Chii chinonzi HFT kutengesa, mazano uye njodzi, algorithms

Yepamusoro-frequency kutengeserana – chii, mashandiro eHFT, iwo makuru mazano ekutengesa kwepamusoro-frequency. Kana iwe wakambodzidza
nezve algorithmic kutengeserana , saka iwe unogona kunge wakanzwa chinhu chakadai seHFT kutengesa. Statics inoti hafu yezvese kutengesa mumusika weUS kunoitika kuburikidza neHFT. Saka chii chinonzi high-frequency trading? Funga munyaya ino.

HFT kutengesa – chii icho, ruzivo rwese

High Frequency Trading imhando yealgorithmic kutengeserana inoratidzwa nenguva pfupi yekubata, kumhanya kwakanyanya uye capital turnover. Makomputa ane simba anoshandiswa kutengesa, ayo anoita nhamba huru yekutengeserana sekondi yega yega. Kazhinji aya mavhoriyamu madiki anotendera iwe kuti uedze musika. HFT kutengesa kwakanangana nekumhanya. Iyo nzira inobvumidza iwe kuti utarise kunyangwe kushoma shanduko mumitengo, pamwe nekusawirirana pakati pemitengo pane akati wandei kuchinjana. High-frequency trading inoshandiswa muzvitoro, mari uye mamwe misika. Asi munguva pfupi yapfuura yakashandiswawo mukutengesa kwekrispto, sezvo ichikubvumira kuti uite kutengeserana kwakawanda musekondi imwe chete, iyo inokupa mikana isingagumi yekudyara. Kune akakosha masevhisi anopa avo HFT yekutengesa mapuratifomu kune vanoisa mari.

Iyo HFT system inoshanda sei

Kiyi yekutengeserana kwemhando yepamusoro yeHFT izere otomatiki. Zvisinei, izvi hazvirevi kuti nzira iyi yakakodzera munhu wose. Iwo makomputa anoshandiswa mukutengesa maitiro akarongwa kuti atore yakaoma algorithms. Ivo vanogara vachiongorora mitengo inokwira kusvika kumamilliseconds. Algorithms inogadzirwa nenyanzvi kuitira kuti makomputa aone zvinokonzeresa uye mafambiro ekukura kana kudzikira munguva. Kazhinji mafungiro akadaro haaoneki kune vamwe vatengesi, kunyange avo vane ruzivo rwakakura. Zvichienderana nekuongorora, mapurogiramu anovhura otomatiki mamwe zvigaro nekumhanya kukuru. Chinangwa chikuru chemutengesi ndechekuve wekutanga kuwana purofiti kubva kumaitiro akaonekwa nealgorithm.

Zvakakosha! Hatisi kutaura nezvekusvetuka kukuru mumitengo, asi kushanduka kwenguva pfupi kunoonekwa kana vatambi vakuru vapinda mumusika.

Kutengeserana kwepamusoro-soro pakuchinjana kunogona kushandiswa kwete chete mumusika wemasheya, asiwo mumusika we cryptocurrency. Nekudaro, havasi vese vanogona kushandisa algorithms nenzira kwayo. Mikana yekushandisa NFT pano yakafanana neyenguva dzose pamusika. Asi zvakakosha kuyeuka kuti mitengo yekristptocurrency inowedzera, saka kune njodzi dzakawanda mumusika we crypto. Asi, maererano, kune zvakare mikana yakawanda yekuwana. Cherechedza! Collocation ndiyo imwe yenzira dzeNFT dzinokutendera kuti uwane mari pa cryptocurrency. Inoshandiswa mumamiriro ezvinhu apo sevha yekutengeserana iri pedyo nepamusoro penzvimbo yekugadzira data. Zvakanaka kana sevha iri munzvimbo imwechete sekutsinhana – izvi zvinokutendera kutamisa data kanenge ipapo. Kunonoka kwenguva yeavhareji mutengesi kungasava nebasa.

Ndeapi mazano uye algorithms anoshandiswa mukutengesa kweHFT

Pane nzira dzinoverengeka dzinokutendera kuti uite mari pazvibvumirano zvekukurumidza. Ngatikurukurei mamwe acho.

Marketmaking

Iro zano rinokurudzira kugadzira maodha mazhinji pamativi ese emutengo – yakakwirira kana migove yatengeswa, uye yakaderera kana yatengwa. Nekuda kweizvi, mari yemusika inooneka, uye vatengesi vega vanowana “mapoinzi ekupinda” zviri nyore. Kana ari mutengesi weNFT, mune iyi kesi anowana pane yekugovera uye kudiwa kwakapararira. Kana zviridzwa zvemari zvakakurumbira, saka ivo vatova nepamusoro liquidity mumusika. Asi nekushomeka kwemari, hazvisi nyore kuti mutengesi awane mutengi.
Kana mutengesi akatenga chengetedzo yakaderera-mvura, haazokwanisi kuitengesa nekukurumidza. Tichafanira kumirira mutengi. Kana kupa bepa nemutengo wakaderera kune HFT mutengesi, asi izvozvi. Nekuda kweizvi, vatengesi veHFT vanowana pazvibatiso. Zvakare, vagadziri vemusika vanogona kugamuchira imwe komisheni kubva mukutsinhana kwekugadzira liquidity mumusika.

