Moruo oa kajeno ha o nahane ntle le phapanyetsano le ‘maraka oa lichelete. Khoebo libakeng tsena e bitsoa khoebo . Bahoebi ba sebelisa ka mafolofolo menyetla ea theknoloji ea khomphutha ho tsamaisa khoebo ea bona. Khoebo e sebelisang mehlala ea lipalo le theknoloji ea khomphutha e bitsoa algorithmic trading. Sehlooho sena se bua ka mofuta ona oa khoebo limmarakeng tsa lichelete, mefuta ea eona, mekhoa e sebelisoang, melemo le melemo, software e sebelisoang.
- Khoebo ea algorithmic ke eng (khoebo ea algorithmic)
- Moko oa khoebo ea algorithmic ke eng?
- Ke mefuta efe ea khoebo ea algorithmic e teng?
- Khoebo ea algorithmic e hlahile neng hona joang, joalo ka ntho e makatsang
- Khoebo ea algorithmic e fapane joang le khoebo ea algorithmic?
- Ke software efe e loketseng khoebo ea algorithmic?
- Ke eng e lokelang ho hopoloa pele u etsa khoebo ea algorithmic?
- TSLab ke e ‘ngoe ea mananeo a tsebahalang haholo a ho tsamaisa li-algorithmbots.
- Ho kenya
- Koetliso ea khoebo ea algorithmic ho TSLab
- Tlhophiso ea mofani
- Ho etsa script
- stocksharp
- WealthLab
- Ke maano afe a sebelisoang bakeng sa khoebo ea algorithmic?
- Mokhoa oa ho thibela tahlehelo ha o etsa khoebo ea algorithmic, taolo ea kotsi
- Khoebo ea Algo: melemo le mathata
Khoebo ea algorithmic ke eng (khoebo ea algorithmic)
Lentsoe “algorithmic trading” kapa “algorithmic trading” le na le meelelo e ‘meli. Tabeng ea pele, lentsoe lena le bolela mokhoa oa ho phethahatsa taelo e kholo ‘marakeng, ho latela hore na e buloa butle-butle ho ea ka melao e itseng’ me e arotsoe ka mokhoa o ikemetseng ka litaelo tse nyenyane tse ‘maloa, tse nang le theko ea tsona le molumo oa tsona. Taelo e ‘ngoe le e’ ngoe e romeloa ‘marakeng bakeng sa ho etsoa. Sepheo sa thekenoloji ke ho nolofalletsa bahoebi ho etsa khoebo e kholo e lokelang ho etsoa ka mokhoa o sa bonahaleng haholo. Mohlala, o hloka ho reka likarolo tse 200,000, ‘me boemo bo bong le bo bong bo kenyelletsa likarolo tse 4 ka nako.
Moko oa khoebo ea algorithmic ke eng?
Khoebo ea Algo e kenyelletsa ho bokella lintlha ka thepa e itseng e thehiloeng historing ea tsoelo-pele ea eona, ho khetha li-algorithms bakeng sa litšebelisano le liroboto tse loketseng tsa khoebo. Ho fumana theko, khopolo ea monyetla e sebelisoa, mefokolo ea ‘maraka le monyetla oa ho pheta-pheta ha tsona nakong e tlang li khethoa. Ho na le mefuta e meraro ea khetho. Ka mokhoa oa matsoho, setsebi se sebelisa mekhoa ea lipalo le mehlala ea ‘mele. Mokhoa oa liphatsa tsa lefutso o kenyelletsa nts’etsopele ea melao ka litsamaiso tsa likhomphutha le bohlale ba maiketsetso. Automatic e hlahisoa ke lenaneo le khethehileng la k’homphieutha le sebetsanang le letoto la melao le ho e leka.
Ke mefuta efe ea khoebo ea algorithmic e teng?
Khoebo ea algorithmic e sebelisoa libakeng tse ‘maloa tse kholo:
- Tlhahlobo ea Theknoloji . Ho sebelisa ho se sebetse hantle ha ‘maraka le ho tsebahatsa maemo a hajoale ka tlhahlobo ea lipalo le ‘mele.
- Ho etsa ‘maraka . Mokhoa ona o boloka chelete ea ‘maraka. Baetsi ba limmaraka ba putsoa ka phapanyetsano ka tlhokahalo e khotsofatsang, ho kenyeletsoa khahlanong le phaello. Leano lena le ipapisitse le li-accounting le phallo e potlakileng ea tlhaiso-leseling e tsoang limmarakeng.
