Ngokuthuthuka kobuchwepheshe besimanje, cishe yonke inkampani manje isithembele kukhodi enengqondo ukuze inqume ukuthi ukuhweba kusebenza kanjani. Ukuze kufezwe imiphumela oyifunayo, ama-algorithms asebenzisa idatha yomsebenzisi, idatha yomlando, kanye nesethi enqunywe kusengaphambili yemiyalo.
Isibonelo, amafemu e-mutual fund asebenzisa i-algorithm ukuze athathe inani elinqunywe kusengaphambili ku-akhawunti yakho yasebhange yanyanga zonke ukuze uthole i-SIP.
Nokho, ama-depository nama-stockbroker akuzona kuphela izinhlangano ezisebenzisa ama-algorithms. Abatshalizimali basebenzisa ama-algorithms ngenkuthalo ukuze behlise amaphutha abantu futhi bakhulise amathuba okwenza inzuzo yokuhweba.
Kuyini Ukuhweba Kwe-Algorithmic?
Ekuhwebeni kwe-algorithmic, isivumelwano senziwa uhlelo lwekhompyutha olunamathela kusethi yemithetho enqunywe kusengaphambili. Ngokwethiyori, isivumelwano singakhiqiza inzuzo ngesivinini nangemvamisa engaphezu kwamandla omthengisi ongumuntu.
Imiyalo eshiwo ingase isekelwe kumodeli yezibalo, isikhathi, intengo, inani, noma ezinye izici. Ngokungeziwe ekunikezeni umhwebi amathemba enzuzo, ukuhweba nge-algo kukhulisa imali yemakethe futhi kwenza ukuhweba kuhleleke kakhulu ngokunciphisa ithonya lemizwelo yomuntu.
Ukuqala kokuhweba nge-algorithmic eNdiya
Isekhula yomlando ye-SEBI (Securities and Exchange Board of India) yango-2008 yamemezela ukuthi i-India manje inganweba izimakethe zayo ibe yi-Algorithmic Trading. Ngenxa yalokho, kwaqalwa uhlelo lwe-Direct Market Access (DMA).
Ngenxa yemvume ye-DMA, abathengisi bavunyelwe ukunikeza ubuchwepheshe babo kumakhasimende angadayisi. Amaklayenti anjalo ayevunyelwe ukwenza imisebenzi esebenzisa isofthiwe esebenza nge-algorithms.
Ngakho-ke, i-Algorithmic Trading yenziwa eNdiya okokuqala ngaphandle kokubandakanyeka komuntu.
Izinzuzo Zokuhweba Nge-algorithmic
Ukuhweba nge-algorithmic kunezinzuzo eziningi, ikakhulukazi uma amadili enziwa ngokushesha ngangokunokwenzeka.
Ezinye zezinzuzo eziyinhloko zokuhweba kwe-algo zifaka okulandelayo:
Isusa Imizwa Yomuntu
Enye yezinzuzo eziyinhloko zokuhweba kwe-algorithmic amandla ayo okuqeda imizwelo yomuntu emsebenzini wokuhweba. Lokhu kungenxa yokuthi izenzo zokuhweba zichazwe futhi zibikezelwa kusethi ethile yezinkombandlela.
Ngokungafani nokuhweba okuzenzakalelayo, ukuhweba kwabantu kuthonywa imizwelo engase ibangele izahlulelo zokuhweba ezingenangqondo. Ngokuphambene, ukuhweba kwe-algo kusekelwe kakhulu ekuhwebeni kwekhompyutha noma okuzenzakalelayo ngaphandle kokubandakanyeka kwabantu.
Ngakho-ke, ngokwesibonelo, ukuze kuvinjwe imizwa, ukuhweba kwe-algo kuhlale kweluleka abathengisi ukuthi bangazibeki engcupheni engaphezu kwalokho abakwazi ukuyiphatha.
Ukunemba
Ukunemba nokunemba kubalulekile ekuzuzeni impumelelo ku-Algo Trading. Ngokujwayelekile, kungaba namandla amaningi okuhluleka ekuhwebeni kwe-algo uma abantu bebambe iqhaza.
Ukuhweba nge-algorithmic, nokho, kusebenzisa ikhompuyutha ukwenza ukuhweba ngokuya ngesethi yemiyalo, okwehlisa ingozi yamaphutha.
