Umnotho wesimanje awucabangeki ngaphandle kokuhwebelana kanye nemakethe yamasheya. Ukuhweba kulezi zindawo kubizwa ngokuthi
ukuhweba . Abahwebi basebenzisa ngenkuthalo amathuba obuchwepheshe bekhompiyutha ukwenza lula ukuziphatha kwebhizinisi labo. Ukuhweba kusetshenziswa amamodeli ezibalo kanye nobuchwepheshe bekhompyutha kubizwa ngokuthi ukuhweba nge-algorithmic. Lesi sihloko sikhuluma ngalolu hlobo lokuhweba ezimakethe zezimali, izinhlobo zayo, izindlela ezisetshenzisiwe, izinzuzo kanye nokubi, isofthiwe esetshenzisiwe.
- Kuyini ukuhweba kwe-algorithmic (ukuhweba nge-algorithmic)
- Iyini ingqikithi yokuhweba kwe-algorithmic?
- Yiziphi izinhlobo zokuhweba kwe-algorithmic ezikhona?
- Kuvele nini futhi kanjani ukuhweba kwe-algorithmic, njengento
- Ngabe ukuhweba nge-algorithmic kuhluke kanjani ekuhwebeni kwe-algorithmic?
- Iyiphi isofthiwe efanele ukuhweba nge-algorithmic?
- Yini okufanele ikhunjulwe ngaphambi kokwenza ukuhweba kwe-algorithmic?
- I-TSLab ingenye yezinhlelo ezidume kakhulu zokusebenzisa ama-algorithmbots.
- Ukufakwa
- Ukuqeqeshwa ekuhwebeni kwe-algorithmic e-TSLab
- Ukusethwa komhlinzeki
- Ukudala umbhalo
- isitoko
- I-WealthLab
- Imaphi amasu asetshenziselwa ukuhweba kwe-algorithmic?
- Ungakuvimbela kanjani ukulahlekelwa lapho wenza ukuhweba kwe-algorithmic, ukuphathwa kwengozi
- Ukuhweba kwe-Algo: izinzuzo kanye nokubi
Kuyini ukuhweba kwe-algorithmic (ukuhweba nge-algorithmic)
Igama elithi “algorithmic trading” noma “algorithmic trading” linezincazelo ezimbili. Esimweni sokuqala, leli gama lisho indlela yokwenza i-oda elikhulu emakethe, ngokusho ukuthi livulwa kancane kancane ngokwemithetho ethile futhi lihlukaniswe ngokuzenzakalelayo libe yi-sub-oda eminingana, enenani nevolumu yabo. I-oda ngalinye lithunyelwa emakethe ukuze lisetshenziswe. Inhloso yobuchwepheshe ukwenza kube lula kubathengisi ukwenza ukuhweba okukhulu okudingeka kwenziwe ngendlela engabonakali kakhulu. Isibonelo, udinga ukuthenga amasheya angu-200,000, futhi isikhundla ngasinye sihlanganisa amasheya angu-4 ngesikhathi.
robot yokuhweba “. Ukuhweba nge-algorithmic kanye nokuhweba nge-algorithmic kusetshenziswa ekuhwebeni, okuhlanganisa nokuhwebelana kwe-cryptocurrency, kanye ne-Forex.
Iyini ingqikithi yokuhweba kwe-algorithmic?
Ukuhweba kwe-Algo kuhilela ukuqoqa idatha yempahla ethile esekelwe emlandweni wokuthuthuka kwayo, ukukhetha ama-algorithms okwenziwayo namarobhothi okuhweba afanelekile. Ukuze kunqunywe intengo, ithiyori yamathuba isetshenziswa, ukushiyeka kwemakethe kanye nethuba lokuphinda kwenzeke esikhathini esizayo kuyanqunywa. Kunezinhlobo ezintathu zokukhetha. Ngendlela yezandla, uchwepheshe usebenzisa amafomula ezibalo namamodeli aphathekayo. Indlela yofuzo ibandakanya ukwakhiwa kwemithetho ngamasistimu wamakhompiyutha kanye nobuhlakani bokwenziwa. Okuzenzakalelayo kukhiqizwa uhlelo lwekhompiyutha olukhethekile olucubungula imithetho eminingana futhi luyivivinye.