- Ho matha pele . Tlhahlobo ea boholo ba litaelo ka sesebelisoa le khetho ea kholo ka ho fetisisa ho tsona. Leano lena le thehiloe tabeng ea hore taelo e kholo e tla ba le theko e kholo ‘me e tla hohela litaelo tse ngata tsa counter. Algorithms sekaseka tape le odara ya data buka le ho leka ho lokisa metsamao nakong ditransekshene khōlō ka potlako ho feta barupeluoa ba bang.
- Lipara le Khoebo ea Basketkete . Lisebelisoa tse peli kapa ho feta li hokahane le khokahano e phahameng, empa eseng e le ‘ngoe. Ho kheloha ha e ‘ngoe ea lisebelisoa ho tloha thupelong e fanoeng ho bolela hore ho ka etsahala hore e khutlele sehlopheng sa eona. Ho khetha ho hokahanya ho thusa ho etsa khoebo e nang le phaello.
- Bohlale . Mokhoa ona o itšetlehile ka ho bapisa matlotlo a nang le matla a tšoanang a theko. Ho tšoana hona ka linako tse ling ho hatakeloa ka lebaka la mabaka a fapaneng. Ntho ea bohlokoa ea arbitrage ke thekiso ea thepa e theko e boima haholo le ho reka e theko e tlaase. Ka lebaka leo, thepa e tla lekana ka theko, ‘me thepa e theko e tlaase e tla eketseha ka theko. Litsamaiso tsa khoebo tsa algorithmic li lemoha liphetoho tsa theko ‘marakeng le ho etsa litšebelisano tse ntle tsa arbitrage. [id-caption id = “attachment_12595” align = “aligncenter” wide = “650”] Maano a iqapetsoeng
- Khoebo ea volatility . Mofuta o rarahaneng oa khoebo, o kenyelletsang ho reka likhetho tse fapaneng. Mohoebi o lebeletse hore ho hloka botsitso ha thepa ho eketsehe ha a rekisa le ho fokotseha ha a reka. Mofuta ona oa khoebo o hloka matla a bohlokoa a lisebelisoa le litsebi tse tšoanelehang.
Mekhoa ea ho sebetsa khoebong ea algorithmic, ‘nete eohle mabapi le khoebo ea liroboto: https://youtu.be/eg3s0c_X_ao
Khoebo ea algorithmic e hlahile neng hona joang, joalo ka ntho e makatsang
Khoebo ea algorithmic e ile ea ntlafatsoa mathoasong a lilemo tsa bo-1970 ka ho thehoa ha NASDAQ, phapanyetsano ea pele ea ho sebelisa khoebo ea k’homphieutha. Matsatsing ao, khoebo ea algorithm e ne e fumaneha feela ho batseteli ba bangata, batho ba tloaelehileng ba ne ba se na monyetla oa ho fumana theknoloji e joalo. Lik’homphieutha li ne li sa phethahala ka nako eo, ‘me ka 1987 ho ne ho e-na le phoso ea hardware e ileng ea lebisa ho putlama ha’ maraka oa Amerika. Ka 1998, SEC – US Securities Commission e lumelletse ka molao tšebeliso ea liforomo tsa khoebo tsa elektronike. Selemong sena se lokela ho nkoa e le letsatsi la ponahalo ea khoebo ea algorithmic ka mokhoa oa eona oa morao-rao. [id-caption id = “attach_12604” align = “aligncenter” wide = “663”]
Khoebo ea algorithmic e fapane joang le khoebo ea algorithmic?
Ho sa tsotellehe ho tšoana ho bonahalang ha likhopolo, motho o lokela ho khetholla pakeng tsa likhopolo tsa “algorithmic trading” le “algorithmic trading”. Tabeng ea pele, mokhoa oa ho phethahatsa taelo e kholo ka ho e arola likarolo ebe o e romella ho ea ka melao e itseng e boleloa, ‘me tabeng ea bobeli, ba bua ka tsamaiso e ikemetseng e etsang litaelo ntle le mohoebi ho ea ka mokhoa o itseng. algorithm. Li-algorithms tsa khoebo ea algorithmic li sebelisetsoa ho nolofatsa ho etsoa ha litšebelisano tse kholo ke mohoebi. Khoebong ea algorithm, li sebelisetsoa ho sekaseka ‘maraka le maemo a bulehileng ho eketsa chelete.
