Uqoqosho lwanamhlanje alunakucingelwa ngaphandle kotshintshiselwano kunye nemarike yemasheya. Ukurhweba kwezi ndawo kuthiwa
ukurhweba . Abarhwebi basebenzise ngokusebenzayo amathuba obuchwepheshe bekhompyuter ukuququzelela ukuqhutywa kweshishini labo. Ukurhweba kusetyenziswa iimodeli zemathematika kunye nobuchwepheshe bekhompyuter kubizwa ngokuba yi-algorithmic trading. Eli nqaku lithetha ngolu hlobo lokurhweba kwiimarike zemali, iintlobo zayo, iindlela ezisetyenzisiweyo, iingenelo kunye nokungonakali, isofthiwe esetyenzisiweyo.
- Yintoni urhwebo lwe-algorithmic (urhwebo lwe-algorithmic)
- Yintoni undoqo worhwebo lwe-algorithmic?
- Ziziphi iintlobo zokurhweba nge-algorithmic ezikhoyo?
- Nini kwaye njani ukurhweba kwe-algorithmic kubonakala, njengento
- Urhwebo lwe-algorithmic lwahluke njani kwintengiso ye-algorithmic?
- Yeyiphi isoftware efanelekileyo yorhwebo lwe-algorithmic?
- Yintoni ekufuneka ikhunjulwe ngaphambi kokwenza urhwebo lwe-algorithmic?
- I-TSLab yenye yezona nkqubo zidumileyo zokusebenzisa i-algorithmbots.
- Ukuhlohla
- Uqeqesho kurhwebo lwe-algorithmic kwi-TSLab
- Supplier setup
- Ukwenza iskripthi
- isitokhwe
- WealthLab
- Ziziphi izicwangciso ezisetyenziselwa ukurhweba kwe-algorithmic?
- Indlela yokuthintela ilahleko xa usenza urhwebo lwe-algorithmic, ulawulo lomngcipheko
- Urhwebo lweAlgo: iingenelo kunye nokungeloncedo
Yintoni urhwebo lwe-algorithmic (urhwebo lwe-algorithmic)
Igama elithi “algorithmic trading” okanye “algorithmic trading” lineentsingiselo ezimbini. Kwimeko yokuqala, eli gama lithetha indlela yokuphumeza umyalelo omkhulu kwimarike, ngokubhekiselele ekuvulweni ngokuthe ngcembe ngokwemigaqo ethile kwaye ihlulwe ngokuzenzekelayo kwii-sub-odolo ezininzi, ezinexabiso labo kunye nomthamo. Umyalelo ngamnye uthunyelwa kwimarike ukuze uphunyezwe. Injongo yetekhnoloji kukwenza kube lula kubarhwebi ukwenza amashishini amakhulu ekufuneka enziwe ngeyona ndlela ibonakalayo. Ngokomzekelo, kufuneka uthenge izabelo ze-200,000, kwaye isikhundla ngasinye siquka izabelo ezi-4 ngexesha.
robot yorhwebo “. Urhwebo lwe-algorithmic kunye norhwebo lwe-algorithmic lusetyenziswa kutshintshiselwano, kubandakanya utshintshiselwano lwe-cryptocurrency, kunye ne-Forex.
Yintoni undoqo worhwebo lwe-algorithmic?
Urhwebo lwe-Algo lubandakanya ukuqokelela idatha kwi-asethi ethile esekelwe kwimbali yophuhliso lwayo, ukukhetha i-algorithms yokuthengiselana kunye neerobhothi ezifanelekileyo zokurhweba. Ukumisela ixabiso, i-theory of probability isetyenzisiweyo, ukusilela kweemarike kunye nokwenzeka kokuphindaphinda kwabo kwixesha elizayo kunqunywe. Kukho iintlobo ezintathu zokukhetha. Ngendlela yezandla, ingcali isebenzisa iifomyula zemathematika kunye neemodeli eziphathekayo. Indlela yofuzo ibandakanya ukuphuhliswa kwemithetho kwiinkqubo zekhompyutha kunye nobukrelekrele bokwenziwa. I-automatic iveliswa yinkqubo ekhethekileyo yekhompyutha eqhuba uluhlu lwemithetho kwaye ivavanye.
