{"id":30677,"date":"2023-12-07T09:42:42","date_gmt":"2023-12-07T09:42:42","guid":{"rendered":"https:\/\/masterskills.org\/blog\/giao-dich-dinh-luong-quantitative-trading-la-gi-nhung-dac-diem-can-luu-y.html"},"modified":"2023-12-23T06:14:03","modified_gmt":"2023-12-22T23:14:03","slug":"giao-dich-dinh-luong-quantitative-trading-la-gi-nhung-dac-diem-can-luu-y","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/giao-dich-dinh-luong-quantitative-trading-la-gi-nhung-dac-diem-can-luu-y.html","title":{"rendered":"Giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng (Quantitative Trading) l\u00e0 g\u00ec? Nh\u1eefng \u0111\u1eb7c \u0111i\u1ec3m c\u1ea7n l\u01b0u \u00fd"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Mathquant.com<\/p>\n<\/figcaption><\/figure>\n

Giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

Giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/b>, ti\u1ebfng Anh g\u1ecdi l\u00e0 quantitative trading<\/b>.<\/p>\n

Giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/b> bao g\u1ed3m c\u00e1c chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch d\u1ef1a tr\u00ean ph\u00e2n t\u00edch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/i>, s\u1eed d\u1ee5ng c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc v\u00e0 vi\u1ec7c t\u00ednh to\u00e1n si\u00eau t\u1ed1c \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh nh\u1eefng c\u01a1 h\u1ed9i giao d\u1ecbch. Gi\u00e1 v\u00e0 kh\u1ed1i l\u01b0\u1ee3ng l\u00e0 hai trong s\u1ed1 c\u00e1c d\u1eef li\u1ec7u \u0111\u1ea7u v\u00e0o ph\u1ed5 bi\u1ebfn \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng tr\u00ean c\u00e1c m\u00f4 h\u00ecnh to\u00e1n h\u1ecdc trong ph\u00e2n t\u00edch \u0111\u1ecbnh l\u01b0\u1ee3ng.<\/p>\n

V\u00ec giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng th\u01b0\u1eddng \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng b\u1edfi c\u00e1c t\u1ed5 ch\u1ee9c t\u00e0i ch\u00ednh v\u00e0 qu\u0129 ph\u00f2ng h\u1ed9<\/i>, n\u00ean nh\u1eefng giao d\u1ecbch th\u01b0\u1eddng l\u1edbn v\u00e0 li\u00ean quan \u0111\u1ebfn vi\u1ec7c th\u1ef1c hi\u1ec7n mua v\u00e0 b\u00e1n h\u00e0ng tr\u0103m ngh\u00ecn c\u1ed5 phi\u1ebfu v\u00e0 nh\u1eefng ch\u1ee9ng kho\u00e1n kh\u00e1c. Tuy v\u1eady, giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng \u0111ang ng\u00e0y c\u00e0ng \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng ph\u1ed5 bi\u1ebfn h\u01a1n b\u1edfi c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 nh\u1ecf l\u1ebb<\/i>.<\/p>\n

Hi\u1ec3u r\u00f5 h\u01a1n v\u1ec1 giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/font><\/h3>\n

Nh\u1eefng k\u0129 thu\u1eadt giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng<\/b> g\u1ed3m c\u00f3 giao d\u1ecbch t\u1ea7n su\u1ea5t cao<\/i>, giao d\u1ecbch thu\u1eadt to\u00e1n<\/i> v\u00e0 kinh doanh ch\u00eanh l\u1ec7ch gi\u00e1 theo th\u1ed1ng k\u00ea<\/i>. C\u00e1c k\u0129 thu\u1eadt n\u00e0y th\u01b0\u1eddng r\u1ea5t nhanh v\u00e0 nh\u1eafm \u0111\u1ebfn nh\u1eefng kho\u1ea3n \u0111\u1ea7u t\u01b0 ng\u1eafn h\u1ea1n. Nhi\u1ec1u ng\u01b0\u1eddi giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng th\u00ec quen thu\u1ed9c h\u01a1n v\u1edbi c\u00e1c c\u00f4ng c\u1ee5 \u0111\u1ecbnh l\u01b0\u1ee3ng, nh\u01b0 l\u00e0\u00a0\u0111\u01b0\u1eddng trung b\u00ecnh tr\u01b0\u1ee3t\u00a0ho\u1eb7c nh\u1eefng b\u1ed9 dao \u0111\u1ed9ng<\/i>.<\/p>\n

Nh\u1eefng ng\u01b0\u1eddi giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng t\u1eadn d\u1ee5ng c\u00f4ng ngh\u1ec7 hi\u1ec7n \u0111\u1ea1i, to\u00e1n h\u1ecdc v\u00e0 c\u00e1c b\u1ed9 d\u1eef li\u1ec7u t\u1ed5ng qu\u00e1t c\u00f3 s\u1eb5n \u0111\u1ec3 \u0111\u01b0a ra quy\u1ebft \u0111\u1ecbnh giao d\u1ecbch h\u1ee3p l\u00ed.<\/p>\n

