量化合约指的是目标或任务具体明确,可以清晰度量。根据不同情况,表现为数量多少,具体的统计数字,范围衡量,时间长度等等。所谓量化就是把经过抽样得到的瞬时值将其幅度离散,即用一组规定的电平,Theinstantaneoussamplingvalueisrepresentedbytheclosestlevelvalue.Thesampledimageisonlyspatiallydispersedintoanarrayofpixels.Thegrayvalueofeachsampleisalsoacontinuousvariablewithinfinitevalues,whichmustbetransformedintoafinitenumberofdiscretevaluesandgivendifferentcodewordsinordertotrulybecomeadigitalimage.Thistransformationiscalledquantification.
量化交易系统的类型有哪些呢?量化交易系统有很多种,包括跨平台搬砖、趋势交易、对冲交易等。
【跨平台搬砖是指,】
【趋势交易会更加复杂一些,它根据趋势的指标来发出卖出和买入的信号。】
【对冲是指同时进行两笔与行情相关、买卖方向相反、数量相当、盈亏相抵的交易,以达到对冲风险的效果。量化交易的特点量化交易是一个比较新的概念,它最鲜明的特征就是运用模型。】
Intertemporalarbitrageistousealgorithmmodels,bigdataandengineeringcapabilitiesinthespotandfuturesmarketstocapturethepremiumindifferenttradingmarketsamongvarietiesforarbitrage.
Themainideaofstatisticalarbitrageistofindseveralpairsofinvestmentconsultingvarietieswithminimalcorrelation,andthenfindthelong-termequilibriumrelationshipofeachpairofinvestmentconsultingvarieties.Whenthepricedifferenceofsomepairsofvarietiesdeviatestoacertainextent,starttobuildpositions,buyrelativelyundervaluedvarieties,shortsellrelativelyhighestimatedvarieties,andreturntoequilibriumaftertheequivalencedifferencereturnstoprofittaking.Dynamicbalancestrategy,brickmovingarbitragestrategy,algorithmarbitragestrategy,etc.
Algorithmictrading,alsoknownasautomatictrading,machinetrading,referstothemethodofissuingtradinginstructionsbydesigningalgorithmsandusingcomputerprograms.Intrading,theprocedurecandetermineitsscope,includingthechoiceoftradingtime,thepriceoftrading,andeventhenumberofconsultativepropertiesthatneedtobetradedattheveryleast.
“量化交易”有着两层含义:一是从狭义上来讲,是指量化交易的内容,将交易条件转变成为程序,自动下单;二是从广义上来讲,是指系统交易方法,就是一个整合的交易系统。即为根据一系列交易条件,智能化辅助决策体系,将丰富的从业经验与交易条件相结合,在交易过程管理好风险控制。
量化交易具有以下几个方面的特点:
纪律性。Makedecisionsbasedontheresultsofthemodel,notonfeelings.Disciplinecannotonlyovercometheweaknessofgreed,fearandflukeinhumannature,butalsoovercomecognitivebiasandcanbetracked.
系统性。Thespecificperformanceis"morethanthree".First,therearemulti-levelmodels,includingthreelevelsofassetallocation,industryselectionandselectionofspecificassets;Second,thecoreideaofquantitativeinvestmentincludesmacrocycle,marketstructure,valuation,growth,earningsquality,analysts"earningsforecasts,marketsentimentandsoon;Third,multidata,thatis,theprocessingofmassivedata.
套利思想。Quantitativeinvestmentcapturestheopportunitiesbroughtbywrongpricingandwrongvaluationthroughcomprehensiveandsystematicscanning,soastofindvaluationdepressions,andmakeprofitsbybuyingundervaluedassetsandsellingovervaluedassets.
概率取胜。First,quantitativeinvestmentconstantlyexcavatesandutilizesthelawsthatareexpectedtorepeatfromhistoricaldata;Second,relyonportfolioassetstowin,ratherthanasingleassettowin.
合约量化,就是系统根据设置,自动进行买卖交易,上涨到一定点数则卖出平仓,下跌至相应点数则进行加仓操作,等待价格回调则卖出。不断的操作,达到自动化交易,让交易者不用时时刻刻紧盯市场,使用自动化交易,摈弃了用户的个人主观情绪,让交易变得更为“理智”。
目前合约量化的具体体现为“量化系统”、“量化软件”、“量化机器人等等”,每一种都略微有着不一样,但是大部分核心原理就是马丁倍投策略,马丁倍投策略是来自于现货市场的策略,但运用至合约上依然合理。
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文章为作者独立观点,不代表 股票程序化软件自动交易接口观点