Ngophuhliso lwetekhnoloji yale mihla, phantse yonke inkampani ngoku ixhomekeke kwikhowudi enengqondo ukumisela ukuba lusebenza kangakanani na urhwebo. Ukufezekisa iziphumo ezinqwenelekayo, ii-algorithms zisebenzisa idatha yomsebenzisi, idatha yembali, kunye neseti yemiyalelo emiselwe kwangaphambili.
Ngokomzekelo, iifemu zengxowa-mali ezihlangeneyo zisebenzisa i-algorithm yokuthatha imali emiselweyo kwi-akhawunti yakho yebhanki yenyanga ye-SIP.
Nangona kunjalo, ii-depository kunye ne-stockbrokers ayikuphela kwamaqumrhu asebenzisa i-algorithms. Abatyali-mali basebenzise i-algorithms ngokusebenzayo ukunciphisa iimpazamo zabantu kunye nokunyusa amathuba okurhweba.
Yintoni ukuThengisa ngeAlgorithm?
Kurhwebo lwe-algorithmic, isivumelwano sibekwe yinkqubo yekhompyuter ehambelana nemithetho emiselweyo. Ngokwethiyori, isivumelwano sinokuvelisa inzuzo ngesantya kunye nokuphindaphinda okungaphaya kwamandla omthengisi ongumntu.
Imiyalelo ekhankanyiweyo inokusekwa kwimodeli yezibalo, ixesha, ixabiso, ubungakanani, okanye ezinye izinto. Ukongeza ekuboneleleni umrhwebi ngamathemba enzuzo, urhwebo lwe-algo lunyusa ukuthengiswa kwemalike kwaye kwenza urhwebo lulungelelaniswe ngakumbi ngokunciphisa impembelelo yeemvakalelo zomntu.
Ukuqala koRhwebo lwe-Algorithmic eIndiya
I-SEBI yembali (i-Securities and Exchange Board yase-Indiya) isetyhula ye-2008 ibhengeze ukuba i-India ngoku inokwandisa iimarike zayo kwi-Algorithmic Trading. Iziphumo, inkqubo yoFikelelo oluNgqo kwiMarike (i-DMA) yaqaliswa.
Ngombulelo kwimvume ye-DMA, abarhwebi bavunyelwe ukuba banikeze iteknoloji yabo kubathengi abangabathengi. Abaxhasi abanjalo baye bavunyelwa ukuba baqhube iintengiselwano besebenzisa i-algorithms-powered software.
Ke ngoko, i-Algorithmic Trading yenziwa eIndiya okokuqala ngaphandle kokubandakanyeka komntu.
Izinto eziluncedo kwi-Algorithmic Trading
Urhwebo lwe-algorithmic luneenzuzo ezininzi, ngakumbi xa iintengiso ziqhutywa ngokukhawuleza kangangoko kunokwenzeka.
Ezinye zeenzuzo eziphambili zorhwebo lwe-algo ziquka ezi zilandelayo:
Ususa Iimvakalelo Zabantu
Enye yeenzuzo eziphambili zokurhweba kwe-algorithmic yikhono layo lokuphelisa iimvakalelo zomntu kwimisebenzi yokurhweba. Oku kungenxa yokuba izenzo zokurhweba zichazwe kwaye ziqikelelwe kwiseti ethile yezikhokelo.
Ngokungafaniyo norhwebo oluzenzekelayo, ukurhweba kwabantu kuchaphazeleka kwiimvakalelo ezinokubangela izigwebo zokurhweba ezingenangqondo. Ngokwahlukileyo, urhwebo lwe-algo lusekwe ikakhulu kurhwebo lwekhompyuter okanye oluzenzekelayo ngaphandle kokubandakanyeka kwabantu.
Ke, umzekelo, ukuze kuthintelwe iimvakalelo, urhwebo lwe-algo luhlala lucebisa abarhwebi ukuba bangathathi umngcipheko omkhulu kunokuba banokuwubamba.
ukuchaneka
Ukuchaneka kunye nokuchaneka kubalulekile ekufumaneni impumelelo kwi-Algo Trading. Ngokuqhelekileyo, kuya kubakho ukusilela ekurhwebeni kwe-algo ukuba abantu bathathe inxaxheba.
Urhwebo lwe-algorithmic, nangona kunjalo, isebenzisa ikhomputha ukwenza urhwebo ngokweseti yemiyalelo, ethoba umngcipheko weempazamo.
