Hello, everyone, I'm Ajie, who has been cut three times by quantitative trading. Last year, with 50,000 yuan of capital to kill into the coin circle, I thought of relying on quantitative lying earn, but now the account balance is not as valuable as my Alipay ant forest saplings. Today, I'm going to talk to you about the history of my blood and tears, and give you a chance to avoid the pit.
First of all, the conclusion: quantitative trading is a money printing machine - but it depends on who is using! Last year, at the peak of the bull market, I followed the trend in a quantitative platform to buy a "never lose" grid strategy, the results of the market crash when the system crazy replenishment, the commission deducted 8,000 dollars, the account directly to zero. Later found that the so-called AI intelligent algorithm, but the historical data applied in the present, the bear market came even a stop-loss mechanism are not.
Recently brushed to a restaurant owner of the tawdry operation, people in the small red book control comment diversion, the name of the store into the "Hefei food strategy" front row, this idea to me whole broken defense. Quantitative trading is not the same? On the surface of the robot automatic trading, but behind the scenes are people in the adjustment parameters. Like I added the "quantitative god" community, claiming annualized returns of 300% god, privately told me that in fact is artificial staring at the plate to change parameters, quantitative system is a front.
Speaking of which, I have to mention the exchange's tawdry operation. Last time I filled 10 ETH in an exchange to do quantitative, the results of the system upgrade maintenance for a full 72 hours, missed the market for nothing. Customer service is also justified: "system maintenance is force majeure, loss of responsibility. Now think about it, this is with some quantitative platform "history back to test annualized 500%" publicity routines are simply the same, are the first to fool you on the car and then say.
Now on the market mainstream quantitative strategy, to put it bluntly is three kinds: brick arbitrage, trend tracking, hedging arbitrage. I tried down one by one found that moving brick arbitrage has long been obsolete, cross-platform spreads and even the miner's fee is not enough; trend tracking in the oscillating market repeatedly hit the face of the commission are lost; the only reliable hedging arbitrage, the threshold is so high that scary, not moving to millions of deposits.
Recently saw a data thief interesting, Hefei, a net red restaurant through the control of the evaluation of the customer traffic increased by 300%. this makes me think, quantitative trading is not another form of control of the evaluation? Only the control is not the user evaluation, but the K-line trend. But don't forget, the exchange is in possession of the highest authority of the "ultimate referee", said to change the rules to change the rules, the quantitative system is no longer awesome can not escape the sickle of the rule change.
Now there are too many pheasant platforms in the market under the banner of quantization, and I have summarized three guidelines to avoid the pit:
- Check the record: formal quantitative platform must have the SEC record, do not be "overseas licensed" fooled!
- Look at the backtest: require the provision of nearly three years of complete backtest data, excluding the handling fee after the return to have reference value
- Trial run: first test the system with a small amount of money, to observe the performance of the response to extreme market conditions
Finally, I would like to advise all of you to rely on the quantitative rich friends: this thing is really not ordinary people play. My cousin, who graduated with a master's degree in finance, led a quantitative team for two years and finally returned to traditional capital management.
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