Yiziphi izinhlobo zokuhweba kwe-algorithmic ezikhona?
Ukuhweba kwe-algorithmic kwenziwa ezindaweni ezimbalwa ezibalulekile:
- Ukuhlaziywa Kwezobuchwepheshe . Ukusebenzisa ukungasebenzi kahle kwemakethe kanye nokuhlonza izitayela zamanje ngokuhlaziywa kwezibalo nomzimba.
- Ukwenza imakethe . Le ndlela igcina imali yemakethe. Abenzi bezimakethe baklonyeliswa ngokuhwebelana ngokwesidingo esigculisayo, okuhlanganisa nenzuzo. Isu lisekelwe ekubalweni kwezimali kanye nokugeleza okusheshayo kolwazi oluvela ezimakethe.
- Ukugijima phambili . Ukuhlaziywa kwevolumu yama-oda ngethuluzi nokukhethwa kwawo amakhulu kakhulu. Leli su lisekelwe eqinisweni lokuthi i-oda elikhulu lizoba nenani elikhulu futhi lizoheha ama-counter order amaningi. Ama-algorithms ahlaziya idatha ye-tape ne-oda yebhuku futhi azame ukulungisa ukunyakaza ngesikhathi sokuthenga okukhulu ngokushesha kunabanye ababambi qhaza.
- Ukuhwebelana Kwababili Nobhasikidi . Izinsimbi ezimbili noma ngaphezulu zihlotshaniswa nokuxhumana okuphezulu, kodwa hhayi okukodwa kokukodwa. Ukuchezuka kwelinye lamathuluzi esifundweni esinikeziwe kusho ukuthi maningi amathuba okuthi ibuyele eqenjini layo. Ukunquma ukuhlobana kusiza ukwenza uhwebo olunenzuzo.
- Ukulamula . Indlela isekelwe ekuqhathaniseni izimpahla ezinamanani afanayo aguquguqukayo. Lokhu kufana ngezinye izikhathi kwephulwa ngenxa yezizathu ezihlukahlukene. Ingqikithi ye-arbitrage ukuthengiswa kwempahla ebiza kakhulu kanye nokuthengwa kweshibhile. Ngenxa yalokho, izimpahla zizolingana ngentengo, futhi impahla eshibhile izokhuphuka ngentengo. Amasistimu okuhweba e-algorithmic athola izinguquko zentengo emakethe futhi enze amadili e-arbitrage anenzuzo. [i-id yamagama-ncazo = “okunamathiselwe_12595″ align=”aligncenter” wide=”650″]
- Ukuhweba okuguquguqukayo . Uhlobo oluyinkimbinkimbi lokuhweba, oluhlanganisa ukuthenga izinketho ezihlukahlukene. Umhwebi ulindele ukuthi ukuguquguquka kwesitoko kwande lapho kuthengiswa futhi kwehle lapho uthenga. Lolu hlobo lokuhweba ludinga umthamo omkhulu wemishini kanye nochwepheshe abaqeqeshiwe.
