafiti e taʻua o le algorithmic trading. O se tulaga lea o le tele o tausaga talu ai ua suia ai le maketi i le tele o auala.

O le a le algorithmic trading?

Ole ituaiga autu ole fefaʻatauaʻiga algorithmic ole HFT fefaʻatauaʻiga. O le manatu o le faʻamaeʻaina vave o le fefaʻatauaiga. I se isi faaupuga, o lenei ituaiga e faʻaaogaina lona aoga autu – saoasaoa. O le manatu o le algorithmic trading e lua faʻamatalaga autu:

• Algo fefa’ataua’iga. O se autosystem e mafai ona fefaʻatauaʻi e aunoa ma se faioloa i le algorithm na tuʻuina atu i ai. E mana’omia le faiga mo le mauaina sa’o o tupe mama ona o le su’esu’eina o le maketi ma avanoa tatala. O lenei algorithm e taʻua foi o le “robot fefaʻatauaʻiga” poʻo le “faufautua”.
• Algorithmic fefa’ataua’iga. Faʻataunuʻuina o poloaiga tetele i le maketi, pe a otometi ona vaevaeina i ni vaega ma faasolosolo malie ona tatalaina e tusa ai ma tulafono faʻamaonia. O lo’o fa’aogaina le faiga e fa’afaigofie ai galuega a le aufaioloa pe a fa’atautaia fefa’atauaiga. Mo se faʻataʻitaʻiga, afai ei ai se galuega e faʻatau ai le 100 afe sea, ma e manaʻomia ona e tatalaina avanoa i luga o le 1-3 sea i le taimi lava e tasi, e aunoa ma le tosina atu o le gauai i le fafaga faʻatonu.

I se faaupuga faigofie, fefaʻatauaʻiga algorithmic o le faʻaogaina o galuega i lea aso ma lea aso e faia e le aufaioloa, lea e faʻaitiitia ai le taimi e manaʻomia e suʻesuʻe ai faʻamatalaga faʻamatalaga, faʻatusatusa faʻataʻitaʻiga o le matematika, ma faʻamaeʻaina fefaʻatauaiga. O le faiga foi e aveesea ai le matafaioi a le tagata i le faagaoioiga o le maketi (lagona, taumatematega, “faioloa’s intuition”), lea o nisi taimi negates e oo lava i le manuia o le fuafuaga sili ona folafola.

Le talaʻaga o le tulaʻi mai o fefaʻatauaiga algorithmic

1971 ua manatu o le amataga o le algorithmic fefaʻatauaʻiga (na faʻaalia i le taimi lava e tasi ma le muamua otometi faiga faʻatau NASDAQ). I le 1998, na faʻatagaina aloaia ai e le US Securities Commission (SEC) le faʻaogaina o faʻasalalauga faʻaeletoroni. Ona amata ai lea o le tauvaga moni o tekinolosi maualuga. O taimi taua nei i le atinaʻeina o fefaʻatauaʻiga algorithmic, lea e tatau ona taʻua:

• Amata 2000s. O fefaʻatauaiga faʻapitoa na maeʻa i ni nai sekone. Ole vaega ole maketi o robots e itiiti ifo ile 10%.
• tausaga 2009. O le saoasaoa o le faʻatonuga na faʻaititia i le tele o taimi, e oʻo atu i le tele o milliseconds. Ole vaega ole fesoasoani tau fefa’ataua’iga ua si’itia ile 60%.
• 2012 ma tua atu. O le le mautonu o mea na tutupu i luga o fefaʻatauaʻiga ua taʻitaʻia ai le tele o mea sese i totonu o algorithms faʻamalosi o le tele o polokalama. O lenei mea na mafua ai le faʻaitiitia o le aofaʻi o fefaʻatauaiga otometi i le 50% o le aofaʻi. O lo’o fa’atupuina ma o lo’o fa’alauiloa mai le tekonolosi fa’apitoa.

I aso nei, o fefaʻatauaʻiga maualuga e talafeagai pea. O le tele o gaioiga masani (mo se faʻataʻitaʻiga, faʻataʻitaʻiga o maketi) e faʻatinoina otometi, lea e faʻaitiitia ai le mamafa o tagata faʻatau. Ae ui i lea, e leʻi mafai e le masini ona suia atoa le mafaufau ola ma atiina ae le malamalama o se tagata. E moni lava lenei mea pe a faʻatupulaia malosi le faʻafefe o le maketi faʻatau ona o le faʻasalalauina o tala faʻavaomalo taua tau tamaoaiga. I lenei vaitau, e matua fautuaina e aua le faʻalagolago i robots.