Arbitration

Zvinoreva nzira iyi kuwana mutsauko mumitengo panzvimbo dzakasiyana. Kureva kuti, mutengesi anowana pamutengo kusaenzana pakati pezviridzwa kana misika ine hukama. Algorithms inobvumidza iwe kuti uwane kuwirirana pakati pezviridzwa zvemari zvakasiyana, uye kuita mari pazviri. Muenzaniso wakanaka istock uye neramangwana pairi. Imwe nzira sarudzo ndeye kunonoka arbitrage. Mutengesi munyaya iyi anowana mari pakukurumidza kuwana ruzivo. Kuwana ruzivo rwakakosha nguva yapfuura pane vamwe vatambi uye inopa mutengesi nemari huru. Kuti uwane ruzivo rwakadaro, sevha iri padyo nepedyo nenzvimbo dze data dzekuchinjana.

Ignition pulse

Mune zvimwe zviitiko, vatengesi veHFT vanotsamwisa vatori vechikamu mumusika mune ramangwana rekutengesa, izvo zvinokonzeresa mitengo. Muenzaniso wakanaka ndewekuwedzera kwekunyengedza kwakakura kwakaonekwa mumusika wemasheya muna 2012. Zviridzwa zvinotengeswa pamapuratifomu akasiyana zvinogona kubatanidzwa. Izvi zvinoreva kuti kana mutengo pane imwe shanduko uchichinja, mutengo pane imwe shanduko inochinjawo. Zvisinei, ruzivo haruna kupiwa pakarepo. Semuenzaniso, kune anopfuura 1200 km kana 5 milliseconds pakati peChicago neNew York stock exchange. Izvi zvinoreva kuti marobhoti anoshanda muNew York haazive zviri kuitika muChicago kwemamilliseconds mashanu. ” Muchiitiko ichi, mutengo wemangwana unogona kunge wakasiyana nemutengo wezvikamu. Zvekare, mutengesi anogona kuita mari yakanaka pane idzi shanduko. Chii chinonzi HFT uye mabasa api anogadziriswa nevagadziri & mainjiniya – kutengeserana kwepamusoro-soro muzvinhu zvemazuva ano: https://youtu.be/662q9FVqp50

Ndeipi software inodiwa

Pane nzira mbiri dzekupinda High Frequency Trading. Uye yekutanga sarudzo ndeyekutsvaga akazvipira broker. Kana iyi sarudzo isingakodzeri uye mutengesi achida kugona kutengeserana kwepamusoro-soro ari ega, unogona kutenga michina yakakosha uye kuisa software ine simba. Kune akati wandei anopihwa pamusika mune ino nzira.

1. Kutanga, sarudza nzira yauchatevera. Iyo software yekuvandudza inokutengesa iwe chete chirongwa pachayo. Asi iwe uchafanirwa kubata nemasaini, algorithms uye mazano iwe pachako.
2. Iva wakagadzirira kudhura zvakanyanya. Zvingangodaro, iwe uchafanirwa kubhadhara kune masevhisi ebroker, yakagadzikana Internet, collocation.

Usati watanga kuwana mari, zvirongwa zvinoda kugadzirwa. Sezvishandiso, nyanzvi dzinokurudzira kutenga shanduko yepamusoro – semuenzaniso, 24-port Arista. Kana michina yakadaro ikashandiswa, ipapo kunonoka-kune-chiteshi kunonoka kuchava 350 nanoseconds. Iwe unogonawo kushandisa shanduko kubva kuBlade Networks, iyo ine mari yakawanda yebhajeti, asi panguva imwechete inoshanda paFulcrum ASIC. Mutengesi anozodawo network network ine kernel bypass driver. Semuenzaniso, inogona kunge iri 10G-PCIE2-8C2-2S network adapter kubva kuMyricom yeUDP traffic. Iyo Chronos system inokurudzirwa seyekupedzisira-inokurumidza software. Iyo “custom” vhezheni yeGentoo Linux yakanakira iyo. Kune vatengesi, ITI Capital inonyanya kufarirwa. Kubatana kunogoneka munzira mbiri:

1. Yakananga kubatana (DMA).
2. SMARTgate.

Kuti ushandise nzira yekutanga, unoda software inogona kubatana nekuchinjana. Inofanira kuva nesimba rakakodzera re hardware. Hardware simba rinogona kuonekwa pahwindo.
Iwe unogona kushandisa nzira iyi munzira dzakawanda:

• NeVPN.
• Renda sevha chaiyo kubva kuITI Capital.
• Kuiswa kweseva munzvimbo yemahara. Sevha yemutengi iri munzvimbo imwechete muDataSpace data center, asi kwete munzvimbo yekugovera, asi muchivako chakavakidzana. Iyi sarudzo yakachipa zvakanyanya.
• Kuiswa kweserver yemutengi munzvimbo yekugovera.