Ziziphi iintlobo zokurhweba nge-algorithmic ezikhoyo?
Urhwebo lwe-algorithmic luphunyezwa kwiindawo ezininzi eziphambili:
- Uhlalutyo lobuGcisa . Ukusebenzisa ukungasebenzi kakuhle kwemarike kunye nokuchonga iindlela zangoku ngokuhlalutya kwezibalo kunye nomzimba.
- Ukwenza imarike . Le ndlela igcina ukuthengiseka kweemarike. Abavelisi beemarike bavuzwa ngotshintshiselwano ngokwanelisa imfuno, kubandakanywa nenzuzo. Isicwangciso sisekelwe kwi-accounting kunye nokuhamba ngokukhawuleza kolwazi oluvela kwiimarike.
- Ukubaleka ngaphambili . Uhlalutyo lomthamo weodolo ngesixhobo kunye nokukhethwa kweyona inkulu kubo. Esi sicwangciso sisekelwe kwinto yokuba umyalelo omkhulu uya kuba nexabiso elikhulu kwaye uya kutsala i-counter orders ezininzi. I-algorithms ihlalutya iteyiphu kunye nedatha yencwadi ye-odolo kwaye uzame ukulungisa iintshukumo ngexesha leentengiselwano ezinkulu ngokukhawuleza kunabanye abathathi-nxaxheba.
- Izibini kunye noRhwebo lweBhaskithi . Izixhobo ezibini okanye ngaphezulu zinxulunyaniswa nonxibelelwano oluphezulu, kodwa hayi enye ukuya kwenye. Ukuphambuka kwesinye sezixhobo ukusuka kwikhosi enikiweyo kuthetha ukuba kunokwenzeka ukuba ubuyele kwiqela layo. Ukumisela ulungelelwaniso kunceda ukwenza urhwebo olunenzuzo.
- Ulamlo . Indlela isekelwe ekuthelekiseni i-asethi kunye nexabiso elifanayo lexabiso. Oku kufana ngamanye amaxesha kophulwa ngenxa yezizathu ezahlukeneyo. Undoqo we-arbitrage kukuthengiswa kwe-asethi ebiza kakhulu kunye nokuthengwa kwexabiso eliphantsi. Ngenxa yoko, ii-asethi ziya kulinganisa kwixabiso, kwaye i-asethi ephantsi iya kunyuka kwixabiso. Iinkqubo zokurhweba nge-algorithmic zibona utshintsho lwamaxabiso kwimarike kwaye zenze izivumelwano ze-arbitrage ezinenzuzo. [i-id ye-caption = “i-attachment_12595” align = “aligncenter” wide = “650”]
- Urhwebo oluguquguqukayo . Uhlobo olunzima lokurhweba, olubandakanya ukuthenga iinketho ezahlukeneyo. Umrhwebi ulindele ukuba ukuguquguquka kwesitokisi kwanda xa kuthengiswa kwaye kunciphe xa kuthengwa. Olu hlobo lorhwebo lufuna umthamo wezixhobo ezibalulekileyo kunye neengcali eziqeqeshiweyo.