Nh\u1eefng ng\u01b0\u1eddi giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng l\u1ef1a ch\u1ecdn m\u1ed9t k\u0129 thu\u1eadt giao d\u1ecbch v\u00e0 t\u1ea1o ra m\u00f4 h\u00ecnh to\u00e1n h\u1ecdc c\u1ee7a n\u00f3, sau \u0111\u00f3 h\u1ecd ph\u00e1t tri\u1ec3n m\u1ed9t ch\u01b0\u01a1ng tr\u00ecnh m\u00e1y t\u00ednh \u00e1p d\u1ee5ng m\u00f4 h\u00ecnh n\u00e0y tr\u00ean d\u1eef li\u1ec7u th\u1ecb tr\u01b0\u1eddng trong qu\u00e1 kh\u1ee9. M\u00f4 h\u00ecnh n\u00e0y s\u1ebd \u0111\u01b0\u1ee3c backtest v\u00e0 t\u1ed1i \u01b0u h\u00f3a. N\u1ebfu \u0111\u00e3 \u0111\u1ea1t \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 mong mu\u1ed1n, h\u1ec7 th\u1ed1ng n\u00e0y s\u1ebd \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng tr\u00ean th\u1ecb tr\u01b0\u1eddng th\u1ef1c t\u1ebf b\u1eb1ng s\u1ed1 v\u1ed1n th\u1ef1c.<\/p>\n

C\u00e1ch th\u1ee9c ho\u1ea1t \u0111\u1ed9ng c\u1ee7a m\u00f4 h\u00ecnh giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c di\u1ec5n t\u1ea3 b\u1eb1ng c\u00e1ch so s\u00e1nh t\u01b0\u01a1ng t\u1ef1. H\u00e3y xem x\u00e9t m\u1ed9t b\u00e0i d\u1ef1 b\u00e1o th\u1eddi ti\u1ebft m\u00e0 trong \u0111\u00f3 nh\u00e0 kh\u00ed t\u01b0\u1ee3ng h\u1ecdc d\u1ef1 b\u00e1o r\u1eb1ng c\u00f3 90% tr\u1eddi s\u1ebd m\u01b0a trong khi tr\u1eddi \u0111ang s\u00e1ng. Nh\u00e0 kh\u00ed t\u01b0\u1ee3ng h\u1ecdc \u0111\u01b0a ra k\u1ebft lu\u1eadn tr\u00e1i ng\u01b0\u1ee3c n\u00e0y b\u1eb1ng c\u00e1ch thu th\u1eadp v\u00e0 ph\u00e2n t\u00edch d\u1eef li\u1ec7u kh\u00ed h\u1eadu t\u1eeb c\u00e1c b\u1ed9 c\u1ea3m bi\u1ebfn trong khu v\u1ef1c.<\/p>\n

M\u1ed9t s\u1ef1 ph\u00e2n t\u00edch \u0111\u1ecbnh l\u01b0\u1ee3ng b\u1eb1ng m\u00e1y t\u00ednh s\u1ebd ph\u00e1t hi\u1ec7n ra c\u00e1c m\u00f4 h\u00ecnh c\u1ee5 th\u1ec3 trong d\u1eef li\u1ec7u. Khi nh\u1eefng m\u00f4 h\u00ecnh n\u00e0y t\u01b0\u01a1ng t\u1ef1 nh\u01b0 c\u00e1c m\u00f4 h\u00ecnh \u0111\u00e3 t\u1eebng ph\u00e1t hi\u1ec7n trong d\u1eef li\u1ec7u kh\u00ed h\u1eadu qu\u00e1 kh\u1ee9, v\u00e0 90 tr\u00ean 100 tr\u01b0\u1eddng h\u1ee3p l\u00e0 tr\u1eddi s\u1ebd m\u01b0a, th\u00ec nh\u00e0 kh\u00ed t\u01b0\u1ee3ng h\u1ecdc c\u00f3 th\u1ec3 t\u1ef1 tin \u0111\u01b0a ra k\u1ebft lu\u1eadn, c\u00f3 \u0111\u1ed9 ch\u00ednh x\u00e1c 90%.\u00a0<\/p>\n

Ng\u01b0\u1eddi giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng c\u0169ng \u00e1p d\u1ee5ng qui tr\u00ecnh t\u01b0\u01a1ng t\u1ef1 v\u00e0o th\u1ecb tr\u01b0\u1eddng t\u00e0i ch\u00ednh \u0111\u1ec3 \u0111\u01b0a ra quy\u1ebft \u0111\u1ecbnh giao d\u1ecbch.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng (ti\u1ebfng Anh: Quantitative trading) bao g\u1ed3m c\u00e1c chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch d\u1ef1a tr\u00ean ph\u00e2n t\u00edch \u0111\u1ecbnh l\u01b0\u1ee3ng, s\u1eed d\u1ee5ng c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc v\u00e0 vi\u1ec7c t\u00ednh to\u00e1n si\u00eau t\u1ed1c \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh nh\u1eefng c\u01a1 h\u1ed9i giao d\u1ecbch.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30677"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=30677"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30677\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=30677"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=30677"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=30677"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}