黄金交易中程序化交易系统TE的设计及其应用-工商管理专业毕业论文.docxVIP

摘要 摘要 II II 成一套优秀的程序化交 易系统，避免盲 目跟风，成为 理性投资者。 好的程 序化交易系统通过数据 对比，结合盘中 不断出现的行 情走势特征， 精选优 化采用最适合的交易方案 ，坚决执行严格的交易纪律，提高成功的概率， 使保证金杠杆方式交易作用得到充分的发挥，给使用者带来高的收益。 目前程序化交易的应用主要集中在私募基金和期货公司的自营专户，个 人投资者也通过获取或 设计自动交易程 序来辅助交易 。美国华尔街 的金融 交易量由程序化交易完成的大约 75%以上，而中国当前在此领域的应用只占 到 25%左右，随着国内金融行业的发展，正在逐年增加，程序化系统的种类 和复杂度也在不断提高，发展空间非常大。 基于上述需求，论文首先介绍程序化交易研究的背景、目的和国内外发 展现状，黄金市场和程序化交易概述，程序化系统的设计和实现。通过 SWOT 分析方法，研究其优劣 势（SW）：实盘数据对比论述 程序化交易和 人工交 易的差异化，机会和威 胁（OT）：在金融交易中的应 用需求和同时 存在的 风险因素。作者根据多年的交易经验自主研发的程序化交易系统-TE 在实盘 中的应用，以及将来作 为个人和机构投 资者的交易工 具的商业应用 。论文 最终让读者了解在黄金 交易中程序化交 易系统作为一 种创新型辅助 交易工 具的设计理念和市场应 用价值，并能建 立一套科学高 效、支持交易 行为管 理和资金风险控制的程序化交易思维。 关键词 金融交易 黄金市场 人工交易 程序化交易 商业应用 Abs Abstract III III Abstract With the rapid development of internet, the transaction mode based on network has become a primary means of financial transactions. F oreign exchange, gold and other financial derivative trading is booming. People found that, it’s lead to money losses easily in the past all sorts of transactions. Market trend has only two direction, up or down, completely blind buy or sell, the probability of the loss or profit of each accounted for 50%, long -term the profit or loss should roughly equal, but why most people are losing money? Sum up, in these transactions, the biggest enemy is ourselves, people often not rational defeat oneself, cannot choose and insist on trading scheme using optimized, we cannot be executed strictly discipline, very emotional for a variety of “technical analysis”, guess next trend, because the effect of subjective psychological, expected market trend according to their ex pectations, greed when smooth, and fear, emotion and mentality affected transactions when we lose, so finally, leading to money loss. How to eliminate the subjective analysis and emotional to win? Experts began to research the optimization of trading scheme, and set the computer program to complete the automatic transaction, since the end of the 20 century, USA started R D program trading system (Expert Advis