量化合约系统开发(源码)合约量化系统开发(技术方案)

简介: stock_weights=[]    num_assets=len(selected)

量化合约系统开发是指开发一种能够自动化执行交易策略的软件系统,该系统能够根据预设的规则和条件自动执行交易,从而实现量化交易。
  
  量化合约系统开发需要具备以下技能: 1. 编程语言:需要熟练掌握至少一种编程语言,如Python、C++等。 2. 数据分析:需要具备数据分析的能力,能够对市场数据进行分析和处理,从而制定交易策略。 3. 金融知识:需要了解金融市场的基本知识,如股票、期货、期权等。 4. 交易系统设计:需要设计和开发交易系统,包括交易策略、交易规则、交易接口等。 5. 风险控制:需要具备风险控制的能力,能够对交易风险进行评估和控制。 6. 系统优化:需要对系统进行优化,提高交易效率和稳定性。 总之,量化合约系统开发需要综合运用编程、数据分析、金融知识和风险控制等多方面的技能,才能够开发出高效、稳定的量化交易系统。威:baigeixijie
  
  Features of Quantitative Trading Robot:
  
  1.The most obvious feature of quantitative trading is to reduce the impact of investor sentiment fluctuations and avoid making irrational investment decisions in the case of extreme market fanaticism or pessimism,while quantitative trading robots avoid subjective assumptions and use programs to turn their ideas into quantifiable strategies,using only computing strategies and trading strategies through computers;
  
  2.History back test,realized by computer program,can verify the rationality of trading strategy by quantifying trading ideas;
  
  3.It can ensure the execution of transactions/profits,especially the quantitative analysis of medium and low frequency,without the need to mark the market
  
  import quandl
  
  import pandas as pd
  
  import numpy as np
  
  import matplotlib.pyplot as plt
  
  quandl.ApiConfig.api_key='INSERT YOUR API KEY HERE'
  
  selected=['CNP','F','WMT','GE','TSLA']
  
  data=quandl.get_table('WIKI/PRICES',ticker=selected,
  
  qopts={'columns':['date','ticker','adj_close']},
  
  date={'gte':'2011-1-1','lte':'2021-07-31'},paginate=True)
  
  clean=data.set_index('date')
  
  table=clean.pivot(columns='ticker')
  
  returns_daily=table.pct_change()
  
  returns_annual=returns_daily.mean()*250
  
  cov_daily=returns_daily.cov()
  
  cov_annual=cov_daily*250
  
  port_returns=[]
  
  port_volatility=[]
  
  sharpe_ratio=[]
  
  stock_weights=[]
  
  num_assets=len(selected)
  
  num_portfolios=90000
  
  np.random.seed(101)
  
  for single_portfolio in range(num_portfolios):
  
  weights=np.random.random(num_assets)
  
  weights/=np.sum(weights)
  
  returns=np.dot(weights,returns_annual)
  
  volatility=np.sqrt(np.dot(weights.T,np.dot(cov_annual,weights)))
  
  sharpe=returns/volatility
  
  sharpe_ratio.append(sharpe)
  
  port_returns.append(returns)
  
  port_volatility.append(volatility)
  
  stock_weights.append(weights)

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