Tulaga lelei ma le le lelei o fefaʻatauaiga algorithmic

O le lelei o le algorithm o faʻaletonu uma ia o fefaʻatauaʻiga tusi. E faigofie ona taaʻina tagata i faalogona, ae e lē faapena robots. O le robot o le a fefaʻatauaʻi saʻo e tusa ai ma le algorithm. Afai e mafai e le fefaʻatauaiga ona maua se tupe mama i le lumanaʻi, o le a aumaia e le robot ia oe. E le gata i lea, o se tagata e mamao mai le mafai ona taulaʻi atoatoa i ana lava gaioiga ma mai lea taimi i lea taimi e manaʻomia ai le malologa. O robots e leai ni faaletonu faapena. Ae o loʻo i ai a latou lava ma i totonu ia i latou:

• ona o le tausisia o algorithms, e le mafai e le robot ona faʻafetaui i suiga o tulaga tau maketi;
• le lavelave o fefaʻatauaʻiga algorithmic lava ia ma manaʻoga maualuga mo sauniuniga;
• mea sese o algorithms faʻafeiloaʻi e le mafai e le robot lava ia ona iloa (o lenei, ioe, ua uma ona avea ma tagata, ae e mafai e se tagata ona iloa ma faʻasaʻo ana mea sese, ae e leʻi mafai e robots ona faia lenei mea).

E le tatau ona e mafaufau i robots fefaʻatauaʻiga e na o le pau lea o le auala e mafai ai ona maua tupe i luga o fefaʻatauaiga, aua o le tupe mama o fefaʻatauaʻiga otometi ma fefaʻatauaʻiga tusi ua toetoe lava tutusa i le 30 tausaga talu ai.

Le aano o fefaʻatauaiga algorithmic

Algo faioloa (isi igoa – quantum faioloa) fa’aaogaina na’o le talitonuga o le avanoa e pa’u ai tau i totonu ole laina mana’omia. O le fa’atusatusaga e fa’avae i luga o fa’asologa o tau muamua po’o nisi mea tau tupe. O tulafono o le a suia i suiga i amioga tau maketi.
Algorithmic faioloa e suʻe i taimi uma mo le le atoatoa o maketi, mamanu o upusii faifaipea i le tala faasolopito, ma le mafai ona fuafua upusii faifaipea i le lumanaʻi. O le mea lea, o le ute o le algorithmic trading o loʻo taoto i tulafono mo le filifilia o avanoa avanoa ma vaega o robots. O le filifiliga e mafai ona:

• tusi lesona – o le faʻatinoga o loʻo faʻatinoina e le tagata suʻesuʻe i luga o faʻavae o faʻataʻitaʻiga o le matematika ma le tino;
• otometi – mana’omia mo le tele o fa’asologa o tulafono ma su’ega i totonu o le polokalame;
• kenera – o tulafono nei e atiaʻe e se polokalame e iai elemene o le atamai faʻapitoa.

O isi manatu ma utopias e uiga i fefaʻatauaiga algorithmic o tala fatu. E oo lava i robots e le mafai ona “valoaina” le lumanaʻi ma se faʻamaoniga 100%. O le maketi e le mafai ona matua le lelei o loʻo i ai se seti o tulafono e faʻaoga i robots i soo se taimi, i soo se mea. I kamupani tetele teufaafaigaluega o loʻo faʻaogaina algorithms (mo se faʻataʻitaʻiga, Renessaince Technology, Citadel, Virtu), o loʻo i ai le faitau selau o vaega (aiga) o robots fefaʻatauaʻiga e aofia ai le faitau afe o meafaigaluega. O le auala lenei, o se faʻavasegaina o algorithms, e maua ai latou tupe maua i aso uma.

Ituaiga Algorithm

O le algorithm o se seti o faʻatonuga manino ua fuafuaina e faʻatino ai se galuega faʻapitoa. I le maketi tau tupe, faʻaoga algorithms e faʻatinoina e komepiuta. Ina ia faia se seti o tulafono, faʻamatalaga i luga o le tau, voluma ma le faʻatinoina o taimi o fefaʻatauaiga i le lumanaʻi o le a faʻaaogaina. Algo fefa’ataua’iga i fa’atauga ma maketi tau tupe ua vaevaeina i ituaiga autu e fa:

• Fa’amaumauga. O lenei metotia e faʻavae i luga o fuainumera faʻamaumauga e faʻaaoga ai faʻasologa o taimi faʻasolopito e iloa ai avanoa tau fefaʻatauaʻiga.
• Ta’avale. O le faʻamoemoega o lenei taʻiala o le fatuina lea o tulafono e mafai ai e tagata auai maketi ona faʻaitiitia le lamatiaga o fefaʻatauaiga.
• Pulega. O lenei metotia na faia e faʻatino ai galuega faʻapitoa e fesoʻotaʻi ma le tatalaina ma le tapunia o fefaʻatauaiga.
• Sa’o. O lenei tekonolosi e faʻatatau i le mauaina o le saoasaoa maualuga o le avanoa i le maketi ma faʻaitiitia le tau o le ulufale ma le fesoʻotaʻiga o tagata faʻatau algorithmic i le faʻatauga.

