Malonda Akusinthanitsa: Kugulitsa Kwama algorithmic ngati Njira Yogulitsira Pafupipafupi

Malonda Akusinthanitsa: Kugulitsa Kwama algorithmic ngati Njira Yogulitsira Pafupipafupi

Epulo 29 • Zogulitsa Zamalonda • 3118 Views • Comments Off Pazigawo Zamalonda: Kugulitsa Kwama algorithmic ngati Njira Yogulitsira Pafupipafupi

Pali malonda amtunduwu omwe amalonda pamsika wakunja wokhala ndi ziwonetsero zazikulu zamalonda ndi chiwongola dzanja chachikulu; zachitika mwachangu, nawonso. Amatchedwa HFT kapena kugulitsa pafupipafupi.

Popeza imafotokoza nkhani zosiyanasiyana zokhudzana ndi malonda a algorithmic, malonda a HFT amabwera ndi tanthauzo limodzi. Ndipo, ngakhale ndi njira yodziwika bwino yogulitsira amalonda ena, imawopseza ena; ili ndi gawo lake lokhala ndi zotsutsana.

Nayi mndandanda wazowonjezera:

  • - M'zaka zoyambirira, chakumapeto kwa zaka za m'ma 90, HFT idakhala yopitilira 10% yamalonda onse ogulitsa. Patatha zaka zisanu, idakula mpaka 160% yamalonda ogulitsa pamsika wam'mbuyo. Ndipo, malinga ndi NYSE (kapena New York Stock Exchange), imapeza ndalama zoposa $ 120 biliyoni.
  • - HFT inayamba kumapeto Zaka 90; Tsikuli limachokera ku nthawi yomwe kusinthana kwamagetsi kudaloledwa koyamba ndi Securities and Exchange Commission ku US. Poyamba, masekondi angapo ndi nthawi yomwe wapatsidwa kuti aphedwe. Pafupifupi zaka khumi pambuyo pake, mu 2010, kuchepa kwakukulu kwa nthawi yakunyongedwa kunawonetsa chitukuko chachikulu; Pakadali pano, nthawi yakupha yatsala mpaka millisecond.
  • - HFT imatsatira Kufunika kwa ziwerengero ndi arbitrage. Zimagwira mozungulira lingaliro lakulosera zopatuka kwakanthawi pazinthu zamsika; kuti zolakwikazo zitsimikizidwe, zitha kuphatikizanso kuyang'anitsitsa malo omwe ali mumsika.
  • - Chizolowezi chotchedwa nkhupakupa Kuwerenga kapena kujambula tepi nthawi zambiri kumalumikizidwa ndi HFT. Zimagwirizana ndi lingaliro kuti magwero azidziwitso zamalonda ayenera kuzindikira; popeza zimaimira kufunikira, kukonza zonse zomwe zili muzochita zamalonda zitha kukhala zothandiza kwambiri.
  • - HFT yachikhalidwe maluso amatchedwa kugulitsa zosefera; chofunikira kwambiri ndikuti kugulitsa zosefera kumatha kuchitidwa pang'onopang'ono. Monga njira iliyonse ya HFT, ikukhudza kusanthula ma bulks a data; zimaphatikizaponso kutanthauzira uthengawu kutengera zofalitsa, nkhani, ndi mitundu ina yolengeza. Kumasulira kukachitika, woperekayo amalowetsa zidziwitso mumapulogalamu.
  • - HFT imagawidwa monga malonda ochulukitsa; mosiyana ndi malonda oyenerera, cholinga chomaliza ndikupeza ndalama zochulukirapo kuchokera m'malo ang'onoang'ono. Kumbuyo kwake, lingaliroli likupezeka poti pali phindu pakupanga ma algos munthawi yomweyo (kutanthauza kuchuluka kwakukulu kwazidziwitso zamsika) - ntchito yomwe amalonda aanthu sangathe kuyigwira.

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