Quantitative industry knowledge summary

Preface

There are already 3 Months , But there are still a lot of industry knowledge do not understand , Or the understanding is incorrect . This is because quantitative companies are generally small companies , There is no professional and comprehensive training for our foreign technicians , On the other hand, I didn't take the initiative to learn and consult my colleagues . I consulted Western experts today , I have answers to some of the previous questions , I wish to record ——20210427; All the relevant knowledge behind is gathered in this article ;

Industry knowledge

Quantify the upstream and downstream chains of the industry

The core of quantitative company is strategy , The key to strategic victory is algorithm and data , Algorithm is the secret of every company , Data refers to the market and order returns （ Including order return and transaction return ）; The speed of data is very critical , A lot of technology will be used in this , such as kernel by pass, FPGA etc. ;
In order to improve the data rate , Each counter company continuously improves its software and hardware strength , Compete with friends in technology , To attract and quantify the company's purchasing power —— Although quantitative companies will not directly buy the products of Counter Companies , But I will explain my purchase intention to the futures company – In this way, Party A can deal with Party A , Counter companies can improve their profits ;
Seat ： Seats are a kind of authority given by the exchange to securities companies ？ Similar to the accounts of quantitative companies ; An entry of all accounts of all quantitative company customers of a securities company , All of them are reported to the exchange through the seats of securities companies ;

Basic operation

The basic operation of stocks and futures is trading , It's just that futures have more concepts of multiple and empty .

operation 1： Simply buy , It can be understood as Kaijin ;
operation 2： Is to sell , That is, Pingjin ;
operation 3： Short selling , Open an empty warehouse ; Be careful ： The manipulation is from position to 0 At the beginning ;
operation 4： buy , Flat ;

It can be seen that , Opening is to let the position The absolute value increases , Ping is to let the position The absolute value decreases ;