O fefaʻatauaʻiga algorithmic maualuga e mafai ona faʻavasegaina o se vaega eseʻese mo fefaʻatauaiga faʻainisinia. O le vaega autu o lenei vaega o le maualuga o taimi o le faʻatulagaina o le faʻatonuga: o fefaʻatauaiga e maeʻa i milliseconds. O lenei faiga e mafai ona maua ai ni faʻamanuiaga sili, ae e iai foʻi ni faʻafitauli.

Fefa’ataua’iga Otometi: Robots ma Faufautua Faufautua

I le 1997, o le tagata suʻesuʻe o Tushar Chand i lana tusi “Beyond Technical Analysis” (muamua na taʻua o le “Beyond Technical Analysis”) na muamua faʻamatalaina le faiga faʻainisinia (MTS). O lenei faiga e taʻua o se robot fefaʻatauaʻiga poʻo se faufautua i fefaʻatauaiga o tupe. O polokalame ia e mataʻituina le maketi, tuʻuina atu faʻatonuga fefaʻatauaʻiga ma pulea le faʻatinoina o nei poloaiga. E lua ituaiga o polokalame fefaʻatauaʻiga robot:

• otometi “mai” ma “i” – e mafai ona latou faia ni filifiliga tutoʻatasi tutoʻatasi i fefaʻatauaiga;
• e tuʻuina atu i le faioloa faʻailoga e tatala ai se fefaʻatauaʻiga ma le lima, latou te le auina atu ni poloaiga.

I le tulaga o fefaʻatauaʻiga algorithmic, naʻo le ituaiga 1st robot poʻo le faufautua e mafaufauina, ma o lana “galuega sili” o le faʻatinoina o na taʻiala e le mafai pe a fefaʻatauaʻi ma le lima.

O le Renaissance Institutiona Equlties Fund o le tupe tumaoti aupito tele lea e faʻaaogaina algorithmic trading. Na tatalaina i Amerika e le Renaissance Technologies LLC, lea na faavaeina i le 1982 e James Harris Simons. Na taʻua mulimuli ane e le Financial Times Simons “le sili ona atamai piliona”.

E fa’afefea ona faia robots fefa’ataua’iga?

Robots faʻaaogaina mo fefaʻatauaʻiga algorithmic i le maketi faʻatau o polokalame faʻapitoa komepiuta. O la latou atinaʻe e amata, muamua lava, ma le faʻaalia o se fuafuaga manino mo galuega uma o le a faia e robots, e aofia ai fuafuaga. O le galuega o loʻo feagai ma se tagata fai polokalame-faioloa o le fatuina lea o se algorithm e faʻatatau i lona malamalama ma mea e fiafia i ai. O le mea moni, e tatau ona malamalama lelei i luma o nuances uma o le faiga e automates fefaʻatauaiga. O le mea lea, e le fautuaina le aufaioloa fou e fatuina le TC algorithm ia i latou lava. Mo le faʻatinoga faʻapitoa o robots fefaʻatauaʻiga, e tatau ona e iloa ia le itiiti ifo ma le tasi le gagana polokalame. Fa’aoga mql4, Python, C#, C++, Java, R, MathLab e tusi ai polokalame.
O le tomai i polokalame e maua ai e le aufaioloa le tele o mea lelei:

• le mafai ona fausia fa’amaumauga;
• faiga fa’alauiloa ma su’ega;
• au’ili’ili ta’iala fa’atele;
• fa’asa vave mea sese.

E tele faletusi matala ma galuega faatino aoga mo gagana ta’itasi. O se tasi o poloketi fefaʻatauaʻiga sili ona tele o le QuantLib, fausia ile C++. Afai e te manaʻomia le faʻafesoʻotaʻi saʻo i Currenex, LMAX, Integral, poʻo isi kamupani e tuʻuina atu tupe e faʻaoga ai algorithms maualuga, e tatau ona e tomai i le tusitusi API fesoʻotaʻiga i Java. I le leai o ni tomai faʻapolokalame, e mafai ona faʻaogaina polokalame faʻapitoa tau fefaʻatauaʻiga algorithmic e fatu ai faiga faʻainisinia faigofie. Faataitaiga o ia tulaga:

• TSLab;
• wheltlab;
• Metatrader;
• S#.Studio;
• multicharts;
• fale fefa’ataua’iga.

