1. Simply put, it is to use mathematical models instead of artificial subjective judgments, and use computer technology to screen out high probability events that can bring excess returns from historical data, so as to formulate trading strategies.
In other words, it is to set some trading conditions and let the software buy and sell automatically. The most direct benefit of using robots is to reduce the trading impact of emotional fluctuations.
2. Seats of Huaxin Securities Shanghai Branch
At present, the main battlefield of quantitative trading is Huaxin Securities Shanghai Branch, which has been listed on the Dragon and Tiger List for 2,800 times in the past year, with a purchase amount of 410.70 billion.
(1) Advantages: It is faster to read quotation data through robots than people, so it can be processed quickly.
For example, if the order is withdrawn, suppose that after the board is closed, he ranks behind the 50,000 order. Once there is a big order in front, he can identify it in advance and withdraw it quickly.
For example, when sealing the board, he doesn't care about any sectors, leading stocks and heavyweights. As long as his buying logic can reach the daily limit, he will take advantage of the speed to make a better deal in advance.
For the processing of quotation, he has a proofreading of historical factors, constantly learning by robots and constantly optimizing his list. I don't do computers, and I don't understand deeper principles. I just talked to my friend about this once, and he gave a brief introduction. I heard that the account was opened on the machine, and the income was good. It sounds a bit complicated and mysterious, but that's all. )
(2) Add some additional knowledge: At present, there are three powerful quantitative trading companies, the first is Robot Board Huaxin Shanghai Branch, the second is China Merchants Securities Market Department, and the third is Songzhuang Department, including Songzhuang Road, Hubin Road, Shiqiao Road and China International Finance Shanghai Branch.
Step 3: Destroyer
Huaxin Securities Shanghai Branch, where the business department is located, operates by one-day tour, buying a large number of first boards every day and leaving the market the next day. (Of course, many hot money often take a day trip, including Chengdu, Buddhism and Shen Ge. )
For example, Chanz Education bought 2 1.36 million yuan on June 4 and sold 2 1.7 million yuan on June 5, which caused the board connection failure to some extent.