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Quantitative trading requires investment decisions to be made in strict accordance with established logic , Every operation is supported by data and model , This can overcome the emotional fluctuations caused by manual trading 、 Subjective assumption 、 Fear and fluke .
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For example, a strategy that performs a single logical operation every five minutes , By the fifth minute , There should be no ambiguity .
Sometimes there are too few transactions in some small currencies , Or it happens to be a bear market, and people don't want to trade , At this time, the market will be very cold , The colder and colder, the less trading , Form a vicious circle . With market making robots , The robot can act as the corresponding buyer or seller , Trade in the market, revitalize the trading volume . If there's no deal in the market , Not good for investors or exchanges , From this point of view , Market making robot has its value of existence .
This paper is written by mkz888z Arrangement
Quantitative models can be roughly divided into the following categories ： Trend type 、 Responsive 、 Technology emotional 、 Value type / Income type 、 Growth and quality .
1、 Trend following strategy
The trend following strategy is based on the following basic assumptions ： In a certain period of time, the market usually changes in the same direction , Based on this, the judgment of market trend can be used as the basis of making trading strategy . Common in futures markets , The most common way to define a trend is to cross the moving average .
2、 Mean reversion strategy
The basic theory of mean reversion strategy is that , Prices fluctuate around their value centers , Judging the center and the direction of fluctuation is enough to capture trading opportunities . Statistics tao、li It's the most used mean reversion strategy , Think that the price deviates from the value of similar stocks will eventually narrow to a reasonable range .
3、 There is no clear economic theory to support the technology emotional strategy , Mainly through tracking investor sentiment related indicators to judge the expected return , Such as the transaction price 、 Trading volume and volatility indicators, etc . For example, observe the put and call volume and implied volatility of the option market to make spot timing , Furthermore, high frequency trading can judge the recent market sentiment through the form of price limit order book .
The age of digital currency trading , The high interest flow has attracted a lot of people to join the competition . But in the face of complex trading rules , A lot of money circle novices have dismounted . The development of “ Quantitative automatic robots ”, Auto tracking the bull market 、 Analysis currency 、 Through a complete computing system to help us profit
4、 Value type / Revenue strategy
Value strategy is mainly used in stock trading . This kind of strategy believes that the market tends to overestimate the risk of high-risk assets , And underestimate the risk of low-risk assets . therefore , Buy high-risk assets and sell low-risk assets at the right time , You can get a profit . Common indicators are PE( P / E ratio )、PB( Market to net ratio ) etc. , It is often used for long and short stock .
5、 Growth strategy
The growth strategy attempts to predict the future trend of the assets under consideration through the past growth level of the assets under consideration . He believes that there is usually a trend in prices , The products with the fastest price increase usually have more advantages than similar products , He asked investors to judge as soon as possible that the company's share price is in a period of growth , So as to capture the company's stock price rising more in the future . Macroscopically, it is common in the foreign exchange market , For example, holding the foreign exchange of a rapidly growing country , Interest rates in these countries are higher than those in slow growing or recovering economies ; The stock market usually uses EPS And other indicators .
The biggest advantage of quantitative trading is that it reduces the impact of investor sentiment fluctuations , Avoid making irrational investment decisions when the market is extremely fanatical or pessimistic
This paper is written by mkz888z Arrangement