Algorithmic fefaʻatauaʻiga i maketi faʻatau

O faʻatauga ma maketi i le lumanaʻi e maua ai le tele o avanoa mo faiga faʻapitoa, ae o fefaʻatauaʻiga algorithmic e sili atu ona taatele i tupe tetele nai lo le aufaipisinisi tumaoti. E tele ituaiga o fefaʻatauaʻiga algorithmic i le maketi faʻatau:

• O se faiga e fa’avae i luga o su’esu’ega fa’apitoa. Faia e fa’aoga ai le le atoatoa o maketi ma le tele o fa’ailoga e iloa ai faiga, fa’agaioiga o maketi. E masani lava o lenei taʻiala e faʻatatau i le manuia mai metotia o suʻesuʻega faʻapitoa masani.
• Fefaatauaiga paga ma ato. O loʻo faʻaogaina e le faiga se fua faatatau o meafaifaʻaili e lua pe sili atu (o se tasi oi latou o se “taʻiala”, o lona uiga o suiga muamua e tupu i totonu, ona tosoina lea o le 2nd ma mea mulimuli ane) ma se pasene maualuga, ae le tutusa ma le 1. Afai e alu ese le mea faigaluega mai le auala ua tuuina atu, atonu o le a toe foi i lana vaega. E ala i le siakiina o lenei vaʻaiga, e mafai e le algorithm ona fefaʻatauaʻi ma maua se tupe mama mo lē e ona.
• Maketi. O le isi lea ta’iala o lana galuega o le fa’atumauina o le fa’amalieina o maketi. Ina ia i soo se taimi e mafai ai e se faioloa tumaoti poʻo se faaputuga tupe puipui ona faʻatau pe faʻatau atu se meafaigaluega tau fefaʻatauaʻiga. E mafai e tagata fai maketi ona faʻaogaina a latou tupe mama e faʻafetaui ai le manaʻoga mo mea faigaluega eseese ma tupe maua mai le fesuiaiga. Ae e le taofia ai le faʻaogaina o taʻiala faʻapitoa e faʻavae i luga o fefaʻatauaiga vave ma faʻamatalaga maketi.
• tamoe i luma. I le avea ai o se vaega o sea faiga, o meafaigaluega e faʻaaogaina e iloilo ai le tele o fefaʻatauaiga ma faʻamaonia poloaiga tetele. O le algorithm e amanaia o poloaiga tetele o le a taofia le tau ma mafua ai fefaʻatauaʻiga faʻafeagai e faʻaalia i le itu faʻafeagai. Ona o le saoasaoa o le suʻesuʻeina o faʻamatalaga maketi i tusi faʻatonu ma fafaga, o le a latou feagai ma le faʻalavelave, taumafai e sili atu i isi tagata auai, ma talia sina faʻalavelave pe a faʻataunuʻuina poloaiga tetele.
• Fa’amasinoga. O se fefaʻatauaiga lea e faʻaaoga ai mea tau tupe, o le faʻamaopoopoina i le va oi latou e latalata ile tasi. I le avea ai o se tulafono, o ia meafaifaʻaili e sili ona laʻititi laʻititi. E mata’ituina e le faiga suiga o tau mo meafaigāluega fa’afeso’ota’i ma fa’atautaia galuega fa’atatau e fa’atutusa tau. Faataitaiga: 2 ituaiga eseese o sea o le kamupani lava e tasi ua ave, lea e suia faʻatasi ma le 100% faʻatasi. Pe ave tutusa sea, ae i maketi eseese. I luga o le tasi fesuiaiga, o le a tulaʻi / paʻu teisi muamua nai lo le isi. O le “maua” o lenei taimi i le aso 1, e mafai ona e tatalaina fefaʻatauaiga i le 2nd.
• Fefa’ataua’iga fe’avea’i. Ole ituaiga sili lea ona lavelave o fefaʻatauaʻiga, faʻavae ile faʻatauina o ituaiga eseese o filifiliga ma faʻamoemoeina le faʻateleina o le faʻaogaina o se meafaigaluega faapitoa. O lenei fefaʻatauaʻiga algorithmic e manaʻomia ai le tele o le faʻaogaina o le mana ma se ‘au o tagata atamamai. O iinei, o mafaufau sili e suʻesuʻeina meafaifaʻaili eseese, faia ni valoʻaga poʻo fea o ia mea e mafai ona faʻateleina le faʻafefe. Latou te tuʻuina a latou suʻesuʻega i totonu o robots, ma latou faʻatau filifiliga i luga o nei mea faigaluega i le taimi saʻo.

