币 BI 掌柜量化交易策略 APP 开发 (系统案例)

量化交易系统至少应该包括交易模型构建模块【邓森 I89 電 2875 薇 765I】、风险控制模块、交易成本分析模块、指令执行模块、策略回测模块、数据收集模块和数据清洗模块,对用于基金产品的量化交易系统还需要添加产品监控模块。”马特量化社区强调,基于多年的系统开发管理经验,交易系统的所有者具备对上述模块进行移植、优化、升级的能力也非常关键。

　　1、软件主界面，独立的功能区域

　　选择平台、设置 API、加载品种；选择仓位、品种数量、风险类型一键设置；列表参数，查看交易中品种的详细参数与状态

　　2、交易参数设置，单个设置与批量设置

　　右键点击品种所在行，打开交易参数设置窗口，设置倍数、速率、止盈；主界面上方区域，可根据仓位、品种数量、风险类型一键设置全部品种交易参数。

　　3、买入日志与卖出日志

　　点击按钮可查看详细买入日志和卖出日志；可依据不同计价货币、不同时间周期，查看全部记录和汇总报告

　　4、可在机器人上进行手动买卖

　　打开手动交易窗口，可以直接以市场最优价买入或卖出数字货币。无须打开交易所，即可完成对货币数量的调整

　　量化交易有很多种，主要包括跨平台搬砖、趋势交易、对冲套利、三角套利、跨期套利等。趋势交易讲究的是顺应市场的趋势,根据趋势的指标来发出卖出和买入的信号，在大势上涨是加仓,在大势下跌时减仓,认为这样操作可以顺水行舟,事半功倍。

　　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。

　　量化交易对大数据的分析和挖掘有着高度的需求，而计算机科学的飞速发，人工智能的不断更新迭代，量化策略更加完善。因而量化投资正是在这样的基础上进入投资者的视野，高效的模型和算法，经过市场的不断修正，不断靠近收益的大概率。

　　第一，量化交易极大地减少了投资者情绪波动的影响，有效避免投资者在市场极度狂热或悲观的情况下做出非理性的投资决策；

　　第二，程序自动操作比人工操作更准确，更及时，也更高效，因此也更能够抓住稍纵即逝的投资机会；

　　第三，同时数字货币市场监管比较少，量化策略更适合发展。

　　量化交易包括套利策略,全球数字货币交易所有很多,同一个币种的定价不相同,同一个交易对在不同交易所之间也存在价差,只要存在价差就存在套利空间。一般人工套利有着很多不确定性,比如耗费时间长,准确性不高,价格变化快等,但是通过量化模型抓住套利时机,制定套利交易策略,并通过程序化算法自动向交易所下单,就能够高效稳定赚取收益,就是无数人对量化套利着迷的

　　The quantitative trading system shall at least include the transaction model building module[Dunsen i89 power 2875 Wei 765i],risk control module,transaction cost analysis module,instruction execution module,strategy back test module,data collection module and data cleaning module.For the quantitative trading system used for fund products,product monitoring module shall be added Matt quantification community emphasizes that based on years of system development and management experience,the owner of the trading system has the ability to transplant,optimize and upgrade the above modules.

　　1.Software main interface,independent functional area

　　Select platform,set API,load variety,select position,variety quantity and risk type;list parameters to view detailed parameters and status of varieties in transaction

　　2.Transaction parameter setting,single setting and batch setting

　　Right click the line where the variety is located,open the transaction parameter setting window,and set multiple,rate and stop earnings;in the upper area of the main interface,you can set all the variety transaction parameters according to the position,variety quantity and risk type.

　　3.Buy log and sell log

　　Click the button to view the detailed purchase log and sales log;you can view all records and summary reports according to different pricing currencies and different time periods

　　4.Can be sold manually on robots

　　Open the manual transaction window to buy or sell digital currency directly at the best market price.No need to open the exchange to complete the adjustment of the currency quantity

　　There are many kinds of quantitative transactions,including cross platform brick moving,trend trading,hedging arbitrage,triangle arbitrage,cross period arbitrage,etc.Trend trading stresses on following the trend of the market,sending out the signal of selling and buying according to the trend indicators.In the case of the general trend,the position will be increased and the position will be reduced when the trend falls.It is believed that such operation can be carried out in a boat in a smooth way and twice the effort is achieved.

　　Hedging refers to two transactions related to the market,opposite to the direction of sale,in a similar quantity and corresponding to profit and loss,so as to achieve the effect of hedging risk.

　　Quantitative transaction has a high demand for the analysis and mining of big data.With the rapid development of computer science,the continuous updating and iteration of artificial intelligence,the quantitative strategy is more perfect.Therefore,quantitative investment is on this basis,it is entering the investor's vision,efficient models and algorithms,which are constantly revised by the market and close to the large probability of income.

　　First,quantitative trading greatly reduces the impact of investor sentiment fluctuation,and effectively avoids irrational investment decisions made by investors in the market with extreme enthusiasm or pessimism;

　　Second,the automatic operation of the program is more accurate,more timely and more efficient than manual operation,so it can seize the fleeting investment opportunity;

　　Third,at the same time,the digital money market supervision is relatively small,and the quantitative strategy is more suitable for development.

　　Quantitative trading includes arbitrage strategy.There are many global digital currency exchanges,the pricing of the same currency is different,and there is also price difference between different exchanges for the same transaction.As long as there is a spread,there is arbitrage space.There are many uncertainties in general artificial arbitrage,such as long time consuming,low accuracy,and rapid price change.However,by seizing arbitrage opportunity by quantitative model,making arbitrage trading strategy and automatically placing an order to the exchange through programmed algorithm,it can make profits efficiently and stably.It is the fascination of countless people about quantitative arbitrage