Amaqhinga okusebenza kurhwebo lwe-algorithmic, yonke inyani malunga nokuthengisa irobhothi: https://youtu.be/eg3s0c_X_ao
Nini kwaye njani ukurhweba kwe-algorithmic kubonakala, njengento
Urhwebo lwe-algorithmic lwaphuhliswa ekuqaleni kwe-1970 kunye nokudalwa kwe-NASDAQ, utshintshiselwano lokuqala lokusebenzisa ukurhweba ngekhompyutha. Ngaloo mihla, ukurhweba kwe-algorithmic kwakufumaneka kuphela kubatyalo-mali abakhulu, abantu abaqhelekileyo babengenakho ukufikelela kwiteknoloji enjalo. Iikhomputha azizange zifezeke ngoko, kwaye ngo-1987 kwakukho impazamo ye-hardware eyakhokelela ekuweni kweemarike zaseMelika. Kwi-1998, i-SEC – iKhomishoni yezoKhuseleko yase-US yavumela ngokusemthethweni ukusetyenziswa kwamaqonga okurhweba ngekhompyutha. Lo nyaka kufuneka uthathelwe ingqalelo umhla wokubonakala kwentengiso ye-algorithmic kwifom yayo yanamhlanje.
iirobhothi zokurhweba zenza i-60% yentengiselwano. Emva ko-2012, imeko iye yatshintsha. Ukungaqiniseki kwemarike kukhokelele kukusilela kwisoftware ekhoyo ngelo xesha. Ipesenti yorhwebo eyenziwa ngokuzenzekelayo iye yancitshiswa ukuya kwi-50% yetotali. Ukuze ugweme iimpazamo, ukuphuhliswa kunye nokuphunyezwa kobukrelekrele bokwenziwa kuqalile.
Urhwebo lwe-algorithmic lwahluke njani kwintengiso ye-algorithmic?
Ngaphandle kokufana okubonakalayo kweekhonsepthi, umntu kufuneka ahlule phakathi kweekhonsepthi “zentengiso ye-algorithmic” kunye “norhwebo lwe-algorithmic”. Kwimeko yokuqala, indlela yokwenza umyalelo omkhulu ngokuyihlula ibe ngamacandelo kwaye uyithumele ngokwemigaqo ethile, kwaye kwimeko yesibini, bathetha ngenkqubo ezenzekelayo eyenza imiyalelo ngaphandle komthengisi ngokwendlela ethile. ialgorithm. Ii-algorithms kurhwebo lwe-algorithmic zisetyenziselwa ukwenza lula ukwenziwa kweentengiselwano ezinkulu ngumthengisi. Kwintengiso ye-algorithmic, zisetyenziselwa ukuhlalutya imarike kunye nezikhundla ezivulekileyo zokwandisa ingeniso.
Yeyiphi isoftware efanelekileyo yorhwebo lwe-algorithmic?
Ekubeni ukurhweba kwe-algorithmic kubandakanya ukusetyenziswa kweteknoloji yekhompyutheni, kufuneka ukhethe isofthiwe efanelekileyo. Irobhothi yokurhweba sesona sixhobo siphambili sokuziqhelanisa norhwebo oluzenzekelayo. Unokuziphuhlisa ngokwakho usebenzisa
iilwimi zeprogram , okanye usebenzise iqonga ukuze uyile.
Yintoni ekufuneka ikhunjulwe ngaphambi kokwenza urhwebo lwe-algorithmic?
Okokuqala, kuyafaneleka ukukhankanya ukuba umthengisi we-algo kufuneka akwazi ukucwangcisa, kuba ezininzi iiplatifomu ziyakwazi ukulawulwa ngokulawula lo buchule. Ulwimi lwenkqubo olusetyenziselwa urhwebo lwe-algorithmic kufuneka luhambelane nawo onke amaqonga kunye ne-algorithms ephuhliswayo. Olona lwimi lufanelekileyo lwenkqubo yi-C# (C-Sharp). Isetyenziswa kumaqonga anje ngeTSLab, StockSharp, WealthLab. Ngaphandle kolwazi ulwimi lwenkqubo, iinkqubo ezi-2 zokugqibela kuya kufuneka zifundiswe iinyanga ezininzi.
I-TSLab yenye yezona nkqubo zidumileyo zokusebenzisa i-algorithmbots.