Ke software efe e loketseng khoebo ea algorithmic?
Kaha khoebo ea algorithmic e kenyelletsa tšebeliso ea mahlale a khomphutha, o hloka ho khetha software e nepahetseng. Roboto ea khoebo ke sesebelisoa sa mantlha sa ho itloaetsa khoebo ea boiketsetso. U ka e ntlafatsa ka bouena u sebelisa lipuo tsa mananeo , kapa sebelisa sethala ho e etsa.
Ke eng e lokelang ho hopoloa pele u etsa khoebo ea algorithmic?
Ntlha ea pele, ke habohlokoa ho bolela hore mohoebi oa algo o hloka ho khona ho etsa lenaneo, hobane li-platform tse ngata li ka tseba ka ho tseba tsebo ena. Puo ea lenaneo e sebelisoang bakeng sa khoebo ea algorithm e tlameha ho lumellana le lipolanete tsohle le li-algorithms tse ntseng li ntlafatsoa. Puo e loketseng ka ho fetisisa ea lenaneo ke C # (C-sharp). E sebelisoa li-platform tse kang TSLab, StockSharp, WealthLab. Ntle le ho tseba puo ea lenaneo, mananeo a 2 a ho qetela a tla tlameha ho tseba likhoeli tse ‘maloa.
TSLab ke e ‘ngoe ea mananeo a tsebahalang haholo a ho tsamaisa li-algorithmbots.
Sethala sa ho theha, ho leka le ho qala liroboto le lits’ebetso tsa khoebo. E kenyelletsa sebali sa pono se bonolo ka sebopeho sa li-cubes, se tla u lumella ho theha roboto ntle le ho tseba puo ea lenaneo. U ka bokella algorithm e lakatsehang ea khoebo ho tsoa ho li-cubes. Histori ea lisebelisoa tsa khoebo tse bokelletsoeng ke lenaneo li tla u lumella ho fumana le ho lokisa liphoso libukeng, ha lisebelisoa tsa tlhahlobo ea theknoloji li tla u thusa ho theha tharollo e ikhethang.
Ho kenya
Ho kenya sethala, o hloka ho khoasolla sesebelisoa ho webosaete ea semmuso. Leqephe la ho jarolla le bolela hore lenaneo le sebetsa feela ho mefuta ea 64-bit ea Windows. Ka mor’a ho khoasolla, bula faele ea ho kenya. Pele o kenya, e tla u susumelletsa hore u kenye phetolelo ea morao-rao ea .NET Framework le Visual C ++ Redistributable Studio.
Koetliso ea khoebo ea algorithmic ho TSLab
Tlhophiso ea mofani
Ho theha le ho leka roboto ea khoebo, o hloka ho ba le nalane ea mantsoe a qotsitsoeng. Ho fumana nalane ea mantsoe a qotsitsoeng, o hloka ho theha mofani oa data. Ho menu ea “Data”, khetha ntho ea “Suppliers”.
Ho etsa script
Sethala sa TSLab se u lumella ho nts’etsapele li-algorithms tsa khoebo, liteko le ho theha liroboto tsa khoebo – baemeli. Empa pele o theha algorithm ea khoebo, o hloka ho e ngolla script. Ho etsa sena, khetha “Lab” ho menu. Khetha “Scripts” lethathamong le theoha.
stocksharp
Stocksharp ke laebrari ea liroboto tsa khoebo tse ngotsoeng ho C #. Liroboto tsa khoebo li hlophisitsoe tikolohong ea mananeo a Visual Studio. Ka hona, pele u ngola roboto u sebelisa mohloli ona, u tla hloka ho qeta bonyane likhoeli tse tšeletseng u ithuta puo ea lenaneo. Hase bohle ba khonang ho qeta thuto ho fihlela qetellong. Leha ho le joalo, tšebeliso ea sethala sena e nepahetse ka botlalo ts’ebetsong.
