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程式交易是未來的趨勢嗎?

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發表於 10-5-20 08:25 | 顯示全部樓層 |閱讀模式
聽說現在 國外 5成以上都是程式自動下單居多了
國內的風潮也漸漸開始了
想請問
未來 是不是 也會和國外一樣
程式交易將會是 主流呢?
那是不是應該 開始學習
以免錯失潮流呢?
發表於 10-5-20 08:45 | 顯示全部樓層
個人還是覺得看當事人的交易習慣
但不可否認的,程式交易確實在不斷成長
發表於 10-5-20 09:47 | 顯示全部樓層
紀律問題吧!!
因為程式交易可以克服這一樣
因人而異囉
發表於 10-5-20 18:12 | 顯示全部樓層
程式交易有個明顯的漏洞……

美股上次盤中跌快千點,兩天後開盤又急速狂拉反彈,應該都是程式交易造成的。

在短短幾秒之內,大量的停損單互相踐踏……只要久久遇上一次,程式交易者就足以上天堂安息。

台指去年也發生過好幾次,有網友說,外資是先拿台指來練兵,然後才在美股實戰。
發表於 10-5-20 22:21 | 顯示全部樓層
個人認為  程交是未來的趨勢
本人也玩程交多年了^^
有空可以去我的部落格走走
http://www.wretch.cc/blog/just16888
發表於 10-5-30 21:52 | 顯示全部樓層
 樓主| 發表於 10-5-31 15:29 | 顯示全部樓層
回復 5# just16888


請問一下 如果我只會用excel
自創不同的公式 回測
可以用哪種程式交易的軟體
來搭配 excel阿?
發表於 10-5-31 19:31 | 顯示全部樓層
MC  OR  TS
都可以
發表於 10-6-2 00:41 | 顯示全部樓層
程式交易可說是一種趨勢

他可以自己幫你做停損

控制你的虧損

統計下來 ~ 長期是會賺錢的@@



http://tw.myblog.yahoo.com/fin-888

發表於 10-6-2 14:02 | 顯示全部樓層
這就好比現在....大賣場一堆.....便利商店也一堆....
極短線當沖也是有人賺錢....看個人習慣吧......