Iqonga lokudala, uvavanyo kunye nokuqaliswa
kweerobhothi zokurhweba kunye neenkqubo. Kubandakanya umhleli obonakalayo ofanelekileyo ngendlela yeetyhubhu, eziza kukuvumela ukuba uphuhlise irobhothi ngaphandle kokwazi ulwimi lwenkqubo. Unokuhlanganisa i-algorithm yokurhweba oyifunayo kwii-cubes. Imbali yezixhobo zokurhweba eziqokelelwe yiprogram iya kukuvumela ukuba ufumane kwaye ulungise iimpazamo kwizikripthi, ngelixa izixhobo zokuhlalutya kwezobugcisa ziya kukunceda wenze isisombululo esisodwa.
Ukuhlohla
Ukufakela iqonga, kufuneka ukhuphele i-installer kwiwebhusayithi esemthethweni. Iphepha lokukhuphela lichaza ukuba inkqubo isebenza kuphela kwiinguqulelo ze-64-bit zeWindows. Emva kokukhuphela, vula ifayile yokufakela. Ngaphambi kokufaka, kuya kukukhuthaza ukuba ufake inguqulelo yamva nje ye-.NET Framework kunye neVisual C ++ Redistributable Studio.
Uqeqesho kurhwebo lwe-algorithmic kwi-TSLab
Supplier setup
Ukuseta kunye nokuvavanya i-robot yokurhweba, kufuneka ube nembali yeengcaphuno. Ukufumana imbali yeengcaphuno, kufuneka umise umboneleli wedatha. Kwimenyu ye-“Data”, khetha into ethi “Suppliers”.
Ukwenza iskripthi
Iqonga le-TSLab likuvumela ukuba uphuhlise ii-algorithms zokurhweba, uvavanyo kunye nokwenza iirobhothi zokurhweba – iiarhente. Kodwa ngaphambi kokudala i-algorithm yokurhweba, kufuneka ubhale iskripthi kuyo. Ukwenza oku, khetha u-“Lab” kwimenyu. Khetha “Izikripthi” kuluhlu oluhlayo.
isitokhwe
I-Stocksharp lithala leencwadi leerobhothi zokurhweba ezibhalwe kwi-C #. Iirobhothi zokurhweba zihlanganiswe kwindawo yenkqubo yeVisual Studio. Ke ngoko, ngaphambi kokuba ubhale irobhothi usebenzisa esi sixhobo, kuya kufuneka uchithe ubuncinci iinyanga ezintandathu ufunda ulwimi lwenkqubo. Asinguye wonke umntu okwaziyo ukugqiba isifundo kude kube sekupheleni. Nangona kunjalo, ukusetyenziswa kweli qonga kuthetheleleka ngokupheleleyo ekusebenzeni.
WealthLab
I-WealthLab lelinye iqonga lokuvavanya nokuphuhlisa iirobhothi zokurhweba kunye neenkqubo ezivela kwiFidelity. Kukho iinguqulelo ezimbini zenkqubo: I-Pro yabemi base-US abaneakhawunti yeFidelity, kunye noPhuhlisa wonke umntu. I-WealthLab ikuvumela ukuba usebenzise izixhobo zohlalutyo lobuchwephesha kuphuhliso lweerobhothi, ufumane imiqondiso yokungena kunye nokuvala isivumelwano kwaye uyidlulisele kwi-terminal. Ukuba umrhwebi akakwazi ukwenza inkqubo, unokusebenzisa umncedisi (wizard). Iqonga lisekelwe kwiilwimi zeprogram ye-C # kunye ne-Pascal. Iqonga lizoba iitshathi ngendlela yamacandelo, izibane zaseJapan, iitshathi zomgca, njl.
Ziziphi izicwangciso ezisetyenziselwa ukurhweba kwe-algorithmic?
Ukurhweba usebenzisa i-algorithms ukuzisa iziphumo ezibonakalayo, kufuneka unamathele kwisicwangciso esilungiselelwe imeko ethile.