WealthLab
WealthLab ke sethala se seng sa ho leka le ho nts’etsapele liroboto tsa khoebo le lits’ebetso ho tsoa ho Fidelity. Ho na le mefuta e ‘meli ea lenaneo: Pro bakeng sa baahi ba US ba nang le ak’haonte ea Fidelity, le Developer bakeng sa motho e mong le e mong. WealthLab e u lumella ho sebelisa lisebelisoa tsa tlhahlobo ea tekheniki ho nts’etsopele ea liroboto, ho amohela matšoao a ho kenya le ho koala tumellano le ho li fetisetsa setsing sa marang-rang. Haeba mohoebi a sa tsebe ho etsa lenaneo, a ka sebelisa mothusi (wizard). Sethala se ipapisitse le lipuo tsa lenaneo la C # le Pascal. Sethala se hula lichate ka mokhoa oa likarolo, likerese tsa Majapane, lichate tsa line, joalo-joalo.
Ke maano afe a sebelisoang bakeng sa khoebo ea algorithmic?
Bakeng sa khoebo ka ho sebelisa li-algorithms ho tlisa liphetho tse bonahalang, o hloka ho khomarela leano le etselitsoeng boemo bo itseng.
- Leano le Lebeletsoeng . E reretsoe ho fihlela theko e ntle ka ho fetisisa bakeng sa ho kenya transaction bakeng sa phaello e latelang. E sebelisoa haholo ke bahoebi ba ikemetseng.
- merafo ea data . Ho fumana mekhoa e mecha ea li-algorithms tse ncha. Boitsebiso bo bongata bo bokelloa ka leano lena pele ho teko. Lintlha li batloa ka litlhophiso tsa matsoho.
- TWAP ke theko e lekantsoeng ea nako. Ho bula litaelo ka linako tse lekanang ka theko e ntle ka ho fetisisa le litheko tsa ho fana.
- VWAP – theko ea karolelano ea boima ba molumo. Ho bula boemo ka likarolo tse lekanang le molumo o lekanang ka nako e itseng le litheko tse sa phahametseng boleng bo tloaelehileng.
- Leano la ho phethahatsa . Leano le sebelisetsoang ho fumana letlotlo ka theko e lekantsoeng ka bongata bo boholo. E sebelisoa haholo ke barekisi le lichelete tsa hedge.

Mokhoa oa ho thibela tahlehelo ha o etsa khoebo ea algorithmic, taolo ea kotsi
Ke phoso e kholo ho lumela hore mohoebi oa algorithmic o hloka feela ho etsa roboto ea khoebo. Likotsi tsohle li tlameha ho thibeloa le ho felisoa. Litšitiso tsa motlakase, khokahanyo ea Marang-rang le liphoso tsa lipalo le mananeo li ka lebisa tahlehelong e kholo le ho u amoha chelete ka botlalo. [id-caption id = “attach_12559” align = “aligncenter” wide = “938”]
Ho felisa liphoso tsena, hoa hlokahala ho beha leihlo le ho sekaseka litaelo le meeli ea maano a khoebo e le ho felisa methati e fosahetseng.
Ha ho e-na le boemo ba tšohanyetso, ho hlokahala hore hang-hang u tsebise bohle ba thahasellang ka sena ka SMS, e-mail, manģosa a hang-hang le litsela tse ling tsa puisano. Ho bohlokoa ho ngola ho hloleha ho hong le ho hong ho li-log e le ho thibela ho pheta-pheta ha eona nakong e tlang. Mokhoa oa ho theha chelete e kenang ka khoebo ea algorithmic: https://youtu.be/UeUANvatDdo
Khoebo ea Algo: melemo le mathata
Liroboto tsa khoebo ha li tlas’a mabaka a “batho” a ka amang mosebetsi oa bona: mokhathala, ho senyeha ha maikutlo, le tse ling. Ena ke monyetla o ka sehloohong oa khoebo ea algorithmic. Li-algorithms li latela lenaneo le hlalositsoeng hantle ‘me ha ho mohla li fapohang ho lona. Khoebo ea Algo e na le mefokolo e mengata. Tsena li kenyelletsa, haholo-holo, ho se fumanehe ha tlhahisoleseding ea mofuta ona oa khoebo sebakeng sa sechaba. Mohoebi oa algorithm o tlameha ho ba le tsebo ea ho etsa mananeo, e leng ntho e thata haholo ho litsebi tse ngata tsa lichelete. Haeba ‘maraka o fetoha, o tla tlameha ho fetola algorithm ka ho feletseng. Ka ho ngola roboto ea khoebo, phoso e ka etsoa e tla lebisa algorithm eohle tseleng e fosahetseng, ‘me sena se tla lebisa tahlehelong ea chelete.