What is quantitative trading and the development of quantitative trading system

AI Shu big data 2021-04-07 17:45:41 阅读数:999

quantitative trading development quantitative trading

What is quantitative trading ? Quantitative trading is also a kind of transaction . In a narrow sense, quantitative trading refers to the transformation of trading terms into procedures , And automatically order . Quantitative trading in a broad sense is a comprehensive trading system , That is, under a series of trading conditions , Intelligent decision system , Combine rich experience with trading conditions , Manage risk control in the process of trading .

Quantitative trading system consists of four main parts :

Strategy identification : Search strategy 、 Tap advantages 、 Determine the frequency of transactions .

Backtesting : get data 、 Analyze strategy performance 、 Eliminate deviations .

Delivery system : Connect brokers 、 Automating transactions 、 Minimize transaction costs .

Risk management : Optimal capital allocation 、 Most of them have reading notes or Kelly's rule 、 Trading psychology .

What are the benefits of a quantitative trading system ?

  1. Compared with traditional manual methods , Quantitative trading can be measured back in a few minutes , Its efficiency is hundreds of times higher than that of traditional manual labor .
  2. For a trade , Such a large verification is obviously difficult to complete , But quantitative trading can be judged quickly and accurately . And quantitative trading can also use the principles of statistics and mathematics to give the results objectively , Such as the withdrawal rate 、 Annualized rate of return, Sharpe ratio and so on .
  3. For quantitative transactions , It can be used for real-time tracking of the whole market , Can not miss any trading opportunities , Greatly improve profitability .

Quantitative trading system is a way to achieve more transactions :

  1. Increase the number of currencies ;2. Increase currency trading volume

The currency with large trading volume must be the project with better capital strength or development potential in the market , This requires the trading system to find a good currency to go online , And increase the number of currencies .

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