Alpha quantitative trading refers to the process from an effective strategy to the final actual trading in D-Alpha system, which needs to go through four steps:
1, statistical posterior of historical data.
2. Posteriori of historical high-frequency data.
3. Real-time high-frequency data simulation transaction.
4. firm offer.
Quantitative trading is a way that quantitative trading mainly uses mathematical formulas to establish models, judges future price trends through a large number of data, and selects stocks through procedures. Its stock selection is very extensive, covering hundreds or even thousands of stocks, which can rule out human factors such as forced rise and falling, and is very disciplined. It has two meanings: first, in a narrow sense, it refers to quantifying the transaction content, transforming the transaction conditions into procedures, and automatically placing orders; Second, in a broad sense, it refers to a systematic trading method and an integrated trading system. That is, according to a series of trading conditions, the intelligent decision-making system combines rich experience with trading conditions to manage the risk control in the trading process.