Ngakho-ke, ukuhlela kuphakanyiswa ukwenza ukukhetha okunembile kokuhweba okuzothuthukisa futhi kukhuthaze ukunemba kokwenziwe.
Iphatha Ukuhwebelana Okuningi
I-algorithmic transaction ivula isiteshi ukuze abahwebi benze ukuhweba okumbalwa kuyilapho begcina ukunemba nesivinini. Iphinde yandise amathuba okwenza imali eyengeziwe.
Isivinini sokuthenga sithuthukiswe ngokushesha ngenxa yokuthuthukiswa okungcono kwezobuchwepheshe kanye nokuqanjwa okusha.
Ikhono Backtest
Abahwebi kufanele bathole ukuthi yiziphi izingxenye zesistimu yabo yokuhweba ezinephutha futhi kufanele baphakamise izinguquko ezisheshayo ukuze bagweme ukulahlekelwa okukhulu. Ngokuhweba kwe-algo, abadayisi bangakwazi bahlole imisebenzi yabo usebenzisa idatha yomlando futhi uyiqhathanise nedatha yakamuva.
Le ndlela yelulekwa ukuthi inqume ukuthi imiphumela yokwenziwayo izohlala ifana yini.
High-Frequency Ukuhweba
I-High-Frequency Trading (HFT) iyindlela eyingqayizivele yokuhweba nge-algorithmic esebenzisa amakhompyutha asebenza kahle kakhulu futhi anamandla ukwenza uhwebo ngokuhambisana ne-High-Frequency enemithetho enqunywe kusengaphambili.
Ngaphezu kwalokho, ukusebenzisa ama-algorithms ayinkimbinkimbi kuvumela ukucutshungulwa okusheshayo kwalokhu kuthengiselana. Inzuzo yokuhweba ngokuvamile iphakeme kubasebenzisi besistimu yokuhweba yemvamisa ephezulu kunamanye amasistimu. Ngaphandle kwalokho, ukuhweba nge-algorithmic kunezilinganiso zokuhweba eziphezulu ngaphezu kwenzuzo enkulu.
Kwenyuswa Umthamo Wemakethe
Abahwebi manje banethuba elikhethekile lokuhlukanisa izinkundla zabo zokuhweba ngenxa yokuhweba nge-algorithmic. Abantu ngabanye namabhizinisi ahwebayo angashintshana ngempumelelo nangokushesha amanani amakhulu wamasheya.
Lokhu kusho ukuthi abahlanganyeli bemakethe bangavumela abathengisi ukuthi bathenge inani elikhulu lamasheya, bawathengise ngokushesha, futhi benze inzuzo ngenzuzo ephezulu.
Ingabe Ukuhweba Kwe-Algorithmic Kusemthethweni?
Yebo, Ukuhweba nge-Algorithmic kusemthethweni!
Noma yimiphi imithetho noma iziqondiso azikuvimbeli ukuqashwa kwama-algorithms okuhweba.
I-SEBI idale uhlaka lokulawula ukuze kuqinisekiswe ukuphepha kokuhweba nge-algorithmic, ukuvikela izintshisekelo zabatshalizimali abavamile, futhi kumiswe noma yikuphi ukukhohlisa okungaba khona kwemakethe.
Abanye abatshalizimali bangaphikisana ngokuthi lolu hlobo lokuhweba lukhuthaza indawo yokuhweba engalungile elimaza izimakethe.
Nokho, akukho emthethweni nganoma iyiphi indlela!
Iluphi ulimi lokuhlela olusetshenziswa yi-Algorithmic Trader?
I-C++ iwulimi lokuhlela oludumile phakathi kwabadayisi be-algorithmic ngoba lusebenza kahle kakhulu ekucubunguleni inani elikhulu ledatha.
Ulimi olulawuleka kakhulu, njengePython, lungaba ukukhetha okungcono kochwepheshe bezezimali abafisa ukuqalisa ukuhlela kune-C noma i-C++, kokubili okuyinkimbinkimbi kakhulu futhi kuyinselele.
Ungakufunda Kanjani Ukuhweba Kwe-algorithmic?