Ke ngoko, ukucwangcisa kucetyiswa ukwenza ukhetho oluchanekileyo lokurhweba oluya kukhulisa kwaye lukhuthaze ukuchaneka kwentengiselwano.
Iphatha uRhwebo oluninzi
I-algorithmic transaction ivula umjelo wabarhwebi ukuba benze amashishini amaninzi ngelixa begcina ukuchaneka kunye nesantya. Ikwanyusa ngakumbi amathuba okwenza ingeniso engakumbi.
Isantya sentengiselwano siye sandiswa ngokukhawuleza ngenxa yophuhliso olungcono lwetekhnoloji kunye nokutsha.
Ukukwazi ukuBacktest
Abarhwebi kufuneka baqinisekise ukuba ngawaphi amacandelo enkqubo yabo yokurhweba eneziphene kwaye kufuneka bacebise uhlengahlengiso olukhawulezileyo ukuthintela ilahleko egqithisileyo. Ngokurhweba kwe-algo, abahwebi banakho umva urhwebo lwabo usebenzisa idatha yembali kwaye uyithelekise nedatha yamva nje.
Le ndlela icetyiswa ukuba iqinisekise ukuba iziphumo zentengiselwano ziya kuhlala zifana na.
URhwebo oluPhezulu-Frequency
I-High-Frequency Trading (HFT) yindlela ekhethekileyo yokurhweba nge-algorithmic esebenzisa iikhomputha ezisebenzayo nezinamandla ukwenza urhwebo ngokuhambelana ne-High-Frequency kunye nemithetho echazwe kwangaphambili.
Ngaphaya koko, ukwamkela ii-algorithms ezintsonkothileyo kuvumela ukusetyenzwa okukhawulezileyo kwezi ntengiselwano. Ingeniso yorhwebo idla ngokuba phezulu kubasebenzisi benkqubo yokurhweba ngamaxesha amaninzi kunezinye iinkqubo. Ngaphandle koko, ukurhweba nge-algorithmic kunemilinganiselo yorhwebo ephezulu ukongeza kwiinguqu ezinkulu.
Ukunyuswa komthamo weMarike
Abarhwebi ngoku banethuba elikhethekileyo lokwahlula amaqonga abo okurhweba ngenxa yorhwebo lwe-algorithmic. Abantu ngabanye kunye namashishini arhwebayo anokutshintshana ngokufanelekileyo nangokukhawuleza inani elikhulu lezabelo.
Oku kuthetha ukuba abathathi-nxaxheba beemarike banokuvumela abarhwebi ukuba bathenge inani elikhulu lezabelo, bazithengise ngokukhawuleza, kwaye bazuze kwingeniso ephezulu.
Ngaba i-Algorithmic Trading isemthethweni?
Ewe, i-Algorithmic Trading isemthethweni!
Nayiphi na imithetho okanye imimiselo ayithinteli ukuqeshwa kwee-algorithms zokurhweba.
I-SEBI idale isakhelo solawulo ukuqinisekisa ukhuseleko lorhwebo lwe-algorithmic, khusela umdla wabatyali-mali abaqhelekileyo, kwaye uyeke nakuphi na ukukhohlisa okunokwenzeka kweemarike.
Abanye abatyali-mali banokutsho ukuba olu hlobo lokurhweba lukhuthaza indawo yokurhweba engenabulungisa elimaza iimarike.
Nangona kunjalo, akukho mthethweni nangayiphi na indlela!
Loluphi ulwimi lweNkqubo olusetyenziswa ngabarhwebi be-Algorithmic?
I-C ++ lulwimi lweprogram oludumileyo phakathi kwabathengisi be-algorithmic kuba lusebenza kakhulu ekuqhubeni inani elikhulu ledatha.
Olona lwimi lulawulekayo, olunje ngePython, lunokuba lolona khetho lungcono kubasebenzi bezemali abanqwenela ukuqalisa kucwangciso kuneC okanye iC++, zombini ezintsonkothileyo kwaye zicela umngeni.
Ulufunda njani uRhwebo lweAlgorithmic?
Naziphi na izixhobo zokufundisa kwi-intanethi zorhwebo lwe-algorithmic kunokuba ngumngeni ukuyiqonda. Akukho mntu unokukunqanda ekuphumeleleni kurhwebo lwe-Algo ukuba usondela kwinkqubo yakho yokufunda ngokufanelekileyo.
