Code kuti kuwanda kwekutengesa kunoshanda sei gwara
Mumakore achangopfuura, kutengesa kwehuwandu kwave kwakakurumbira pakati pevatengesi. Kunyange zvakadaro, vanhu vakawanda havasati vajairana nazvo; havana ruzivo rwekuti zvinoshanda sei, kana kuti votanga sei nemazano kana ongororo nekutengesa kwehuwandu.
Iyi nhungamiro inobatsira ichakubatsira iwe kutanga. Isu tiri kusanganisira zvimwe zvezvinhu zvakakosha zvaunofanira kuziva nezve huwandu hwekutengesa kuti uwane kunzwisisa kwakanaka. Quant trading inzira yekutengeserana inoshandisa quantitative analysis kudzidza nguva yekutenga kana kutengesa. Quantitative analysis inoshandisa masvomhu mafomula nekuongorora nhamba uye kuongorora data. Zvichienderana nemhedzisiro yehuwandu hwekuongorora kwako, unogona kuona kuti imwe asset ichawana kana kudonha mumutengo nemutengo. Pamusoro pekutengesa kwehuwandu, zano iri rinonziwo algorithmic kutengeserana. Nguva zhinji, kuongororwa kwehuwandu kuri nyore sekufunda nhamba mbiri dzakakosha mukutengesa: vhoriyamu uye mitengo. Nezviitiko zvakanyanya kuomarara mukuwongorora kwehuwandu, zvinogona kutora mazana kana zviuru zvezvinhu zvakasiyana kuti uone zvawawana. Vazhinji vevanonyanya kuita mari munyika vanoita sarudzo dzakadzidziswa dzekutengesa vachishandisa quant analysis. Hedge funds inogona kunge iine timu yevanoisa mari inozvipira kuhuwandu hwekutengesa kune yakazara, yakazara ongororo yezvese kutengeserana. Kubva pakuongorora kwehuwandu uku, panogona kunge kune mabhiriyoni emadhora ekutengeserana akaitwa muhedge fund. Wepakati investor anogona kuwana quant yekutengesa online asati atanga kutengesa. Nekuda kweruzivo rwese rwunowanikwa online, zviri nyore kune vatsva vekudyara vashandise nzira idzi pamhando dzakasiyana siyana dzepotfolio. Muchokwadi, kutengeserana kwese kunoda imwe mhando yekuongorora kwehuwandu. Pese paunoshandisa nhamba dzinosanganisira masvomhu kuita fungidziro pamusoro pekuita mune ramangwana, izvi zvinogona kutorwa sewongororo yehuwandu.
Chinoshanda sei?
Yakakosha kuwanda kuongororwa kunosanganisira kutsvagisa mune maviri ekutanga data zviratidzo: vhoriyamu uye mutengo. Zvinhu zviviri izvi zvinonyanya kushandiswa muchidzidzo. Muongorori anoona nezvekutengesa kwehuwandu anogona kushandisa vhoriyamu nemitengo kuverenga nekufanotaura nezvekukosha kweasset. Ne tekinoroji, kune zvakare mufananidzo wehuwandu hwekutengesa iyo inosanganisa yakazara dhatabhesi uye math. Iyi mhando yekuongorora yakazara uye inobvisa iyo data nemhedzisiro iwe yaunoda kusarudza pane zvekutengesa. Pane zvinhu zvina zvakakosha zvehuwandu hwekutengesa masisitimu: Kuziva Matanho: Iwe unozoda kutanga nekutsvaga zano. Iwe unogona kutsvaga nzira kana kugadzira yako. Tora mukana wemupendero waungave uine, uye sarudza kuti kangani iyo system ichatengesa.
Backtesting Strategy:
Shandisa yako nzira ichangobva kuwanikwa uchishandisa nhoroondo yemusika mamiriro uye data. Edza kuti uone kuti zano rako raizoshanda sei pamusoro pe2016, kana kuti zano rako raizove riine pundutso sei muna 1949?
Kugadzirisa Ngozi:
Kana sisitimu yako yave panzvimbo, ita zvakanyanya kugovera capital uye tsika manejimendi enjodzi uchiramba uchiongorora uye kugadzirisa yako yehuwandu yekutengesa system . Quant trading inzvimbo yakakura yekudzidza. Iyo nzira inogona kuwedzerwa kune mamwe maitiro ekutengesa. Mamwe matekiniki anotsamira pahuwandu hwekutengesa anosanganisira algorithms, stats, uye yakakwirira-frequency kutengesa.
