Kutengesa Mapuratifomu: Algorithmic Kutengesa seNzira dzeHigh-Frequency Trading

Kutengesa Mapuratifomu: Algorithmic Kutengesa seNzira dzeHigh-Frequency Trading

Kubvumbi 29 • Forex Kutengesa Zvinyorwa • 3119 Views • Comments Off paPuratifomu Mapuratifomu: Algorithmic Kutengesa seNzira dzeHigh-Frequency Kutengesa

Iko kune iyi mhando yekutengesa algorithmic iyo inoratidzira kutengeserana mumusika wekuchinjana wekunze ine yakakwira order-yekutengesa zviyero uye yakakwira huwandu hwehuwandu hwehuwandu; zvaitwa nekukurumidza, futi. Inonzi HFT kana yepamusoro-frequency kutengesa.

Sezvo ichifukidza nyaya dzakasiyana siyana zvine chekuita nekutengesa kwealgorithmic, HFT yekutengesa inouya nary imwe tsananguro. Uye, kunyange iri nzira yekutengeserana inopembererwa kune vamwe vatengesi, inoratidza alarm kune vamwe; ine chikamu chayo chega chekupokana zvinhu.

Heano kuunganidzwa kwechokwadi:

  • - Mumakore ekutanga, kwakakomberedza makore ekupedzisira makumi mapfumbamwe, HFT yakaverengera kwete inopfuura gumi muzana yehuwandu hwehuwandu hwekutengesa. Makore mashanu gare gare, yakakura kusvika pamusoro pe90% yehuwandu hwekutengesa mumusika wepamberi. Uye, sezvakataurwa neNYSE (kana New York Stock Exchange), yaigara ichitora inodarika madhora zana nemakumi masere emadhora.
  • - HFT yakatanga munguva yekupedzisira 90s; zuva racho rinogona kuteverwa kumashure kunguva apo kuchinjaniswa kwemagetsi kwakatanga kupihwa mvumo neSecurity and Exchange Commission yeUS. Pakutanga, mashoma masekondi ndiyo yakapihwa nguva yekuuraya. Anenge makore gumi gare gare, mu2010, kuderera kukuru kwenguva yekuuraya kwakaratidza kukura kukuru; parizvino, iyo nguva yekuuraya yakadzika kusvika millisecond.
  • - HFT inonamatira kune iyo kukosha kwehuwandu uye arbitrage. Inoshanda yakatenderedza pfungwa yekufungidzira kutsauka kwenguva pfupi muzvinhu zvemusika; kuti kutsauka kuve kwakatemwa, zvinogona kusanganisira kunyatsoongorora zvivakwa zviri mumusika zvinhu.
  • - Tsika iyi inonzi chikwekwe kugadzirisa kana kuverenga tepi kuverenga kunowanzo kuve kwakabatana neHFT. Izvo zvinoenderana nemufungo wekuti matangiro ekutengesa data anofanirwa kuzivikanwa; sezvo zvichiratidza kukosha, kugadzirisa ruzivo rwese ruri mune yekutengesa data kunogona kubatsira zvakanyanya.
  • - Tsika HFT hunyanzvi hunotumidzwa sekutengesa firita; chinonyanya kukosha ndechekuti kutengesa firita kunogona kuitwa nhanho inononoka. Kufanana nechero nzira yeHFT, iri pamusoro pekuongororwa kwemabhuru e data; inosanganisira kududzira ruzivo rwacho zvichibva pakuburitswa mumapepanhau, nhau, uye nedzimwe nzira dzekuzivisa. Kana kududzira kwapera, muongorori anopinza data mumapurogiramu esoftware.
  • - HFT yakakamurwa sekuwanda kwekutengesa; kusiyana nekutengeserana kwehunhu, chinangwa chekupedzisira kuwana mari yakaunganidzwa kubva munzvimbo diki. Shure kwayo, pfungwa irimo pakuti kune purofiti mukugadzirisa pamwe chete maalgos (kureva mavhoriyamu makuru eruzivo rwemusika) - chiitiko icho vatengesi vevanhu vasingakwanise kubata.

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