2010 China launched stock index futures in , For the first time, we have the tools to short the market , Thus, it provides the basis for the design of complex strategy based on algorithm , therefore 2010 We call it hedge fund and quantitative investment year one .
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With the introduction of stock index futures , There are four products related to quantitative investment booming .
The first is long stocks 、 Alpha hedging products that short stock index futures ; The second is to make use of the characteristics that stock index futures can be traded many times a day , Technical analysis and program trading of stock index futures , So called procedural CTA product ; The third is in a very short time , High frequency trading of stock index futures with complex algorithms , So called high frequency trading products ; The fourth is , For stock index futures and its spot ETF/ Stock spread trading operation .
Of course , These high-end quantitative tools require a lot of computer and research investment , So it's mainly in the hands of professional institutions .
In the era of rapid development , Those images are now antiques . Rent a robot to invest , It has become a reality , But it's going to be like in recent movies , There's one that's exactly like people , Also has the ability of self evolution “ robot ” Do you ? Of course , The thought source of quantitative investment is human after all , Quantitative investment in the era of cloud computing and big data , Take the imagination of investment one step further , Simplify our lives , Meet our needs . This shows us some hope for scientific and technological progress .- Trading algorithms
Algorithm transaction is also called automatic transaction 、 Black box trading or machine trading , It refers to the use of computer programs to issue trading instructions . In the transaction , The scope that the program can determine includes the choice of trading time 、 The price of the deal , Even the number of securities that need to be traded in the end .
According to each algorithm, the degree of initiative of the algorithm in the transaction is different , Algorithmic trading can be divided into passive algorithmic trading 、 Active algorithm transaction 、 There are three types of comprehensive algorithmic trading .
The significance of quantitative investment is , Technology and engineering forces have entered the financial industry , The common people can not only choose the public funds that follow the market , You can also choose the so-called absolute income financial products .
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