Noma yiziphi izinto zokufundisa eziku-inthanethi zokuhweba nge-algorithmic kungase kube inselele ukuyiqonda. Akekho ongakuvimbela ukuthi uphumelele ekuhwebeni kwe-Algo uma usondela ohlelweni lwakho lokufunda ngendlela efanele.
Nazi izinyathelo noma yimuphi umthengisi we-algorithmic ofuna ukuvelela okufanele asebenze kuzo:
Ukuhlaziywa Kwesilinganiso
Ekuhlaziyweni kobuningi (amaquanti), amaphethini ayatholakala, futhi amamodeli ayakhiwa ukuze afinyelele kuwo. Ngakho-ke amamodeli asetshenziswa ekubikezelweni kwentengo yezibambiso.
Ukuqonda Imakethe Yezezimali
Njengoba ingqondo yomuntu ixhumeke ngokwemvelo ukuze ifunde ngokubheka, kunengqondo ukuthi ukuchitha isikhathi ufunda ishadi kuzothuthukisa ukuqonda komuntu imakethe yezezimali.
Ngakho-ke uma ufuna ukudala i-algorithm, kufanele ube nalolu lwazi.
Amakhono wokuhlela
Isinyathelo esilandelayo siwukudlulela endaweni eyinkimbinkimbi kakhulu yokuhweba nge-algorithmic ngemva kokwazi izinto eziyisisekelo. Kuwukuba uchwepheshe bamakhono okuhlela uma ungakaze uhlanganise uhlelo.
Yize kungenzima njengoba ungacabanga, abantu abaningi bathola le ngxenye yokufunda ukuhweba nge-algorithmic kuyinselele kakhulu. Noma kunjalo, ungase udinge umklami ukuze asebenzise uhlelo lwakho lokuhweba, kungakhathaliseki ukuthi iyiphi indlela ohlose ukulenza.
Umthuthukisi wenani kufanele abe nolwazi oluqinile lwe-C++, Java, nePython, futhi indlela engcono kakhulu yokufunda ukuhlela ukwenza.
Izidingo zobuchwepheshe Zokuhweba nge-algorithm?
Isinyathelo sokugcina ekuhwebeni kwe-Algorithmic siwukusebenzisa i-algorithm usebenzisa uhlelo lwekhompiyutha ngemuva kokubuyisela emuva.
Kodwa-ke, ingxenye enzima ukuhlanganisa indlela enqunyiwe ohlelweni lwekhompyutha olungafinyelela i-akhawunti yokuhweba futhi yamukele ama-oda.
Izimfuneko zokuhweba nge-algorithmic zimi kanje:
- Ungaqasha unjiniyela noma usebenzise isistimu yokuhweba eseyenziwe ngomumo ukuze ufunde amakhono abalulekile wokuhlela amakhompyutha ukuze uthuthukise isu lokuhweba.
- Ukufinyelela ezisekelweni zokuhweba namandla okuxhumana okufaka ama-oda.
- Ngokuya ngobunkimbinkimbi bemithetho esetshenziswa ku-Algorithm, kunedatha yomlando etholakalayo yokubuyisela emuva.
Ungaqala Kanjani Ukuhweba Kwe-Algorithmic eNdiya?
Kunezinyathelo ezimbalwa okudingeka uzicabangele uma ufuna ukuqala Ukuhweba okusekelwe ku-Algorithm eNdiya:
Ulwazi Lwezezimali
Kufanele ube nolwazi lwemakethe yezezimali ukuze wenze ukuhweba nge-algorithmic. Kungakho udinga ukuba ngumnikazi noma wakhe inzuzo ethile esekelwe olwazini ukuze uphumelele ukuncintisana kunoma iyiphi imakethe.
Ukubhala ngekhodi
Ukuqonda uhlelo lomthombo ovulekile njengePython noma i-R kuyasiza kuleli zinga.
Ungafinyelela imitapo yolwazi yamahhala efinyeleleka ngazo zombili lezi zilimi ngokugcwele futhi uhumushe uhlelo lwakho ochungechungeni lwezitatimende ezinengqondo.
Ukukhetha i-Broker efanele kanye ne-Platform
Kubalulekile ukwenza ucwaningo olunzulu ngaphambi kokuthi uqale, njengoba yonke imizamo yakho kufanele ibe nomqondo wezezimali.
Phela, izindleko ze-overhead zibhekwa!
