Development of quantitative trading system for currency speculation robot

development quantitative trading currency speculation

The age of digital currency begins , Wallet is an important storage tool of digital currency , Become an important part of the application ecology of blockchain . With the development of blockchain Technology , Digital wallet is developing from a simple storage tool , On the one hand, it is expanding from its own functions , From simple storage to introduction of market broadcast , And then to the introduction of rich DApp And exchange applications , And direct contact .【 This paper is written by qkljys123 Organize and release , If you have any questions about incubation needs, please feel free to communicate !】

Digital currency

“ Quantitative trading ” It has two meanings : First, in a narrow sense , It refers to the content of a quantitative transaction , Turn trading terms into procedures , Order automatically ; Second, in a broad sense , System trading method , It's an integrated trading system . Under a series of trading conditions , Intelligent decision support system , Combine rich experience with trading conditions , Manage risk control in the trading process .

Quantitative trading should include at least five elements :

(1) Buying and selling signals .

(2) Bull market or bear market direction

(3) Position management and fund management .

(4) Risk Management , Use the signal source to determine the stop position , Use asset curve and equity curve to judge and manage .

(5) investment portfolio , Different kinds of investment 、 Different trading systems ( Different functions and parameters , A fast is slow ) And different time cycle combinations , Current decentralized combination , Make trading accounts more stable / Quantitative trading .

One 、 What are the elements of developing a quantitative trading system ?

It should have the following elements :

1, big data

2, Algorithm model

3, Admission time

4, Position management

5, Risk Management

6, Test strategy , The historical data of the strategy is tested back

7, The strategy after a firm offer is invalid , The market is changing rapidly , No strategy can always be applied to the current market . So after a firm offer , Always monitor the effectiveness of the strategy .

2. The characteristics of quantitative trading

Quantitative trading is a relatively new concept , Its most distinctive feature is the use of models . The main features of quantitative trading are as follows .

(1) Investment perspective is wide . Efficient with computers 、 Accurately process starfish information , Look for broader investment opportunities in all markets .

(2) Discipline . Strict discipline is an important feature that distinguishes quantitative trading from active investment . There are many benefits of discipline , Can overcome the weakness of human nature , Like fear 、 greedy 、 Fluke mind , It can also overcome cognitive bias and so on .

(3) systematicness . Multi level model mainly includes industry selection model 、 Major asset allocation model and selected individual stock model . Multi angle observation mainly includes macro cycle 、 The valuation 、 grow up 、 Profit quality 、 Market structure 、 Analysts' earnings forecasts and market sentiment and other angles of analysis .

(4) timeliness . In time 、 Track market changes quickly , We are constantly discovering new statistical models that can provide huge returns , To find new trading opportunities .

Quantitative trading techniques are also designed to assess and manage different exposures in a trading portfolio . Sometimes there are subtle behaviors in financial security , Can be ignored by people . By relying on mathematical formulas , Investment advisers can better identify imbalances or vulnerabilities in the portfolio , If not solved, it may lead to potential losses .

Two 、 Quantify the advantages of trading :

1. Strict discipline

2. Complete systematicness

3. Win by chance

【 This paper is written by qkljys123 Organize and release , If you have any questions about incubation needs, please feel free to communicate !】

summary : Quantifying transactions is cost-effective . Investment advisers often diversify among a variety of securities in different regions . The quantitative trading style aims to reduce the cost of buying and selling many securities in a variety of transactions by simplifying these transactions .

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