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Programmer's alchemy, how to use technology to realize

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NO.1QUANT.LA



Tencent Headquarters Building · Late Night

The above picture was taken at the Binhai Building, the new headquarters of Tencent Global. In the middle of the night, the Tencent building is almost the brightest in all the buildings around. At 2 o'clock in the morning, the lights will be turned off on the third and fourth floors, but the lights are still bright and the weekend is the same.

This is true for big companies, especially for small companies. As a leader who leads the working class all the year round, have you ever thought about it, is this the second half of your life?

There is always a need to change, often working overtime until late at night, the spirit is highly concentrated, in addition to the keyboard sound, and occasionally hear the inner cry: "Too tired, really tired, change the line and do not know what to do" . But the next day, I wrote the code again.

Until the introduction of the moon, you gradually become an older age farmer, the body has been unable to eat, can not keep up with the project schedule and technical updates, hardware conditions forced you to make a choice in your career.

NO.2QUANT.LA

Some people have done statistics on the entire IT industry and came to the conclusion that there are three main outlets for older programmers: management, entrepreneurship, and continued writing.

Upgrade management

The first thing that can be thought of is to go to the management position, which is also the choice of most older farmers, perhaps the best choice. But management seems simple, but it is not easy to do. Managers, not only need professional knowledge, but also need more management experience, in order to manage people, and get things done. So from the simple writing process to management, can you turn around and have to make a big question mark.

Undersea entrepreneurship

Internet entrepreneurship is much more difficult and risky than simple management. In addition to relevant technical knowledge and management experience, resources, products, markets, operations, contacts, luck, etc. are required. One of Xiaomi’s investors, Liu Qin of Chenxing Capital once gave a data: If the IPO is the standard, the probability of successful entrepreneurship is only 50,000. Can your purse support several bankruptcies?

Continue to write programs

In this kind of IT employment environment in China, it is better to have a younger one who is hard-working and requires a lower level. As an older age farmer, go ahead and fight performance, can you do it?



NO.3QUANT.LA

In addition to this so-called three ways out or doing some small business, what kind of career can our programmers do? Is there a fourth possibility?



The answer is: Quantitative trading Instead of risking a company to open a company, invest in a mature company using quantitative trading.



What?

You may feel strange and sound like it is very tall. Quantitative trading in the vernacular is: using computer programs to do (chao) 交 (gu) easy (piao).

NO.4QUANT.LA

Speaking of trading, in the heyday of around 2000, Goldman Sachs had hired 600 human traders at the US cash stock exchange counter to conduct stock trading operations for large orders of investment bankers.

Today, only two stock traders are left, and quantitative trading has taken over most of the day-to-day work at the New York headquarters. In today's quantitative trading is definitely a blue ocean, and the people who do this are also called " wide customers ."



This is actually not so mysterious, that is, programming ability (tools) + trading ability (thoughts). A qualified wide client must be a good programmer. If you are a programmer, you have at least half the success.

NO.5QUANT.LA

Can I get trading power?

Of course, trading, finance, and personal do not need to have a deep financial theory . The more you know, the more you are tired. Otherwise, the university professors who teach finance are financially free.

As long as you understand the basics of stocks or futures, you can understand the K-line chart, and the commonly used technical analysis indicators are even getting started. Finance can increase the knowledge reserve, but it does not help much in trading.

What economics, calculus, matrix inverse calculations, and option pricing do not need to be understood, and they do not need to be understood in the future. You only need to know some basic methods for quantifying transactions.

For example: statistics, philosophy, algorithms, machine learning. The most important thing is that trading strategies must have reasonable internal logic, because this is the basis of retail earnings.

In some respects, trading is also very much like learning programming. Even if you read more about programming, you can't learn without writing code. Trading is also a practical practice, and it is necessary to go through the market to find the true meaning of the transaction.

NO.6QUANT.LA

I understand all of the above, how do you start?

  • A reliable tool (quantitative trading platform)
  • a reasonable idea (quantitative trading strategy)

First, we need to develop a reliable quantitative trading platform, including accurate data acquisition and cleaning, outer risk control, efficient backtesting engine, and core trading system.

Second, it is to quantify the trading strategy. Simply put, it is the condition of buying and selling, the stop-loss stop-loss condition (which is not necessary in some cases), the position management, and the risk control of **.

Finally, the test verifies that the newly developed trading strategy, simulation trading test, small fund real trading test, and large fund real trading are necessary.

NO.7QUANT.LA

Quantitative trading platform development is a big project that can be built by yourself or ready-made. But ideas are more important than tools. Before the strategy is mature and stable, it is a waste of time on the tools, if you focus on the development of quantitative trading strategies, and there are many such commercial platforms.

For example, in the inventor's quantitative trading platform , you can directly develop trading strategies, and the wheels do not have to be re-created. Look at the code you can definitely understand first:



There are only less than 15 lines of code, at a glance, this is a quantitative trading strategy - multi-variety commodity futures moving average strategy.

Using quantitative trading can help you reduce subjective emotions or cognitive interference, and use the “high probability events” in historical data as a criterion to greatly reduce irrational investment decisions. The more correct the investment decision, the more money you will earn! Correspondingly, the income of wide passengers is also very impressive.

Of course, the quantitative trading strategy is by no means a one. Use the mature quantitative trading platform to minimize the threshold of quantitative investment. I believe that you will find many opportunities.

NO.8QUANT.LA

Broad passengers, to put it bluntly, is the most IT engineer in the IT circle who understands finance and financial circles. If you are still an ordinary programmer, quantitative trading may be a better choice.



Finally, please use your life time to do something you like, and you can use it for life! When you are very good at a certain field or excellent, you are irreplaceable, you are free!

Ok, ** blown out, I went to work overtime!


The first launch of the wide-open online , inventors quantified ;