Amapulatifomu Wokuhweba: Ukuhweba Nge-Algorithmic Njengezindlela Zokuhweba Okuphakeme Kakhulu

Amapulatifomu Wokuhweba: Ukuhweba Nge-Algorithmic Njengezindlela Zokuhweba Okuphakeme Kakhulu

Eph 29 • Ukuthengiswa Kwama-Forex Izihloko • Ukubukwa okungu-3081 • Amazwana Off Kumapulatifomu Okuhweba: Ukuhweba Nge-Algorithmic Njengezindlela Zokuhweba Okuphakeme Kakhulu

Kukhona lolu hlobo lokuhweba kwe-algorithmic okufaka ukuhweba emakethe yokushintshaniswa kwamanye amazwe ngamanani aphezulu okuhweba nokuhweba okuphezulu; kwenziwe ngokushesha, futhi. Ibizwa nge-HFT noma ukuhweba okuvama kakhulu.

Njengoba ihlanganisa izihloko ezahlukahlukene maqondana nokuhweba kwe-algorithmic, ukuhweba kwe-HFT kuza nary nencazelo eyodwa. Futhi, ngenkathi kuyindlela yokuhweba edumile kwabanye abahwebi, ikhombisa ukwethuka kwabanye; inesabelo sayo sezici eziyimpikiswano.

Nakhu ukuhlanganiswa kwamaqiniso:

  • - Eminyakeni yokuqala, ngasekupheleni kweminyaka yama-90s, i-HFT yabalelwa ngaphezu kwe-10% yevolumu yokuhweba ephelele. Eminyakeni emihlanu kamuva, lakhula laba ngaphezu kwe-160% yevolumu yokuhweba emakethe ye-forex. Futhi, njengoba kubikwe yi-NYSE (noma i-New York Stock Exchange), yayihlala ithola imali engaphezu kwama- $ 120 billion.
  • - I-HFT iqale ngasekupheleni kwesikhathi Ama-90s; usuku lungalandelwa emuva esikhathini lapho ukuhwebelana ngogesi kuqala kugunyazwa yi-Securities and Exchange Commission yase-US. Ekuqaleni, imizuzwana eminingana isikhathi esabiwe sokwenza. Cishe eminyakeni eyishumi kamuva, e2010, ukwehla okukhulu kwesikhathi sokubulawa kwaphawula intuthuko enkulu; njengamanje, isikhathi sokwenza sehle ngemillisecond.
  • - I-HFT ithobela i ukubaluleka kwezibalo kanye ne-arbitrage. Isebenza ngokuzungeza umqondo wokubikezela ukuphambuka kwesikhashana ezintweni zemakethe; ukuze ukuphambuka kunqunywe, kungabandakanya ukubhekisisa izakhiwo ezakhiweni zemakethe.
  • - Umkhuba obizwa ngomkhaza ukucubungula noma ukufundwa kwamakhasethi wethikhi kuvame ukuhambisana ne-HFT. Kuhambisana nomqondo wokuthi imvelaphi yedatha yokuhweba kufanele ibonakale; njengoba zikhomba ukuhambisana, ukucubungula lonke ulwazi oluqukethwe kudatha yokuhweba kungasiza kakhulu.
  • - I-HFT yendabuko inqubo ibizwa ngokuthi ukuhweba ngezihlungi; isici esivelele ukuthi ukuhweba ngezihlungi kungenziwa ngejubane elincane. Njenganoma iyiphi inqubo ye-HFT, imayelana nokuhlaziywa kwama-bulks wedatha; kufaka phakathi ukuhumusha imininingwane kususelwa ekukhishweni kwabezindaba, izindaba, nakwezinye izinhlobo zezimemezelo. Lapho nje ukutolika sekwenziwe, umhlaziyi ufaka idatha ezinhlelweni zesoftware.
  • - I-HFT ihlukaniswe ngezigaba njengokuhweba ngamanani; ngokungafani nokuhweba kwekhwalithi, inhloso yokugcina ukuthola isamba esinqwabelene kusuka ezikhundleni ezincane. Ngemuva kwayo, umqondo useqinisweni lokuthi kunenzuzo ngokucubungula ama-algos ngasikhathi sinye (okungukuthi imiqulu emikhulu yolwazi lwemakethe) - umsebenzi abadayisi abangabantu abakwazi ukuwusingatha.

Amazwana zivaliwe.

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