Sistimu Yekuita:
Iwe unozoda kubatanidza kune otomatiki yako yekutengesa nzira kana kune brokerage kuti ubatsirwe kubva kune yakaderera mutengo wekutengesa.
Quantitative Vatengesi - Vanoitei?
Vatengesi vanoshandisa chiyero chehuwandu vanogadzira masvomhu modhi voishandisa kune imwe nzira yekutengesa. Vachashandisawo hunyanzvi hwekuunganidza data nemhedzisiro. Mutengesi wehuwandu achagadzira chirongwa chinosanganisa hunyanzvi kune nhoroondo yemusika data. Iyo nzira inoedzwa inopesana nenhoroondo data uye yakagadziridzwa kuti ivandudzwe. Kana mutengesi achifara nemhedzisiro, zano rinoshandiswa mumisika yenguva chaiyo yekutengesa nemari chaiyo. Nguva zhinji, vatengesi vehuwandu vanogona kukodha uye kushandisa mitauro yekuronga kugadzira nzira dzekutengesa. Vanoshandisa mitauro yakaita sePython yekutengesa-yakaderera-frequency kana C ++ yekutengeserana kwepamusoro-frequency.
Quant Trading Mienzaniso
Chinangwa chemutengesi mukuru ndechekugadzira chirongwa chekombuta chinofanotaura nezveramangwana. Muchokwadi, hapana mapurogiramu ekutengeserana anobva pahuwandu hwekuongorora hunogona kunyatsofanotaura nezveramangwana nguva dzose. Kune zvirongwa zvekutengesa zvehuwandu zvine chokwadi nguva zhinji pane kwete, uye zvirongwa izvi ndizvo zvine kugona kuunza purofiti nguva dzose. Muenzaniso wakanakisa wekutengesa kwehuwandu ndeye kana investor achida kurova musika nekufanotaura imwe yeramangwana mutengo wemari. Anosarudza kushandisa kukurumidza kutengesa , saka anosarudza kugadzira chirongwa chinosarudza masheya ega ega anozowedzera mutengo panguva yekukwira kumusoro mumisika yemasheya. Chirongwa chake chinotenga migove yaakatora, uye inogara ichiita pundutso. Uyu muenzaniso wehuwandu hwekutengesa maitiro. Kazhinji, mutengesi achashandisa nzira dzakawanda dzekusarudza masheya anobatsira. Pamusoro pekuongorora kwehuwandu, vanogona kushandisa kukosha kwekudyara nzira kana tekinoroji uye yakakosha ongororo yemasheya. Nekubatanidza matekiniki aya, investor anogona kuita zvakanyanya zvekudzoka kwavo.
Quant Trading - Zvakanakira uye Zvakaipa
Izvo zvinofanirwa kucherechedzwa kuti kuwanda kwekutengesa hakuna chokwadi nguva dzese, kana wese investor nemutengesi angave achishandisa zano iri.
Pros
Inotora Manzwiro Kunze Kwekutengesa: Kutengeserana kwakawanda kwaisanganisira masvomhu, manhamba, zvekupinza, uye mafomula. Iko hakuna manzwiro neiyi nzira yekutengesa; iri data rese. Inoita Zvakanaka Nemamwe Mazano Ekutengesa: Vamwe vevatengesi vepamusoro vanoshandisa mashoma akasiyana maitiro anosanganisa kugadzira nzira dzekutengesa. Sarudza Zvinhu Zvakawanda Nechivimbo: Kutengeserana kwehuwandu kunogona kukubatsira kudzidza zvinhu zvakawanda panguva imwe chete. Iwe unogona kungoisa iyo data mune fomula kuti uwane iyo ruzivo pamasheya. Kwete 100% Yakarurama Nguva Yese: Iko hakuna nzira dzekutengesa dziri 100% dzakaringana nguva dzese, asi chinotariswa nekutengesa kwehuwandu ndechekuwana mamwe vatengesi zvakanaka pane zvisiri izvo.
