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程式交易經驗分享系列(2) 交易策略開發步驟

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2013-1-14 Taiwan-useR-Group
現場錄影:http://youtu.be/XubgiVCl9io
程式交易機器人:http://www.facebook.com/tradingbot

Published in: Technology
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程式交易經驗分享系列(2) 交易策略開發步驟

  1. 1. 程式交易經驗分享系列(2) 交易策略開發步驟 Philipz
  2. 2. Philipz學歷:元智大學資工所研究領域:Image Processing, Software Engineering經歷:Acer eDC、銀行、公立大型教學醫院Blog: Philipz學習日誌Email: philipzheng@gmail.com投資經驗:股票、權證、基金、選擇權、期貨散戶流浪記鍵盤投機者:X狂人,金融名嘴:X韻芬不動產較穩當
  3. 3. What is not Today?1. Platform dependency2. Technical analysis3. Coding4. Presumptions5. Black-box method
  4. 4. Architecture (1)
  5. 5. Architecture (2)
  6. 6. Workflow
  7. 7. Data Collection台灣期交所: 每日Tick:期貨 選擇權 未平倉:期貨 選擇權新加坡交易所: 每日Tick:摩台期 未平倉:摩台期網路下載: Coco-in 歷史資料區
  8. 8. Frameworks?● TradeStation● MultiCharts● R - quantmod● Matlab - Financial Toolbox......● Open Java Trading System● ...● ...
  9. 9. Pattern?● Right man + Right thing + Right moment● Frequency● Cross domainEx: OP Open Interest?
  10. 10. Writing1. Rules2. Priority3. Coding *Date & Time4. Version control5. Testing6. Fixed lost or Dynamic lost?
  11. 11. State Chart
  12. 12. TradingBot - Trend following
  13. 13. TradingBot - Trend reversal
  14. 14. TradingBot - Overweight
  15. 15. ReferenceBook 台指當沖交易秘訣:操盤手之路 by 自由人Slide Trading With Open Source Tools by 高嘉良
  16. 16. Future
  17. 17. Next● 2013/2/25 策略最佳化及WFA法● 2013/3 下單機設定及障礙排除
  18. 18. Thank you!!!

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