通达信交易接口-合约量化系统开发成熟案例源码

量化合约指的是目标或任务具体明确，可以清晰度量。根据不同情况，表现为数量多少，具体的统计数字，范围衡量，时间长度等等。所谓量化就是把经过抽样得到的瞬时值将其幅度离散，即用一组规定的电平，Theinstantaneoussamplingvalueisrepresentedbytheclosestlevelvalue.Thesampledimageisonlyspatiallydispersedintoanarrayofpixels.Thegrayvalueofeachsampleisalsoacontinuousvariablewithinfinitevalues,whichmustbetransformedintoafinitenumberofdiscretevaluesandgivendifferentcodewordsinordertotrulybecomeadigitalimage.Thistransformationiscalledquantification.

量化交易系统的类型有哪些呢？量化交易系统有很多种，包括跨平台搬砖、趋势交易、对冲交易等。

【跨平台搬砖是指，】

【趋势交易会更加复杂一些，它根据趋势的指标来发出卖出和买入的信号。】

【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。量化交易的特点量化交易是一个比较新的概念,它最鲜明的特征就是运用模型。】

Intertemporalarbitrageistousealgorithmmodels,bigdataandengineeringcapabilitiesinthespotandfuturesmarketstocapturethepremiumindifferenttradingmarketsamongvarietiesforarbitrage.

Themainideaofstatisticalarbitrageistofindseveralpairsofinvestmentconsultingvarietieswithminimalcorrelation,andthenfindthelong-termequilibriumrelationshipofeachpairofinvestmentconsultingvarieties.Whenthepricedifferenceofsomepairsofvarietiesdeviatestoacertainextent,starttobuildpositions,buyrelativelyundervaluedvarieties,shortsellrelativelyhighestimatedvarieties,andreturntoequilibriumaftertheequivalencedifferencereturnstoprofittaking.Dynamicbalancestrategy,brickmovingarbitragestrategy,algorithmarbitragestrategy,etc.

Algorithmictrading,alsoknownasautomatictrading,machinetrading,referstothemethodofissuingtradinginstructionsbydesigningalgorithmsandusingcomputerprograms.Intrading,theprocedurecandetermineitsscope,includingthechoiceoftradingtime,thepriceoftrading,andeventhenumberofconsultativepropertiesthatneedtobetradedattheveryleast.

“量化交易”有着两层含义:一是从狭义上来讲，是指量化交易的内容，将交易条件转变成为程序，自动下单;二是从广义上来讲，是指系统交易方法，就是一个整合的交易系统。即为根据一系列交易条件，智能化辅助决策体系，将丰富的从业经验与交易条件相结合，在交易过程管理好风险控制。

量化交易具有以下几个方面的特点：

纪律性。Makedecisionsbasedontheresultsofthemodel,notonfeelings.Disciplinecannotonlyovercometheweaknessofgreed,fearandflukeinhumannature,butalsoovercomecognitivebiasandcanbetracked.

系统性。Thespecificperformanceis"morethanthree".First,therearemulti-levelmodels,includingthreelevelsofassetallocation,industryselectionandselectionofspecificassets;Second,thecoreideaofquantitativeinvestmentincludesmacrocycle,marketstructure,valuation,growth,earningsquality,analysts"earningsforecasts,marketsentimentandsoon;Third,multidata,thatis,theprocessingofmassivedata.

套利思想。Quantitativeinvestmentcapturestheopportunitiesbroughtbywrongpricingandwrongvaluationthroughcomprehensiveandsystematicscanning,soastofindvaluationdepressions,andmakeprofitsbybuyingundervaluedassetsandsellingovervaluedassets.

概率取胜。First,quantitativeinvestmentconstantlyexcavatesandutilizesthelawsthatareexpectedtorepeatfromhistoricaldata;Second,relyonportfolioassetstowin,ratherthanasingleassettowin.

合约量化，就是系统根据设置，自动进行买卖交易，上涨到一定点数则卖出平仓，下跌至相应点数则进行加仓操作，等待价格回调则卖出。不断的操作，达到自动化交易，让交易者不用时时刻刻紧盯市场，使用自动化交易，摈弃了用户的个人主观情绪，让交易变得更为“理智”。

目前合约量化的具体体现为“量化系统”、“量化软件”、“量化机器人等等”，每一种都略微有着不一样，但是大部分核心原理就是马丁倍投策略，马丁倍投策略是来自于现货市场的策略，但运用至合约上依然合理。