Nanga amanyathelo apho nawuphi na umrhwebi onamabhongo e-algorithmic kufuneka asebenze kuwo:
Uhlalutyo lwexabiso
Kucazululo lobungakanani (ubungakanani), iipatheni zifunyenwe, kwaye iimodeli zenzelwe ukufikelela kuzo. Iimodeli ke ngoko zisetyenziselwa uqikelelo lweentshukumo zamaxabiso okhuseleko.
Ukuqonda iMarike yezeMali
Kuba ingqondo yomntu inentambo ngokwendalo ukuze ifunde ngokuqwalasela, kuyavakala ukuba ukuchitha ixesha ufunda itshathi kuya kuphucula ukuqonda komntu ngemarike yezemali.
Ke ukuba ufuna ukwenza i-algorithm, kufuneka ube nale ngcaciso.
Izakhono zokucwangcisa
Isinyathelo esilandelayo kukutshintshela kwindawo enzima ngakumbi yorhwebo lwe-algorithmic emva kokuqonda izinto ezisisiseko. Kukuqonda izakhono zokucwangcisa ukuba awuzange udibanise inkqubo.
Nangona kungekho nzima njengoko unokucinga, uninzi lwabantu lufumana eli candelo lokufunda urhwebo lwe-algorithmic lolona lucelomngeni. Nangona kunjalo, unokufuna umdwelisi wenkqubo ukuphumeza isicwangciso sakho sokurhweba, nokuba bubuphi na ubuchule ocinga ukubusebenzisa.
Umphuhlisi womyinge kufuneka abe nolwazi oluluqilima lweC ++, iJava, kunye nePython, kwaye eyona ndlela ilungileyo yokufunda inkqubo kukwenza.
IiMfuno zobuGcisa kwi-Algorithm Trading?
Isinyathelo sokugqibela kwi-Algorithmic Trading kukubeka i-Algorithm ekusebenziseni inkqubo yekhompyutheni emva kokubuyisela umva.
Nangona kunjalo, inxalenye enzima idibanisa indlela emiselweyo kwiprogram yekhompyutheni enokufikelela kwi-akhawunti yokurhweba kwaye yamkele imiyalelo.
Izinto ezifunekayo kurhwebo lwe-algorithmic zezi zilandelayo:
- Unokuqesha umphuhlisi okanye usebenzise inkqubo yokurhweba esele yenziwe ukuze ufunde izakhono ezibalulekileyo zeprogram yekhompyutheni ukuphuhlisa isicwangciso sokurhweba.
- Ukufikelela kumaqonga okurhweba kunye nobuchule bokunxibelelana ngokubeka iiodolo.
- Ngokobunzima bemithetho ephunyezwe kwi-Algorithm, kukho idatha ekhoyo yembali yokubuyisela umva.
Ungaluqala njani uRhwebo lweAlgorithmic eIndiya?
Kukho amanyathelo ambalwa ekufuneka uwathathele ingqalelo ukuba ufuna ukuqala uRhwebo olusekwe kwi-Algorithm eIndiya:
Ulwazi lwezeMali
Kuya kufuneka ube nolwazi lwemalike yezemali ukwenza urhwebo lwe-algorithmic. Yiyo loo nto kufuneka ube ngumnikazi okanye wakhe iadvanteji esekwe kulwazi ukuze uphumelele ukhuphiswano kuyo nayiphi na imarike.
Ukwenza iikhowudi
Ukuqonda inkqubo yomthombo ovulekileyo njengePython okanye i-R iluncedo kweli nqanaba.
Ungafikelela kumathala eencwadi asimahla afumaneka kuzo zombini ezi lwimi ngokupheleleyo kwaye uguqulele isicwangciso sakho kuthotho lweengxelo ezinengqiqo.
Ukukhetha iBroker eLungileyo kunye neQonga
Kubalulekile ukwenza uphononongo olucokisekileyo phambi kokuba uqalise, njengoko yonke imizamo yakho kufuneka ibe nentsingiselo yezemali.
Ngapha koko, iindleko ezingaphezulu ziyaqwalaselwa!
Ngaphezu koko, qiniseka ukuba uhlawula kuphela oko kufunekayo ukuze uphumeze indlela yakho ngokufanelekileyo. Gcina iindleko zorhwebo ziphantsi kunye nokusebenza ngokukhawuleza, ngamanye amazwi.