Kana iri yechipiri sarudzo, SMARTgate inodzikamisa proxy server iyo yakaiswa pakati
pekutengesa robhoti uye gedhi rekuchinjana. Kutenda kune iyi nzira, mutengi anogona kutengesa kubva kune imwechete account, kuburikidza nekubatanidza pamisika yese yeMoscow Exchange.
Kuti uwane account pakuchinjana uku, unofanirwa kubaya bhatani rekuti “Vhura account” mukona yepamusoro yekurudyi.
Iyo sisitimu inokukumbira kuti uise yako nharembozha nhamba uye email kero. Iwe unozofanirwawo kuona nhamba yako yefoni.
Mushure meizvozvo, mutengi achakumbirwa kuisa yakazara data nezvake – nhamba yefoni uye email kero, pasipoti ruzivo uye TIN. Pakupedzisira, iwe uchafanirwa kusaina chibvumirano kuburikidza neSMS.
Ruzivo rwakadzama rwekushandisa iyo terminal inotumirwa kune yako email. Kuisa iyo terminal, ingobaya pakanzi “Download” bhatani. Kuwedzera kuiswa kuchava nyore uye kwakajeka.
Iyo sisitimu inobvunza zita rekushandisa nepassword – idzi data dzinouya pamwe neyekurodha link kune yako mail. Mushure meizvozvo, iyo terminal ichaiswa pakombuta.

Zvakanakira uye zvakaipira zveHFT kutengeserana

Kunyangwe chokwadi chekuti kutengeserana kwepamusoro-soro kwakashandiswa pamusika wepasirese kwenguva yakareba, mafungire pamusoro payo haana kujeka. Naizvozvo, isu tinofunga zvese zvakanakira uye zvakaipira nzira iyi. Zvakanakira zvinosanganisira:

1. Kuwedzera liquidity mukuita matransactions.
2. Kuwedzera kwehuwandu hwekutengesa.
3. Kudzikisa kupararira kwebhidhi-kukumbira.
4. Kuwedzera kushanda zvakanaka kwemitengo.

Asi panewo zvisingabatsiri:

1. Nekuda kwekutengesa kwepamusoro-soro, kusagadzikana mumisika kunova kwakati kurei, sezvo zviri izvo kuti vazhinji vatengesi veHFT vanowana.
2. Vagadziri vanoshanda neakakwira-frequency kutengesa vanowana nemari yevatambi vadiki.
3. Dzimwe nguva rudzi urwu rwemari runobatanidzwa nekutengesa kunorambidzwa – semuenzaniso, kuisa kana spoofing.

Kutengeserana kwakarambidzwa kunosanganisira otomatiki musika manipulation iyo inokutendera kuti upfuure vamwe vatambi. Spoofers vanoisa maodha akawanda kune rimwe divi rebhuku reodha, saka zvinoita sekunge kune vakawanda vanoisa mari pamusika vari kutsvaga kutenga kana kutengesa zvinhu. Layering manipulators kutanga vagadzira nhamba huru yemirairo, uye vobva vadzima – izvi zvinotungamirira kune chokwadi chokuti mutengo weasset unokwira kana kuwira zvakanyanya. High-frequency trading (kubva kuChirungu “HFT, High-frequency trading”) – chii ichocho, algorithms uye mazano anoshandiswa: https://youtu.be/Rc3GsNv1ffU

Muzviitiko zvipi uye ndiani anogona kushandisa HF kutengesa

Chero ani zvake anogona kushandisa rudzi urwu rwemari, sezvo algorithms yave kuonekwa kuti chero munhu anogona kutenga. Asi vanotanga vanofanira kunyanya kungwarira. Iyi nzira inonyanya kukodzera kune vanoisa mari mumasangano vanonzwisisa musika uye vanokwanisa kurarama nemitengo isingatarisirwi. Usati waenda kune yakakwira-frequency yekutengesa, zviri nani kuyedza ruoko rwako pane zvakajairika kutengesa uye kuwana ruzivo kuitira kuti utange kunzwisisa musika. Zvingave zvirinani kutanga nekutengesa
intraday kutanga , wobva waenda kuHFT.

Mibvunzo nemhinduro

Ungave sei mutengesi weHFT? Iwe unogona kupedzisa chibvumirano nebroker, kana kutenga yako software.
Iyo Marketmaking strategy inoshanda sei? Iyo investor inogadzira kurongeka kugadzirwa pamativi ese emutengo. Pamusiyano wemitengo iyi uye kune mihoro.
Chii chinonzi collocation? Iyi ndiyo imwe yenzira dzeHFT, kana sevha ichiiswa padyo nenzvimbo yedata yekutsinhana. Izvi zvinokutendera kuti uderedze nguva inowanzo shandiswa pakuendesa data. Iyi nzira inoshandiswa mune dzakawanda dzepamusoro-frequency yekutengesa mazano.