Ngaphezu kwalokho, qiniseka ukuthi ukhokha kuphela lokho okudingayo ukuze usebenzise indlela yakho ngendlela efanele. Gcina izindleko zokuhweba ziphansi futhi ukusebenza kushesha, ngamanye amazwi.
Ukuhamba Emoyeni kanye Nokulawulwa Kwengozi
Uma ujabulile nge-Algorithm yakho, yivumele isebenze ezimakethe zangempela. Sebenzisa ukulahlekelwa kokuyeka, imikhawulo, kanye nokuqapha kwe-Var/Okulindelekile okushodayo ukuze ulawule izingozi ngempumelelo.
Qaphela izinguquko zesakhiwo noma amashifu ombuso emnothweni omkhulu noma embonini; ezimweni ezinjalo, uhlelo lwakho lungase ludinge ukulungiswa noma luyekwe ngokuphelele.
Nokho, khumbula ukuthi indlela ngayinye inesikhathi esinqunyiwe sokuphila kanye nemikhawulo!
Qhubeka Uthuthukisa Amakhono Athuthukile futhi Ubuyekeza Ulwazi lwakho
Ukutshalwa kwezimali okuhle kakhulu, njengoba besho, kukuwena. Bheka ukuthuthukisa nokuvuselela amakhono akho obuchwepheshe nolwazi oludingekayo ukuze wenze kuleyo datha nokuqonda.
Amasu okuhweba nge-algorithmic
Noma iyiphi i-algorithmic isu lokuhweba idinga ukuba nethuba elinenzuzo elingakhuphula umholo noma lehlise izindleko ezitholiwe.
Okulandelayo izindlela zokuhweba ezijwayelekile ezisetshenziswa ekuhwebeni okuzenzakalelayo:
Amasu Okulandela Okuthrendayo
Izindlela zokuhweba ze-algorithmic ezidume kakhulu zincike ekushintsheni kwezinga lentengo, amathrendi amaphakathi anyakazayo, ukuwohloka kweziteshi, nezinye izinkomba zobuchwepheshe ezifanele.
Njengoba lawa masu angadingi ukwenza noma yikuphi ukuqagela noma izibikezelo zentengo, alula futhi ashesha kakhulu ukuwasebenzisa kusetshenziswa ukuhweba nge-algorithmic.
Ngaphandle kokuhlolisisa ubunkimbinkimbi bokuhlaziya okubikezelwayo, ukuhweba kuyaqalwa ngokusekelwe ekuvameni kwamaphethini amahle, okulula ukuwasebenzisa ngama-algorithms.
Arbitrage Amathuba
Umehluko wamanani ungasetshenziswa njengenzuzo engenabungozi noma i-arbitrage ngokuthenga isitoko esisohlwini olukabili ngentengo ephansi kwenye imakethe futhi ngesikhathi esifanayo usikhulule ngentengo ephezulu kwenye.
Njengoba kunomehluko wamanani phakathi kwamasheya nemikhiqizo yesikhathi esizayo, inqubo efanayo ingaphinda. Amathuba anenzuzo enziwa abe nokwenzeka ngokusebenzisa i-algorithm yokuthola lezi zikhala zamanani futhi kwenziwe ama-oda ngempumelelo.
I-Index Fund Rebalancing
Izimali zenkomba zibeke izikhathi zokulinganisa kabusha ukuze zenze ukubamba kwazo kuhambisane nezinkomba zazo ezithile zokuma.
Lokhu kudala amathuba okuhweba anenzuzo kubadayisi be-algorithmic, abenza inzuzo ngokuhweba okulindelekile, okusekelwe enanini lamasheya isikhwama sezinkomba, nikeza izimbuyiselo zamaphuzu angu-20 kuya kwangu-80 ngaphambi nje kokulinganisa kabusha kwesikhwama senkomba.
Ukuze kusetshenziswe ngokushesha nezintengo ezingcono kakhulu, ukuhweba okunjalo sekuqalile ukusebenzisa ama-algorithmic okuhweba ama-algorithms.
Kusho Isu Lokubuyekeza
Umqondo wendlela yokuguqulwa kwencazelo ukuthi amanani aphezulu naphansi empahla ayizigigaba zomjikelezo ezibuyela njalo kunani lazo lencazelo (inani eliyisilinganiso).