程式交易會賺錢.....極短線高手也賺錢......那會是誰賠錢.......
發表於 10-6-2 22:17 | 顯示全部樓層
http://www.futurestruth.com/top10sincereleasedate.htm
http://www.tradingsystemlab.com/
Machine Designed Trading Strategies
TSL is a stochastic, evolutionary, multirun, Trading Strategy generator that produces and exports portable code in a variety of languages. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. The Genetic Program within TSL is one of the most powerful algorithms available today and operates at rates much faster than competiting algorithms. With TSL, trading system code is written for you including C, JAVA, Assembler, EasyLanguage, and others through translators. TSL's evolved code will interface with TradeStation and other platforms that accept C#, C++, JAVA, VB, or third party DLL's. Contact TSL for platform compatability information. This is a complete end to end Trading System design platform and will create Daytrading, EOD, Pairs, Portfolios and Options Trading Systems in a few minutes with no programming. Full customization of the input set, Trading System type and Machine Learning parameters is possible. TSL evaluates and evolves strategies at rates over 2 million system-bars/second, while other evaluators operate 100 times slower, use GA or brute force design techniques and require extensive manual design based work flows. TSL can autodesign a trading system in just a few minutes, and then create portable code. TSL has platforms operating in 7 countries.
PARADIGM SHIFT: Once again, TSL's Machine Designed Trading Systems outperform human designed Trading Systems as announced by Futures Truth, an independent third party tracking and reporting firm. After 24 months of blind, forward testing, Futures Truth reports indicate that TSL's "Machine Designed" Trading Systems are #1 and #6 since release date, #2 and #4 S&P Trading Systems and #3 Trading System for the past 12 months. For many systems, the TSL design procedure consists of a simple, automatic process, allowing the Trading System to "materialize" itself out of a mathematical void. This is great news for nonprogrammers or those unfamiliar with Technical Analysis. For general work, patterns, filters, transform and indicators (the initial genetic "goo") are determined for you and manipulated by the machine extremely efficiently. Advanced quants may fully customize the input fact set and perform additional research and development. Translators then create portable code, including C, C#, JAVA, EasyLanguage and others. Note that the Futures Truth Trading Systems were produced by the machine in 2007, and the automatic design procedure had included 10%-20% Out of Sample testing. Thus, the blind testing accomplished by Futures Truth was *in addition* to the 10% to 20% blind testing done automatically by the platform during evolution. TSL will produce high and low frequency Trading Systems, that are also machine designed.
NEW DAYTRADING MODULE DEVELOPED. Trading System Lab has completed the development of an advanced daytrading simulator and preprocessor allowing for the rapid "Machine Design" of high and low frequency daytrading systems. Daytrading systems produced using this module exhibit superior performance compared to legacy daytrading systems currently being tracked by Futures Truth. Drawing from domain expertise derived during the development of RMESA and BigBlue2, TSL has incorporated important preprocessing techniques, volatility filtering and signal generation methods into this newest platform enhancement. Reporting now includes time of day, day of week, month, day of week in month and week of year statistics for daytrading systems. See flash demos 22-29.
TSL is used by money managers and individual traders world wide and is becoming the standard for trading system design.
STILL STRUGGLING TO MANUALLY WRITE YOUR TRADING SYSTEM? TSL will create Directional Trading Systems, Daytrading Systems, Money Management Algorithms, Hedging Systems, Pairs Systems, Portfolios, Options Trading Systems and Indicators without having to learn a programming language. Using TSL, the Trading System code is written for you, including Easy Language, WealthLab, C#, C++ and others. TSL is an Algorithm that writes Algorithms.
Read our articles on automatic creation of Trading Systems using TSL in past issues of Futures Magazine.
TSL will generate a great Trading System, generally in a few minutes, while "manual development" will take months of testing and developing, and often results in mediocre systems.
The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. (See White Papers on speed studies at SAIC)
發表於 10-6-2 22:20 | 顯示全部樓層
老美已進化到AI人工智慧自動製造程式碼了,你們還在討論程交是否必要?
TSL  包辦了 第  1 , 8 ,9名 !!
發表於 10-6-2 22:35 | 顯示全部樓層
Machine Designed Trading Strategies
TSL is a stochastic, evolutionary, multirun, Trading Strategy  ...
TrendRover 發表於 10-6-2 10:17 PM

近來看電視提到富士康,鴻海就想起了在同一個行業的tr大
到底tr大你不從事電子業後,攪甚麼?起初為何要轉型?
 樓主| 發表於 10-6-3 08:02 | 顯示全部樓層
現在開始學習
希望10年後的我 可以跟上時代
發表於 10-6-3 09:28 | 顯示全部樓層
回復 13# hkcarnby


    你的想像力不錯 !
    我是很前端的 IC designer 但為何要退?
    退了又為何不做本行?
     這跟我身體不好 (哪個做20年的 engineer 身體會好),逆流性食道炎 有關(後來MEDIATEK的 一堆人排在我後面 "同病"不相憐).
    要命or 要錢 ?
    我選 life (not only alive only ------good life , I buy back all my half life time ) .

    退了我還做 analog synthesis design flow 弄了個 3 corner (must be 5 corners) fit under 10 ppm TC  bandgap ref design .
    但光找 shuttle bus 搭車 就讓我覺得我的SOHO of analog cell synthesis design 混不下去 !!
     由 0.18um -----> 65nm ,光罩是三級跳的貴 !!
        我心念一通:
         我要找 一行,越老越有用 而不是靠加班拼體力 ( IC ip price = 每年打九折 ( 0.9**N) if N =10 ====> 0.35 )  
      我列 IP price 是因 engineer value = ip price curve !
      所以我鎖定用IC design 的拼勁來做 financial market如此我可以 用 10年趕上 SOROS的 30年 !!
      而且越老越吃香 .

      我呢?  neural 和genetic 鐵定要K 的 ,但那不是重點 ,重點是要有一個會想的賺錢程式 .
      沒把握寧可不寫code .
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