Cons
Data Overload: Kune akawanda akawanda data anowanikwa kune quant vatengesi. Vatengesi vanogona kuongorora kushambadzira kwemasheya kune akawanda akasiyana mafuremu ekugadzira nzira dzekutengesa. Inogona kubatsira kudzidza data kwenguva yakareba, inogona zvakare kuremedza kune vamwe vanoisa mari. Kwakawanda Kugadziridza: Paunenge uchive akangwara quant mutengesi, zviri nani kujairana nemamiriro emusika paunenge uchigadzira nzira dzekutengesa. Musika wacho une simba uye unogara uchichinja. Mamwe maitiro anokwira nekudonha, uye mushambadzi akangwara anozoona shanduko idzi uye ozvijaira nekugadzirisa maitiro avo ekutengesa. Hedge Fund Competition: Hedge funds ine mari yakati wandei kuti uwane akanakisa ekuongorora maturusi uye mazano. Vanogona kuhaya network yevanoongorora, vanogadzira mapurogiramu, uye vanoongorora nhamba kuti vawane akanakisa uye anonyanya kushanda ehuwandu hwekutengesa modhi. Semunhu anodyara mari achishandisa nzira dzekutengesa dzehuwandu, iwe unenge uchikwikwidza navo.
Kutsvaga uye Kugadzira Quant Trading Techniques
Izvo zvakakosha kuti uwane uye ugadzire nzira dzekutengesa dzehuwandu kuti utange kuwana purofiti zvinoenderana nemisika yemasheya. Nhau dzakanaka ndedzekuti kuwana zano rakanaka hakuna kuoma. Pane zviwanikwa zveveruzhinji zvakawanda zviripo. Nyanzvi uye vadzidzi vanoburitsa mhedzisiro yekutengeserana zvichienderana nedzidziso vachishandisa akasiyana ongororo uye yakaoma mafomula. Iwe unogona zvakare kuwana nzira dzekutengesa mukutengesa majenari uye zvinyorwa kubva kuindasitiri yezvemari. Vazhinji vavo vanogovana zvakavanzika zvepamusoro kubva kune mamwe emhando yepamusoro anoita hedge funds. Unogona kushamisika kuti nei vamwe vachigovana nzira dzinobatsira mukutengesa kwehuwandu, uye havaizoda here kuchengetedza iyi data? Kana munhu wese achiziva mazano aya, haaizotadza kushanda here? Mhinduro dziri mumashoko akakosha anoburitswa nehedge funds. Ivo havagovane zvakadzama uye maitiro, uye haisi nhanho nhanho yakadzama hurongwa hwehupfumi hunogovaniswa. Iwe hauzowana iwo chaiwo maparamendi kana tekinoroji tekinoroji inoshandiswa pakutengesa zano, sezvo aya ari makiyi ekuita purofiti kubva munzira. Zvinotevera ndezvimwe zvepamusoro zvemahara zviwanikwa zvekutsvaga kuwanda kwekutengesa matekiniki nemaitiro: Kutsvaga Alpha - https://seekingalpha.com/ arXiv Quantitative Finance - https://arxiv.org/archive/q-fin Social Science Research Network - https://www.ssrn.com/ Elite Trader - https://www.elitetrader.com/et/
Quant Trading Strategy uye Backtesting
Backtesting chikamu chakakosha chekugadzira huwandu hwekutengesa zano. Kana wangoona yako yekutengesa nzira, iwe unozoda kuziva kuti inoita sei pasi pemamiriro emusika chaiwo. Pane huwandu hwakawandisa hwe data iripo yekuyedza zano rako mumisika mizhinji yaunosarudza. Vatengesi vatsva vanowanzo shandisa yemahara nhoroondo yekutengesa ruzivo iyo inopihwa neYahoo Finance, MarketWatch, kana iyo NASDAQ online. Vatengesi vane ruzivo vanowanzovimba nedhata yakabhadharwa uye kunyoreswa-kwakavakirwa mari dhatabhesi. Pane zvikonzero zvakawanda zvekufunga nezvekutenga musika data yehuwandu hwemaitiro ako. Nedata remahara, uri kuwana ruzivo rwakawanda runobatsira; zvisinei, panogona kunge paine nyaya nekururama uye ruzivo rusina kukwana.