Tulaga lamatia o fefaatauaiga algorithmic

O le aʻafiaga o fefaʻatauaʻiga algorithmic ua faʻatupulaia tele i taimi lata mai nei. E masani lava, o auala fou tau fefaʻatauaʻiga e iai ni faʻafitauli e leʻi faʻamoemoeina muamua. HFT fefa’ataua’iga fa’apitoa e o’o mai ma fa’alavelave e mana’omia ona amanaia.
Le sili ona matautia pe a galue ma algorithms:

• Fa’atonuga tau. Algorithms e mafai ona configured e aafia tuusaʻo meafaigaluega taitasi. O taunuuga iinei e mafai ona matua matautia. I le 2013, i le aso muamua o fefaʻatauaiga i luga o le maketi o le BATS i le lalolagi atoa, sa i ai se pa’ū moni i le tau o faʻamalumaluga a le kamupani. I le na o le 10 sekone, na paʻu ai le tau mai le $15 i le na o le lua sene. O le mafuaaga o le gaioiga a le robot, lea na fuafuaina ma le loto i ai e faʻaitiitia ai tau o sea. O lenei faiga faʻavae e mafai ona faʻasesē isi tagata auai ma faʻalavelave tele le tulaga i luga o le fesuiaiga.
• O lo’o alu ese mai tupe fa’afaigaluega. Afai o loʻo i ai se faʻalavelave faʻalavelave i le maketi, o tagata auai e faʻaaogaina robots e taofia ai fefaʻatauaiga. Talu ai o le tele o faʻatonuga e sau mai taʻavale-faufautua, o loʻo i ai se tafega o le lalolagi, lea e vave faʻaumatia uma upusii. O taunuuga o sea fesuiaiga “swing” e mafai ona matua ogaoga. E le gata i lea, o le tafe mai o le suavai e mafua ai le faʻalavelave faʻafuaseʻi lea o le a faʻateleina ai le tulaga faigata.
• Volatility ua maualuga maualuga. O nisi taimi e iai suiga le talafeagai i le tau o aseta i maketi uma o le lalolagi. E mafai ona avea ma se si’i tele o tau po’o se pa’u mata’utia. O lea tulaga ua ta’ua o se faaletonu faafuasei. E masani lava o le mafuaʻaga o fesuiaiga o le amio a robots maualuga, aua o la latou vaega o le aofaʻi o le aofaʻi o tagata auai maketi e matua tele.
• Fa’ateleina tau. Ole numera tele o faufautua faʻainisinia e manaʻomia le faʻaleleia pea o latou tomai faʻapitoa. O se taunuuga, o le faiga o le tau o loʻo suia, lea, o le mea moni, e le o se manuia o tagata faʻatau.
• tulaga lamatia o galuega. Ole numera tele o fa’atonuga e o’o mai i le taimi e tasi e mafai ona fa’atupuina le tele o fa’aumau. O le mea lea, o nisi taimi i le vaitau maualuga o fefaʻatauaʻiga faʻamalosi, o le faiga e le toe faʻaogaina, o tupe faavae uma e faʻagata, ma o tagata auai e tele tupe gau.
• E fa’aitiitia le maualuga o le va’aiga o maketi. Robots ei ai se aafiaga taua i tau fefaʻatauaiga. Ona o lenei mea, o le saʻo o le faʻamatalaga ua faʻaitiitia ma faʻavaeina faʻavae o suʻesuʻega faavae ua faʻaleagaina. E fa’apea fo’i fesoasoani ta’avale e fa’afitia e le aufaioloa fa’aleaganu’u tau lelei.

Robots o loʻo faasolosolo malie ona faʻaleagaina tagata masani o maketi ma o lenei mea e taʻitaʻia ai le teena atoatoa o galuega faʻaoga i le lumanaʻi. O le tulaga o le a faʻamalosia ai le tulaga o le faiga o algorithms, lea o le a taʻitaʻia ai le faʻateleina o aʻafiaga e fesoʻotaʻi ma i latou.