Amasu okusebenza ekuhwebeni kwe-algorithmic, lonke iqiniso mayelana nokuhweba ngamarobhothi: https://youtu.be/eg3s0c_X_ao
Kuvele nini futhi kanjani ukuhweba kwe-algorithmic, njengento
Ukuhweba nge-algorithmic kwathuthukiswa ekuqaleni kwawo-1970 ngokudalwa kwe-NASDAQ, ukushintshaniswa kokuqala kokusebenzisa ukuhweba ngekhompyutha. Ngalezo zinsuku, ukuhweba kwe-algorithmic kwakutholakala kuphela kubatshalizimali abakhulu, abantu abavamile babengenakho ukufinyelela kubuchwepheshe obunjalo. Amakhompiyutha ayengaphelele ngaleso sikhathi, futhi ngo-1987 kwakukhona iphutha le-hardware elaholela ekuweni kwemakethe yaseMelika. Ngo-1998, i-SEC – i-US Securities Commission yavumela ngokusemthethweni ukusetshenziswa kwamapulatifomu okuhweba nge-elekthronikhi. Lo nyaka kufanele ubhekwe njengosuku lokuvela kokuhweba kwe-algorithmic ngendlela yayo yesimanje. [i-id yamagama-ncazo = “okunamathiselwe_12604” align = “aligncenter” wide = “663”]
amarobhothi okuhweba enza u-60% wokuthengiselana. Ngemva kuka-2012, isimo sesishintshile. Ukungaqiniseki kwemakethe kuholele ekuhlulekeni kwesofthiwe ekhona ngaleso sikhathi. Amaphesenti ohwebo okwenziwa ngokuzenzakalelayo ancishisiwe afinyelela ku-50% yenani eliphelele. Ukuze ugweme amaphutha, ukuthuthukiswa nokuqaliswa kobuhlakani bokwenziwa sekuqalile.
Ngabe ukuhweba nge-algorithmic kuhluke kanjani ekuhwebeni kwe-algorithmic?
Ngaphandle kokufana okusobala kwemiqondo, umuntu kufanele ahlukanise phakathi kwemiqondo “yokuhweba nge-algorithmic” kanye “nokuhweba nge-algorithmic”. Esimweni sokuqala, indlela yokwenza i-oda elikhulu ngokulihlukanisa libe izingxenye bese lihambisa ngokuvumelana nemithetho ethile, futhi esimweni sesibili, bakhuluma ngohlelo oluzenzakalelayo oludala ama-oda ngaphandle komthengisi ngokusho okuthile. i-algorithm. Ama-algorithms ekuhwebeni kwe-algorithmic asetshenziselwa ukwenza lula ukwenziwa kwemisebenzi emikhulu ngumthengisi. Ekuhwebeni kwe-algorithmic, zisetshenziselwa ukuhlaziya imakethe nokuvula izikhundla ukuze kwandiswe imali engenayo.
Iyiphi isofthiwe efanele ukuhweba nge-algorithmic?
Njengoba ukuhweba kwe-algorithmic kuhilela ukusetshenziswa kobuchwepheshe bekhompyutha, udinga ukukhetha isofthiwe efanele. Irobhothi lokuhweba iyithuluzi eliyinhloko lokuzijwayeza ukuhweba okuzenzakalelayo. Ungakwazi ukuzithuthukisa ngokwakho usebenzisa
izilimi zokuhlela , noma usebenzise inkundla ukuze uyidale.
Yini okufanele ikhunjulwe ngaphambi kokwenza ukuhweba kwe-algorithmic?
Okokuqala, kufanelekile ukusho ukuthi umthengisi we-algo udinga ukukwazi ukuhlela, ngoba amapulatifomu amaningi angenziwa kahle ngokuphatha leli khono. Ulimi lokuhlela olusetshenziselwa ukuhweba nge-algorithmic kufanele luhambisane nawo wonke amapulatifomu nama-algorithms athuthukiswayo. Ulimi lokuhlela olufaneleka kakhulu yi-C# (C-sharp). Isetshenziswa ezisekelweni ezifana TSLab, StockSharp, WealthLab. Ngaphandle kokwazi ulimi lokuhlela, izinhlelo ezi-2 zokugcina kuzomele zenziwe kahle izinyanga ezimbalwa. [i-id yamagama-ncazo = “okunamathiselwe_12606″ align=”aligncenter” wide=”558″]
I-TSLab ingenye yezinhlelo ezidume kakhulu zokusebenzisa ama-algorithmbots.
