Fefaʻatauaiga Tulaga: Algorithmic Fefaʻatauaiga o se Faiga o Maualuga-Faʻatau Fefaʻatauaiga

Fefaʻatauaiga Tulaga: Algorithmic Fefaʻatauaiga o se Faiga o Maualuga-Faʻatau Fefaʻatauaiga

Aperila 29 • Forex Tusitusiga fefaatauaiga • 3118 Manatu • faamatalaga Teugatupe luga o Fefaʻatauaiga Tulaga: Algorithmic Fefaʻatauaiga o se Faiga o Maualuga-Faʻatau Fefaʻatauaiga

E i ai lenei ituaiga o algorithmic fefaʻatauaiga o loʻo faʻaalia ai fefaʻatauaiga i fafo fefaʻatauaiga maketi ma maualuga oka-fefaatauaiga fuafaatatau ma maualuga turnover fua faatatau; e fai fai si televave, foi. E faʻaigoaina ole HFT poʻo fefaʻatauaʻiga masani.

Talu ai e aofia ai mataupu eseese e tusa ai ma algorithmic fefaatauaiga, HFT fefaatauaiga eo mai ma nary se tasi faʻauigaina. Ma, e ui lava o se faʻamanatuina fefaʻatauaiga auala i nisi faioloa, e faʻailo le faʻailo i isi; e i ai lana lava vaega o finauga itu.

Lenei o se tuufaatasiga o mea moni:

  • - I le amataga o tausaga, lata i le taufaaiuiuga o le 90, o le HFT na faʻaalia e le sili atu i le 10% o le aofaʻi o fefaatauaiga. Lima tausaga mulimuli ane, na tupu ai i luga o 160% o le fefaatauaiga tusi i le forex maketi. Ma, pei ona lipotia mai e le NYSE (poʻo le New York Stock Exchange), na masani ona sili atu i le $ 120 piliona.
  • - Na amata le HFT i le taufaaiuiuga 90s; o le aso e mafai ona maua i tua i le taimi na faʻatagaina ai fefaʻatauaiga eletise e le Securities and Exchange Commission o le US. Muamua lava, o le tele o sekone o le taimi atofaina faʻataunuʻuina. Toeititi atoa le sefulu tausaga mulimuli ane, i le 2010, o le taua faʻaititia o le taimi faʻatinoina na faʻailogaina ai se atinaʻe sili; i le taimi nei, o le taimi faʻatinoina o lalo i lalo i le millisecond.
  • - Pipii HFT i le taua o fuainumera ma arbitrage. E galue faataamilo i le mataupu o le forecasting vavalalata le tumau i elemeni maketi; mo le vavaeeseina ina ia fuafuaina, e mafai ona aofia ai le vaʻavaʻaia vavalalata o meatotino i maketi elemeni.
  • - O le masani na taʻua o le tick gaosi poʻo ticker lipine faʻamaumauga e masani ona fesoʻotaʻi ma HFT. E o gatasi ma le manatu talafeagai o le amataga o fefaatauaiga faʻamaumauga e tatau ona iloagofie; talu ai latou te faʻailogaina talafeagai, faʻagaioia uma faʻamatalaga o loʻo i totonu o faʻamatalaga tau fefaatauaiga mafai ona matua aoga.
  • - O le HFT faʻaleaganuʻu metotia ua taua o le faʻamamaina fefaatauaiga; o le mataʻina mea taua o le faʻamamaina fefaatauaiga ono mafai ona ausia i se fai si lemu. Pei o soʻo se HFT metotia, e faʻatatau ile suʻesuʻega ole tele o faʻamaumauga; e aofia ai le faʻauigaina o faʻamatalaga e faʻavae i luga o faʻasalalauga lolomi, tala fou, ma isi ituaiga o faʻasalalauga. O le taimi lava e maeʻa ai le faʻauigaina, o le auiliiliga faʻauluina faʻamatalaga i polokalame polokalama.
  • - HFT ua faʻavasegaina pei o aofaʻi o fefaatauaiga; le pei o fefaʻatauaiga agavaʻa, o le faʻaiuga sini o le maua se aofaʻi faʻaputuina mai laiti tulaga. I tua atu o lea, o le manatu faʻavae o loʻo taoto i le mea moni e faapea e i ai se polofiti i le taimi e tasi e faʻagasolo ai algos (ie tele tele o faʻamatalaga tau maketi) - o se gaioiga e le mafai e tagata faʻatau oloa ona faʻatautaia.

ua tapunia faamatalaga.

« »