Amaqonga okurhweba: Ukurhweba ngealgorithm njengeNdlela yokuRhweba rhoqo

Amaqonga okurhweba: Ukurhweba ngealgorithm njengeNdlela yokuRhweba rhoqo

Ngomhla wesihlanu • Amanqaku orhwebo nge Forex • 3110 izimvo • Comments Off Kwiiplatifomu zokuThengisa: Ukurhweba nge-Algorithmic njengeNdlela yokuRhweba ngokuRhoqo

Kukho olu hlobo lwezorhwebo lwealgorithmic olubonisa ukurhweba kwimarike yotshintshiselwano lwangaphandle kunye nomyinge ophezulu wokurhweba kunye nereyithi ephezulu yokubuya; yenziwe ngokukhawuleza, nayo. Ibizwa ngokuba yi-HFT okanye urhwebo oluphezulu.

Kuba igubungela izifundo ezahlukeneyo ngokubhekisele kurhwebo lwealgorithmic, urhwebo lwe-HFT luza nenkcazo enye. Kwaye, ngelixa iyindlela yokurhweba ebhiyozelwayo kwabanye abarhwebi, ibonisa ialam kwabanye; inesabelo sayo sezinto ezinempikiswano.

Nalu udibaniso lwenyani:

  • - Kwiminyaka yokuqala, Ngasekupheleni kweminyaka engama-90, i-HFT ibalwe ngaphezulu kwe-10% yevolumu yokuthengisa iyonke. Kwiminyaka emihlanu kamva, ikhule yangaphezulu kwe-160% yevolumu yokuthengisa kwimarike ye-forex. Kwaye, njengoko kuxeliwe yi-NYSE (okanye iNew York Stock Exchange), yayihlala ihlawula ngaphezulu kwe-120 yezigidigidi zeedola.
  • - I-HFT yaqala emva kwexesha 90; Umhla unokulandelwa emva kwixesha apho ukutshintshiselana nge-elektroniki kwaqala ukugunyaziswa yiKhomishini yoKhuseleko kunye noTshintshiselwano yase-US. Ekuqaleni, imizuzwana eliqela lixesha elabelweyo lokuphumeza. Phantse ishumi leminyaka kamva, kwi-2010, ukwehla okubonakalayo kwexesha lokuphumeza kwaphawula ukukhula okukhulu; Okwangoku, ixesha lokuphumeza lisezantsi kwimillisecond.
  • - I-HFT ibambelela ukubaluleka kwezibalo kunye nearbitrage. Isebenza ngokujikeleza umxholo wokuqikelela ukuphambuka okwethutyana kwizinto zentengiso; ukuphambuka okumiselwe, kunokubandakanya ukujongwa kufutshane kweepropathi kwizinto zentengiso.
  • - Umkhwa obizwa ngokuba likhalane ukuqhubekeka okanye ukufundwa kwetheyiphu yeticker kuhlala kunxulunyaniswa neHFT. Iyahambelana nengqondo yokuba imvelaphi yedatha yokurhweba kufuneka ibonakale; kuba zibonisa ukubaluleka, ukuqhubekeka lonke ulwazi oluqulathwe kwidatha yokurhweba kunokuba luncedo kakhulu.
  • - I-HFT yesiko ubuchule kubhekiswa kubo njengorhwebo lokucoca ulwelo; eyona nto ibalulekileyo kukuba urhwebo lokucoca ulwelo lunokufezekiswa ngesantya esicothayo. Njengayo nayiphi na indlela ye-HFT, imalunga nohlalutyo lwee-bulks zedatha; kubandakanya ukutolika ulwazi olusekwe kupapasho lweendaba, iindaba, kunye nezinye iindlela zokubhengeza. Nje ukuba utoliko lwenziwe, umhlalutyi ufake idatha kwiinkqubo zesoftware.
  • - I-HFT yahlulwe ngokweendidi njengorhwebo lobungakanani; ngokungafaniyo norhwebo olusemgangathweni, injongo yokugqibela kukufumana isixa esiqokelelweyo kwizikhundla ezincinci. Emva kwayo, umxholo ulele kwinyani yokuba kukho inzuzo ngaxeshanye ekuqhubeni ii-algos (okt umthamo omkhulu wolwazi lwentengiso) -umsebenzi abathengisi babantu abakwazi ukuwenza.

Amagqabantshintshi zivaliwe.

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