- Isicwangciso esiqikelelwayo . Ijolise ekuphumezeni elona xabiso lilungileyo lokungena kwintengiselwano ngenzuzo elandelayo. Isetyenziswa ikakhulu ngabarhwebi babucala.
- imigodi yedatha . Ukufumana iipateni ezintsha zee-algorithms ezintsha. Uninzi lwedatha luqokelelwa kwesi sicwangciso phambi kovavanyo. Ulwazi lukhangelwa ngoseto lwezandla.
- I- TWAP lixabiso elilinganiselweyo lexesha. Ukuvula ii-odolo ngamaxesha alinganayo kwibhidi engcono kunye namaxabiso anikezelayo.
- VWAP – umthamo-weighted avareji ixabiso. Ukuvula indawo kwiindawo ezilinganayo kunye nomthamo ofanayo ngexesha elithile kunye namaxabiso angekho ngaphezu kwexabiso eliphakathi.
- Isicwangciso sokwenza . Isicwangciso esisetyenziselwa ukufumana i-asethi ngexabiso eliphakathi elilinganisiweyo kumthamo omkhulu. Isetyenziswa kakhulu ngabarhwebi kunye neemali zehedge.
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Indlela yokuthintela ilahleko xa usenza urhwebo lwe-algorithmic, ulawulo lomngcipheko
Kuyimpazamo enkulu ukukholelwa ukuba umthengisi we-algorithmic ufuna kuphela ukudala i-robot yokurhweba. Zonke iingozi kufuneka zithintelwe kwaye zipheliswe. Ukuphazamiseka kombane, uqhagamshelo lwe-Intanethi kunye neempazamo ekubaleni kunye nokucwangcisa kunokukhokelela kwilahleko enkulu kwaye kukuvimbe umvuzo wakho ngokupheleleyo.
Ukuphelisa ezi mpazamo, kuyimfuneko ukubeka iliso kunye nokuhlalutya imiyalelo kunye nemida yezicwangciso zokurhweba ukwenzela ukuphelisa iiparitha eziphosakeleyo.
Kwimeko yemeko engxamisekileyo, kuyimfuneko ukwazisa ngokukhawuleza onke amaqela anomdla malunga nale nto ngeSMS, i-imeyile, izithunywa ezikhawulezayo kunye nezinye iindlela zokunxibelelana. Kunyanzelekile ukurekhoda ukungaphumeleli ngakunye kwiilogi ukwenzela ukuthintela ukuphindaphinda kwayo kwixesha elizayo. Uyenza njani ingeniso ye-passive ngokurhweba nge-algorithmic: https://youtu.be/UeUANvatDdo
Urhwebo lweAlgo: iingenelo kunye nokungeloncedo
Iirobhothi zokurhweba azikho phantsi kwezinto “zomntu” ezinokuchaphazela umsebenzi wabo: ukukhathala, ukuphazamiseka ngokweemvakalelo, kunye nabanye. Le yeyona nzuzo iphambili yorhwebo lwe-algorithmic. Ii-algorithms zilandela inkqubo echazwe kakuhle kwaye ungaze uphambuke kuyo. Urhwebo lweAlgo lunenani lezinto ezingeloncedo. Ezi ziquka, ngokukodwa, ukungafumaneki kolwazi ngolu hlobo lwezorhwebo kwindawo yoluntu. Umrhwebi we-algorithmic kufuneka abe nobuchule kwiprogram, enzima kakhulu kuninzi lweengcali zemali. Ukuba imarike iyatshintsha, kuya kufuneka utshintshe ngokupheleleyo i-algorithm. Ekubhaleni i-robot yokurhweba, impazamo ingenziwa eya kukhokelela yonke i-algorithm phantsi kwendlela engafanelekanga, kwaye oku kuya kukhokelela ekulahlekelweni kwemali.