Ukuhamba emoyeni kunye noLawulo loMngcipheko
Xa wonwabile nge-algorithm yakho, yivumele isebenze kwiimarike zokwenyani. Sebenzisa stop-ilahleko, izithintelo, kunye nokubekw'esweni kweVar/Okulindelekileyo intsilelo ukulawula imingcipheko ngempumelelo.
Gcina ulumkele utshintsho lwesakhiwo okanye utshintsho lolawulo kuqoqosho olukhulu okanye kushishino; kwiimeko ezinjalo, isicwangciso sakho sinokudinga ukulungiswa okanye ukulahlwa ngokupheleleyo.
Nangona kunjalo, khumbula ukuba indlela nganye inobomi obunqamlekileyo kunye nemida!
Qhubeka uphuhlisa iZakhono eziPhezulu kunye nokuhlaziya ulwazi lwakho
Olona tyalo-mali lubalaseleyo, njengoko besitsho, kukuwe. Jonga ukuphucula kwaye uhlaziye izakhono zakho zobugcisa kunye nolwazi olufunekayo ukwenza loo datha kunye nokuqonda.
Iindlela zokuRhweba nge-Algorithmic
Nayiphi na i-algorithmic cwangciso lo shishino idinga ukuba nethuba elinengeniso elinokunyusa umvuzo okanye linciphise iindleko ezifunyenweyo.
Ezi zilandelayo ziindlela zokurhweba eziqhelekileyo ezisetyenziswa kurhwebo oluzenzekelayo:
Iindlela zokulandela izicwangciso
Ezona ndlela zidumileyo zokurhweba nge-algorithmic zithembele kutshintsho lwenqanaba lexabiso, ukuhamba okuphakathi kweendlela, ukuqhekeka kweshaneli, kunye nezinye izalathi zobugcisa ezifanelekileyo.
Kuba obu buchule bungafuni ukwenza naluphi na uqikelelo okanye uqikelelo lwamaxabiso, zezona zilula kwaye zikhawulezayo ukwenza kusetyenziswa urhwebo lwe-algorithmic.
Ngaphandle kokuphonononga ubunzima bokuhlalutya kwangaphambili, urhwebo luqalwa ngokusekwe kubuninzi beepateni ezilungileyo, ezilula ukuzisebenzisa nge-algorithms.
Arbitrage Amathuba
Umahluko wexabiso ungasetyenziswa njengenzuzo engenabungozi okanye i-arbitrage ngokuthenga isitokhwe esidweliswe kabini ngexabiso eliphantsi kwimarike enye kwaye kwangaxeshanye uyikhulule ngexabiso eliphezulu kwenye.
Ekubeni kukho ukungafani kwexabiso phakathi kwamasheya kunye nemveliso yexesha elizayo, inkqubo efanayo inokuphinda iphindwe. Amathuba anenzuzo ayenzeka ngokuphumeza i-algorithm yokufumana ezi zithuba zexabiso kwaye wenze imiyalelo ngokufanelekileyo.
Index Fund Rebalancing
Iingxowa-mali zesalathiso zibeke amaxesha okulungelelaniswa kwakhona ukuzisa ugcino lwazo lungqamane nezalathisi zebenchmark zazo.
Oku kuvelisa amathuba okurhweba anengeniso kubarhwebi be-algorithmic, abafumana inzuzo kurhwebo olulindelekileyo, olusekelwe kwinani lezabelo kwi. yeengxowa-mali, banike imbuyekezo yamanqaku asisiseko angama-20 ukuya kwangama-80 kanye phambi kokuba kuhlawulwe kwakhona ingxowa-mali yesalathiso.
Ukuphunyezwa ngokukhawuleza kunye namaxabiso angcono, urhwebo olunjalo luye lwaqala ukusebenzisa i-algorithmic trading algorithms.
ISicwangciso soHlaziyo lwentsingiselo
Uluvo olungemva kwendlela yokubuyisela intsingiselo yeyokuba amaxabiso aphezulu naphantsi e-asethi ziziganeko zomjikelo ezibuyela rhoqo kwixabiso lawo eliphakathi (ixabiso eliphakathi).