Inkundla yokudala, ukuhlola nokwethula
amarobhothi okuhweba nezinhlelo. Kufaka umhleli obonakalayo obonakalayo ngendlela yama-cubes, azokuvumela ukuthi uthuthukise irobhothi ngaphandle kokwazi ulimi lokuhlela. Ungakwazi ukuhlanganisa i-algorithm yokuhweba oyifunayo kusuka kuma-cubes. Umlando wezinsimbi zokuhweba eziqoqwe wuhlelo uzokuvumela ukuthi uthole futhi ulungise amaphutha emibhalweni, kuyilapho amathuluzi okuhlaziya ezobuchwepheshe azokusiza ukuthi udale isisombululo esiyingqayizivele.
Ukufakwa
Ukufaka inkundla, udinga ukulanda isifaki kuwebhusayithi esemthethweni. Ikhasi lokulanda lithi uhlelo lusebenza kuphela ezinguqulweni ezingama-64-bit zeWindows. Ngemva kokulanda, vula ifayela lokufaka. Ngaphambi kokufaka, kuzokwazisa ukuthi ufake inguqulo yakamuva ye-.NET Framework kanye ne-Visual C++ Redistributable Studio.
Ukuqeqeshwa ekuhwebeni kwe-algorithmic e-TSLab
Ukusethwa komhlinzeki
Ukuze umise futhi uhlole irobhothi lokuhweba, udinga ukuba nomlando wezingcaphuno. Ukuze uthole umlando wezingcaphuno, udinga ukumisa umhlinzeki wedatha. Kumenyu ethi “Idatha”, khetha into ethi “Suppliers”.
Ukudala umbhalo
Ipulatifomu ye-TSLab ikuvumela ukuthi uthuthukise ama-algorithms okuhweba, uhlole futhi udale amarobhothi okuhweba – ama-agent. Kodwa ngaphambi kokudala i-algorithm yokuhweba, udinga ukuyibhalela iskripthi. Ukuze wenze lokhu, khetha “Lab” kumenyu. Khetha “Izikripthi” ohlwini lokudonsela phansi.
isitoko
I-Stocksharp iwumtapo wolwazi wamarobhothi okuhweba abhalwe ku-C#. Amarobhothi okuhweba ahlanganiswe endaweni yezinhlelo ze-Visual Studio. Ngakho-ke, ngaphambi kokubhala irobhothi usebenzisa le nsiza, uzodinga ukuchitha okungenani izinyanga eziyisithupha ufunda ulimi lokuhlela. Akuwona wonke umuntu okwazi ukuqeda isifundo kuze kube sekugcineni. Kodwa-ke, ukusetshenziswa kwalesi sigcawu kusekelwe ngokugcwele ekusebenzeni.
I-WealthLab
I-WealthLab ingenye inkundla yokuhlola nokuthuthukisa amarobhothi okuhweba nezinhlelo ezivela ku-Fidelity. Kunezinguqulo ezimbili zohlelo: I-Pro yezakhamizi zase-US ezine-akhawunti ye-Fidelity, kanye nonjiniyela wabo bonke abanye. I-WealthLab ikuvumela ukuthi usebenzise amathuluzi okuhlaziya ezobuchwepheshe ekuthuthukiseni amarobhothi, uthole amasiginali wokungena nokuvala isivumelwano futhi uwadlulisele kutheminali. Uma umhwebi engakwazi ukuhlela, angasebenzisa umsizi (wizadi). Ipulatifomu isuselwe ezilimini zokuhlela ze-C # kanye ne-Pascal. Ipulatifomu idonsa amashadi ngendlela yezigaba, izinti zamakhandlela zaseJapane, amashadi emigqa, njll.
Imaphi amasu asetshenziselwa ukuhweba kwe-algorithmic?
Ukuze uhwebe usebenzisa ama-algorithm ukuze ulethe imiphumela ebonakalayo, udinga ukunamathela esu eliklanyelwe isimo esithile.