Algorithmic Forex Fefaatauaiga

O le tuputupu aʻe o fefaʻatauaʻiga fefaʻatauaʻiga algorithmic e mafua ona o le faʻaogaina o gaioiga ma le faʻaitiitia o le taimi mo le faʻatautaia o fefaʻatauaiga o fefaʻatauaiga mai fafo e faʻaaoga ai algorithms software. E fa’aitiitia ai foi tau fa’agaioiga. Forex e faʻaaogaina robots faʻavae i luga o metotia suʻesuʻega faʻapitoa. Ma talu ai o le pito sili ona taatele o le MetaTrader platform, o le MQL programming language na saunia e le au atinaʻe faʻavae ua avea ma auala masani mo le tusitusi robots.

Fuafuaga Fefaatauaiga

O fefaʻatauaʻiga faʻatusatusa o le faʻatonuga lea o fefaʻatauaʻiga, o le faʻamoemoe o le faia lea o se faʻataʻitaʻiga e faʻamatalaina ai le malosi o aseta tau tupe eseese ma faʻatagaina oe e faia faʻamatalaga saʻo. O tagata fa’atau oloa, e ta’ua fo’i o quantum traders, e masani lava ona maualuga a’oa’oga i la latou matata: economists, mathematicians, programmers. Ina ia avea oe ma se faioloa quantum, e tatau ona e iloa le mea autu o fuainumera numera ma le tamaoaiga.

Fefa’ataua’iga algorithmic maualuga/HFT fefa’ataua’iga

Ole faiga masani lea ole fefa’ataua’iga otometi. O se vaega o lenei metotia e mafai ona faʻataunuʻuina fefaʻatauaiga i le saoasaoa maualuga i meafaigaluega eseese, lea e maeʻa ai le taamilosaga o le fatuina / tapunia tulaga i totonu o le tasi sekone.

O fefaʻatauaiga a le HFT e faʻaogaina ai le aoga sili o komepiuta i luga o tagata – mega-high speed.

E talitonuina o le tusitala o le manatu o Stephen Sonson, o le, faatasi ai ma D. Whitcomb ma D. Hawks, na fausia le lalolagi muamua masini fefaʻatauaʻiga otometi i le 1989 (Automatic Trading Desk). E ui lava o le atinaʻeina aloaʻia o tekinolosi na amata i le 1998, ina ua faʻatagaina le faʻaogaina o faʻasalalauga eletise i luga o fefaʻatauaiga a Amerika.

Fa’avae fa’avae o fefa’ataua’iga HFT

O lenei fefa’ataua’iga e fa’avae i tafola nei:

• o le faʻaogaina o faiga faʻatekonolosi e taofia ai le vaitaimi o le faʻatinoina o tulaga i le maualuga o le 1-3 milliseconds;
• tupe mama mai suiga laiti i tau ma tupe faasili;
• faʻataunuʻuina o fefaʻatauaiga tele-televave ma tupe mama i le tulaga sili ona maualalo, lea o nisi taimi e itiiti ifo i le sene (o le gafatia o le HFT e tele taimi e sili atu nai lo taʻiala masani);
• fa’aogaina o ituaiga uma o fefa’ataua’iga;
• fefaʻatauaʻiga e faia saʻo i le aso o fefaʻatauaiga, o le tele o fefaʻatauaiga o sauniga taʻitasi e mafai ona oʻo atu i le fiasefulu afe.

Ta’iala Fefa’ataua’iga Maualuga

O iinei e mafai ona e faʻaogaina soʻo se algorithmic trading strategy, ae i le taimi lava e tasi fefaʻatauaʻiga i se saoasaoa e le mafai ona maua e tagata. O nisi nei o faʻataʻitaʻiga o fuafuaga a le HFT:

• Faailoaina o vaitaele e maualuga le suavai. O lenei tekinolosi e faʻatatau i le suʻeina o natia (“pouliuli”) poʻo le tele o poloaiga e ala i le tatalaina o fefaʻatauaiga laiti suʻega. O le sini o le faʻafefeina o le gaioiga malosi e faʻatupuina e vaitaele voluma.
• Fausiaina ole maketi faaeletonika. I le fa’agasologa o le fa’atuputeleina o tupe i totonu o le maketi, o tupe mama e maua e ala i fefa’ataua’iga i totonu o le fa’asalalauga. E masani lava, pe a fefaʻatauaʻi i luga o fefaʻatauaiga, o le a faʻalauteleina le faʻasalalauga. Afai e leai ni tagata fai maketi e mafai ona tausia le paleni, e tatau i le aufaioloa maualuga ona faʻaogaina a latou lava tupe e faʻaalu ai le tuʻuina atu ma le manaʻoga o le meafaigaluega. Fetufaaiga ma ECNs o le a tuʻuina atu faʻaitiitiga i luga o tupe faʻaalu e fai ma taui.
• Tamomo’e i luma. O le igoa e faaliliuina o le “taufetuli i luma.” O lenei ta’iala e fa’avae i luga o le au’ili’iliga o fa’atauga fa’atau ma fa’atau atu o lo’o iai nei, aseta fa’aletupe ma averesi tului tatala. O le ute o lenei metotia o le suʻeina lea o poloaiga tetele ma tuʻu a oe lava mea laiti i se tau maualuga teisi. A maeʻa le faʻatonuga, e faʻaaogaina e le algorithm le maualuga o le avanoa o fesuiaiga o tau i se isi poloaiga tele e seti ai se isi maualuga.
• Fa’atuai le Fa’amasinoga. O lenei ta’iala e fa’aogaina ai le avanoa e fa’afesuia’i ai fa’amatalaga ona o le vavalalata fa’afanua i ‘au’aunaga po’o le mauaina o feso’ota’iga tuusa’o taugata i nofoaga tetele. E masani ona faʻaaogaina e tagata faʻatau oloa o loʻo faʻalagolago i tulafono tau tupe.
• Fuainumera arbitrage. O lenei metotia o fefaʻatauaʻiga maualuga e faʻavae i luga o le faʻamaoniaina o le faʻamaopoopoina o meafaifaʻaili eseese i le va o faʻavae poʻo ituaiga tutusa o aseta (faʻatau tupe i le lumanaʻi ma a latou paaga, faʻatau ma faʻasoa). O ia fefa’ataua’iga e masani ona fa’atinoina e faletupe tumaoti, tupe fa’afaigaluega ma isi fa’atau laisene.

O gaioiga maualuga o loʻo faʻatinoina i micro volumes, lea e tauia e le tele o fefaʻatauaiga. I lenei tulaga, o tupe mama ma gau e vave faʻamautu.

Vaʻaiga lautele o polokalame mo faʻatau oloa algorithmic

O loʻo i ai se vaega itiiti o le polokalama faʻaaogaina mo le algorithmic trading ma le robot programming:

• TSlab. Polokalame C# fa’a Rusia. E fetaui ma le tele o forex ma fa’atau oloa. Fa’afetai i se poloka poloka fa’apitoa, o lo’o i ai se fa’aoga faigofie ma faigofie ona a’oa’oina. E mafai ona e faʻaogaina le polokalame e aunoa ma se totogi e faʻataʻitaʻi ma faʻamaonia le faiga, ae mo fefaʻatauaiga moni e te manaʻomia le faʻatauina o se saofaga.
• WealthLab. O se polokalame na faʻaaogaina e atiaʻe algorithms i C #. Fa’atasi ai, e mafai ona e fa’aogaina le Wealth Script library e tusi ai le algorithmic trading software, lea e matua fa’afaigofieina ai le fa’asologa o le coding. E mafai foi ona e faʻafesoʻotaʻi upusii mai punaoa eseese i le polokalame. I le faaopoopo atu i tua, o fefaʻatauaiga moni e mafai foi ona faia i le maketi tau tupe.
• r faleaoga. Polokalama sili atu ona maualuga mo quants (e le talafeagai mo tagata amata). O lo’o tu’ufa’atasia e le polokalame le tele o gagana, o se tasi o lo’o fa’aaogaina se gagana R fa’apitoa mo fa’amaumauga ma fa’asologa o taimi. Algorithms ma fesoʻotaʻiga e faia iinei, suʻega ma faʻataʻitaʻiga o loʻo faia, faʻamaumauga ma isi faʻamatalaga e mafai ona maua. R Studio e leai se totogi, ae e matua ogaoga. E fa’aogaina e le polokalame faletusi eseese, fa’ata’ita’i, fa’ata’ita’iga, ma isi.

Taʻiala mo fefaʻatauaiga algorithmic

Algo fefa’ataua’iga e iai ta’iala nei:

• TWAP. O lenei algorithm e masani ona tatalaina poloaiga i le tau sili ona lelei poʻo le ofo.
• fuafuaga faatino.  O le algorithm e manaʻomia ai le tele o faʻatauga o aseta i tau faʻatauvaʻa mamafa, e masani ona faʻaaogaina e le tele o tagata auai (pa puipui ma tagata faʻatau).
• VWAP. O le algorithm e faʻaaogaina e tatala ai avanoa i se vaega tutusa o se voluma tuʻuina atu i totonu o se vaitaimi patino, ma o le tau e le tatau ona maualuga atu nai lo le tau faʻatauvaʻa i le faʻalauiloaina.
• eliina fa’amaumauga. O se sailiga mo mamanu fou mo algorithms fou. A’o le’i amataina le su’ega, e sili atu i le 75% o aso gaosiga o le aoina o fa’amaumauga. O fa’ai’uga su’esu’e e fa’alagolago i na’o metotia fa’apolofesa ma au’ili’ili. O le suʻesuʻega lava ia e faʻatulagaina ma le lima e faʻaaoga ai algorithms eseese.
• aisa. Fa’aaogaina e tu’u ai ni fa’atonuga, o le aofa’i o le aofa’i e le sili atu i le numera o lo’o fa’ailoa mai i fa’amau. I luga o le tele o fefaʻatauaʻiga, o lenei algorithm ua fausia i totonu o le totonugalemu o le faiga, ma e mafai ai ona e faʻamaonia le leo i le faʻasologa o faʻatonuga.
• fuafuaga taumatematega. O se faʻataʻitaʻiga masani lea mo tagata faʻatau pisinisi tumaoti o loʻo saili e maua le tau sili ona lelei mo fefaʻatauaiga ma le faʻamoemoe e maua ai se tupe mama mulimuli ane.

Aʻoaʻoga ma tusi i fefaʻatauaiga algorithmic

E te le mauaina lena ituaiga o malamalama i li’o a’oga. O se vaega vaapiapi tele lea ma patino. E faigata ona tuʻufaʻatasia suʻesuʻega faʻatuatuaina iinei, ae afai tatou te faʻasalalau, ona manaʻomia lea o le malamalama autu e auai i fefaʻatauaiga algorithmic:

• fa’a-matematika fa’apea fo’i fa’ata’ita’iga tau tamaoaiga;
• gagana polokalame – Python, С++, MQL4 (mo Forex);
• faʻamatalaga e uiga i konekarate i fefaʻatauaiga ma foliga o mea faigaluega (filifiliga, lumanaʻi, ma isi).

O lenei fa’atonuga o le a tatau ona fa’atonuina e oe lava. Mo le faitauina o tusitusiga faʻaleaʻoaʻoga i lenei autu, e mafai ona e mafaufau i tusi:

• “Quantum Trading” ma le “Algorithmic Trading” – Ernest Chen;
• “Algorithmic fefaʻatauaʻiga ma avanoa tuusaʻo i le fesuiaiga” – Barry Johnsen;
• “Metotia ma algorithms o le matematika tau tupe” – Lyu Yu-Dau;
• “I totonu o le pusa uliuli” – Rishi K. Narang;
• “Fefaʻatauaʻiga ma fefaʻatauaʻiga: o le microstructure o le maketi mo fomaʻi” – Larry Harris.

O le auala sili ona aoga e amata ai le aʻoaʻoga o le aʻoaʻoina lea o faʻavae o fefaʻatauaʻiga faʻatau ma auʻiliʻiliga faʻapitoa, ona faʻatau lea o tusi i luga o fefaʻatauaiga algorithmic. E tatau foi ona maitauina o le tele o lomiga faʻapolofesa e mafai ona maua i le Igilisi.

E le gata i tusi e fa’aituau, e aoga fo’i le faitau so’o se tusitusiga fa’afesuia’i.

Talatuu lauiloa e uiga i fefaʻatauaiga algorithmic

E toʻatele e talitonu o le faʻaaogaina o fefaʻatauaʻiga robot e mafai ona maua ai se tupe mama ma e leai se mea e fai e le aufaioloa. Ioe e leai. E manaʻomia i taimi uma le mataʻituina o le robot, faʻaleleia ma pulea ina ia le tupu ni mea sese ma toilalo. O nisi tagata e manatu e le mafai e robots ona maua ni tupe. O tagata ia, e foliga mai, na latou feiloaʻi muamua i robots maualalo le lelei na faʻatau atu e tagata faʻatau mo fefaʻatauaiga i fafo. O loʻo i ai robots lelei i fefaʻatauaiga o tupe e mafai ona maua ai tupe. Ae e leai se tasi na te faatauina atu, aua ua uma ona latou aumaia tupe lelei. Fefa’ataua’iga i luga o fa’atauga fa’atauga e telē le avanoa e maua mai ai. Algorithmic fefaʻatauaʻiga o se faʻalavelave moni i le tulaga o tupe teufaafaigaluega. O lo’o fa’atautaia e Robots toetoe lava o galuega uma i lea aso ma lea aso lea sa masani ona alu ai le tele o le taimi.