Ukurhweba kungenziwa ngokuzenzekelayo xa ixabiso le-asethi lingena okanye liphuma kuluhlu oluthile lwexabiso ngokuchonga, ukucacisa, kunye nokusebenzisa i-algorithm esekelwe kulo luhlu.
Volume Weighted Average Price Strategy
Ubuchwephesha bexabiso eliphakathi komthamo womthamo wohlulahlula iiodolo ezinkulu zibe ziincinci ezincinci, ezigqitywe ngokuguquguqukayo ezikhutshelwe ukuthengisa kusetyenziswa iiprofayili zevolumu zangaphambili ezihambelana nempahla ethile.
Umyalelo kufuneka uqhutywe kufuphi nexabiso eliphakathi kwe-volume-weighted average (VWAP).
Ixesha Weighted Average Price Strategy
Ubuchwephesha bamaxabiso obuphakathi obunobunzima bexesha bohlula intengiselwano enkulu kusetyenziswa iindawo zokubeka izithuba zexesha phakathi kokuqala kunye nexesha lokugqiba. Ikhupha iinxalenye ezincinci, ezigqitywe ngamandla zentengiselwano ukuya kwimarike.
Injongo kukunciphisa impembelelo yemalike ngokwenza iodolo kwi-avareji okanye malunga nexabiso eliphakathi kwexesha lokuqala kunye nokuphela kwexesha.
Ipesenti yeSicwangciso soMqulu
Le Algorithm igcina ukuhambisa ii-odolo ezingaphelelanga ngomlinganiselo wokuthatha inxaxheba ochaziweyo kunye nomthamo owenziwe ngokutshintshiselana de kuzaliswe umyalelo wokurhweba.
Xa ixabiso lesitokhwe lidlula amanqanaba achazwe ngumsebenzisi, "iqhinga lamanyathelo" elihambelanayo liphakamisa okanye linciphisa eli nqanaba lokuthatha inxaxheba, ngaloo ndlela lithumela imiyalelo kwi-proportion echazwe ngumsebenzisi yee-volumes zemarike.
Ukuphunyezwa kweSicwangciso-qhinga sokuSilela
Ngokurhweba kwimarike yexesha lokwenyani, ukuphunyezwa kwendlela yokusilela kufuna ukunciphisa iindleko zokwenziwa komyalelo lo gama ikwasebenzisa ithuba leendleko zokugqitywa kade.
Xa ixabiso lesabelo linyuka ngokuncomekayo, isicwangciso siya kwandisa izinga lokuthatha inxaxheba elifunekayo; ngokuchaseneyo, xa ixabiso lesitokhwe lihamba kakubi, liya kuhla.
Imigaqo yoRhwebo lwe-Algorithmic eIndiya
Rhoqo ngonyaka, i-SEBI iphuhlisa imithetho abarhwebi kunye nabameli kufuneka bayithobele ukugcina ishishini lokurhweba likhuselekile kwaye lilawulwa ngumngcipheko.
Ngokurhweba nge-algorithmic, ulawulo lomngcipheko luyimfuneko.
Ngenxa yoku, iimarike zifuna ifemu ukuba idlule kwiimviwo ezininzi ezinzima ukuba ifuna ukurhweba isebenzisa urhwebo lwealgo phambi kokuba iimarike zigunyazise nayiphi na i-algorithm.
Ezi mvavanyo ziqwalasela inani lee-odolo eziya kufakwa ngesekhondi nganye, elona xabiso liphakamileyo elinokubekwa, kunye nesona sixa sikhulu esinokutshintshwa ngosuku lokurhweba.
isiphelo
Urhwebo lwe-algorithmic ikuvumela ukuba uphucule inzuzo yakho xa uthengisa kwi imakethi yesitokhwe. Nangona kunjalo, ukusilela kweNkqubo, ukuphazamiseka koqhagamshelo lwe-intanethi, kunye nemiyalelo ye-algorithmic engachanekanga zezinye zemingcipheko enxulumene nobu buchwepheshe.
Ke ngoko, kuya kufuneka ube namava okurhweba kwimarike yemasheya usebenzisa uhlalutyo yobugcisa izixhobo ngaphambi kokuba uqale urhwebo lwe-algorithmic.
Kwakhona, ukuba ngumrhwebi oyingcali kufuna umonde omkhulu, uphando lwemakethi, iikhowudi zealgorithms, ukubuyisela umva isicwangciso sakho, kunye nokomelela.
Shiya iMpendulo