- Isu Lokuqagela . Kuhloswe ngayo ukuzuza inani elivumayo kakhulu lokufaka umsebenzi ukuze uthole inzuzo elandelayo. Isetshenziswa kakhulu ngabahwebi abazimele.
- ukumbiwa kwedatha . Ukuthola amaphethini amasha ama-algorithms amasha. Iningi ledatha liqoqwa ngalelisu ngaphambi kokuhlolwa. Ulwazi luseshwa ngamasethingi okwenziwa ngesandla.
- I- TWAP iyintengo emaphakathi enesisindo sesikhathi. Ukuvula ama-oda ngezikhathi ezilinganayo ngebhidi ehamba phambili nezintengo zokunikezwayo.
- I- VWAP – intengo emaphakathi enesisindo sevolumu. Ukuvula indawo ezingxenyeni ezilinganayo ezinevolumu efanayo ngesikhathi esithile nezintengo ezingekho ngaphezu kwenani elimaphakathi.
- Isu lokubulala . Isu elisetshenziselwa ukuzuza impahla ngenani elilinganiselwe elinesisindo ngevolumu enkulu. Ikakhulukazi esetshenziswa ama-broker kanye ne-hedge funds.
[i-id yamagama-ncazo = “okunamathiselwe_12599″ align=”aligncenter” wide=”768″]
Ungakuvimbela kanjani ukulahlekelwa lapho wenza ukuhweba kwe-algorithmic, ukuphathwa kwengozi
Kuyiphutha elikhulu ukukholelwa ukuthi umthengisi we-algorithmic udinga kuphela ukudala irobhothi lokuhweba. Zonke izingozi kufanele zigwenywe futhi ziqedwe. Ukuphazamiseka kukagesi, uxhumano lwe-inthanethi kanye namaphutha ezibalo nezinhlelo kungaholela ekulahlekelweni okukhulu futhi kukuphuce imali engenayo ngokuphelele. [i-id yamagama-ncazo = “okunamathiselwe_12559” align = “aligncenter” wide = “938”]
Ukuze kuqedwe lawa maphutha, kuyadingeka ukuqapha nokuhlaziya imiyalo nemikhawulo yamasu okuhweba ukuze kuqedwe imingcele eyiphutha.
Uma kwenzeka isimo esiphuthumayo, kuyadingeka ukwazisa ngokushesha bonke abathintekayo mayelana nalokhu nge-SMS, i-imeyili, izithunywa ezisheshayo nezinye iziteshi zokuxhumana. Kubalulekile ukurekhoda ukwehluleka ngakunye kulogi ukuze kuvinjelwe ukuphindaphinda kwakho esikhathini esizayo. Ungayakha kanjani imali engenayo ngokuhweba kwe-algorithmic: https://youtu.be/UeUANvatDdo
Ukuhweba kwe-Algo: izinzuzo kanye nokubi
Amarobhothi okuhweba awekho ngaphansi kwezici “zomuntu” ezingathinta umsebenzi wabo: ukukhathala, ukuwohloka kwemizwelo, nokunye. Lena inzuzo eyinhloko yokuhweba kwe-algorithmic. Ama-algorithms alandela uhlelo oluchazwe kahle futhi awalokothi aphambuke kulo. Ukuhweba kwe-Algo kunenqwaba yokubi. Lokhu kubandakanya, ikakhulukazi, ukungafinyeleleki kolwazi ngalolu hlobo lohwebo endaweni yomphakathi. Umhwebi we-algorithmic kufanele abe nekhono ezinhlelweni, okunzima kakhulu kochwepheshe abaningi bezezimali. Uma imakethe ishintsha, kuzodingeka uguqule ngokuphelele i-algorithm. Ekubhaleni irobhothi lokuhweba, iphutha lingenziwa elizoholela yonke i-algorithm endleleni engalungile, futhi lokhu kuzoholela ekulahlekelweni kwezimali.