Ukuhweba kungenziwa ngokuzenzakalela uma inani lempahla lingena noma liphuma ebangeni lentengo elithile ngokuhlonza, ukuchaza, nokusebenzisa i-algorithm esekelwe kulobo bubanzi.
I-Volume Weighted I-Average Price Isu
Indlela yokubeka intengo emaphakathi enesisindo sevolumu ihlukanisa ama-oda amakhulu abe izingcezu ezincane, ezinqunywa ngokushintshashintshayo ezikhishelwa emakethe kusetshenziswa amaphrofayili evolumu yangaphambilini aqondene nesitoko.
I-oda kufanele lenziwe eduze nenani elilinganiselwe le-volume-weighted (VWAP).
Isikhathi Esikaliwe Isilinganiso Sentengo Isu
Indlela yentengo enesisindo sesikhathi ihlukanisa umsebenzi omkhulu kusetshenziswa izikhala zesikhathi ezihlukanisiwe phakathi kwesikhathi sokuqala nesokuqeda. Idedela izingxenye ezincane, ezinqunywe ngokushintshashintshayo zomsebenzi emakethe.
Umgomo uwukunciphisa umthelela wemakethe ngokwenza i-oda ngenani elimaphakathi noma eliseduze phakathi kwesikhathi sokuqala nesokugcina.
Iphesenti Lesu Lomthamo
Le Algorithm iqhubeka nokuletha ama-oda ayingxenye ngenani lokubamba iqhaza elishiwo kanye nevolumu eyenziwa ekuhwebeni kuze kugcwaliswe i-oda lokuhweba.
Uma intengo yesitoko idlula amazinga achazwe umsebenzisi, "isu lezinyathelo" elihambisanayo liphakamisa noma lehlisa leli zinga lokubamba iqhaza, ngaleyo ndlela lithumela ama-oda ngengxenye echazwe umsebenzisi yamavolumu emakethe.
Isu Lokushoda Lokuqalisa
Ngokuhweba ngemakethe yesikhathi sangempela, indlela yokushoda yokuqaliswa ifuna ukunciphisa izindleko zokwenziwa kwe-oda kuyilapho iphinde isebenzise ithuba lezindleko zokuqedwa kwesikhathi.
Uma inani lentengo likhuphuka kahle, isu lizothuthukisa izinga lokubamba iqhaza elifunekayo; ngokuphambene, lapho intengo yesitoko ihamba kabi, izokwehla.
Imithetho yokuhweba nge-Algorithmic eNdiya
Njalo ngonyaka, i-SEBI ithuthukisa imithetho abathengisi nabaxhumanisi okufanele bayithobele ukuze kugcinwe imboni yokuhweba ivikelekile futhi ilawulwa ubungozi.
Ngokuhweba kwe-algorithmic, ukuphathwa kwengozi kubalulekile.
Ngenxa yalokhu, izimakethe zidinga ifemu ukuthi idlule ezivivinyweni eziningi ezinzima uma ifuna ukuhweba isebenzisa ukuhweba nge-algo ngaphambi kokuba izimakethe zigunyaze noma iyiphi i-algorithm.
Lezi zivivinyo zicabangela inani lama-oda azofakwa ngesekhondi ngalinye, inani eliphakeme kakhulu le-oda elingase libekwe, kanye nenani elikhulu elingashintshwa ngosuku oluthile lokuhweba.
Isiphetho
Ukuhweba nge-algorithmic kukuvumela ukuthi uthuthukise inzuzo yakho lapho uhweba ku- stock market. Kodwa-ke, ukwehluleka kwesistimu, ukuphazamiseka kokuxhumeka kwe-inthanethi, nemiyalelo ye-algorithmic engalungile ezinye zezingozi ezihlobene nalobu buchwepheshe.
Ngakho-ke, kufanele ube nesipiliyoni sokuhweba emakethe yamasheya usebenzisa analysis technical amathuluzi ngaphambi kokuthi uqale ukuhweba nge-algorithmic.
Futhi, ukuba ngumhwebi ochwepheshe kudinga isineke esikhulu, ucwaningo lwemakethe, ama-algorithms wokubhala amakhodi, ukubuyisela emuva isu lakho, nokuqina.
shiya impendulo