Chapter 487: Quantitatively Responding to the Strangulation of the Market (1)

Wu Hao sat in the room, recalling the scene in his mind. Step by step, there are more ups and downs than smoothness. It's more unsatisfactory, and wishful thinking is two or three out of ten.

On the table, the floor is Wu Hao's data drawings. Why is there no electronic version of these things? The quantitative software for programmatic trading is in the host system of the Hongta Securities Research Institute.

At this time, is there anything else? Wu Hao himself can't say well, after all, Zhang Changfa's angry appearance seems to be able to do anything. Who knows if he'll completely erase his own hard work in a fit of rage?

Of course, the amount of money spent on this software is not small. Just click the delete button, can Zhang Changfa do it......

Wu Hao doesn't know!

Aggressive......

The door of the room was gently knocked on, and Wu Hao subconsciously looked towards the door. The carved and hollow door was sandwiched between the frosted glass, and through the light outside, Wu Hao could vaguely see the figure standing outside.

"Who?" Wu Hao asked in a loud voice.

Li Yan took a deep breath outside the door and said with a smile: "I, Li Yan, is Brother Hao asleep?"

Wu Hao heard that Li Yan was outside the door, so he quickly got up and opened the door.

For the sake of himself, the owner of the fund, for his future research. It is impossible for Wu Hao to snub Li Yan.

"No, I didn't sleep!" After Wu Hao let Li Yan into the room sideways, he said with a smile: "I never thought that in the end, it would be Mr. Li who would support me." ”

Li Yan smiled, nodded and said, "Brother Hao, since I promised you, I support you...... And you agreed to do it with me. We're our own people, so it's a shame to be so polite!"

Wu Hao opened his mouth, looking at Li Yan's eyes, which looked a little mixed.

For the research of this project, I not only used up the funds approved by the Red Tower, but also took everything I had!

In the final stage, I even sold the house myself.

Investing so hard into it, Wu Hao certainly understands that if he succeeds, the reward is not only money, but also fame and fortune!

But when everything came to naught, everything was shattered, and even Wu Hao had no place to stay!

When Wu Hao didn't know where to go on the street, Li Yan threw an olive branch at himself when he was the hardest.

Every month higher than the monthly salary of the Red Tower, the continuous investment of capital, the solution of accommodation, housing, and the reward of the capital real estate after the model is perfected. Li Yan also made a higher increase to Wu Hao.

Of course, the copyright of the quantitative model of programmatic trading belongs to Wu Hao, and the right to use it belongs to Li Yan.

It is regarded as a quantitative model of programmatic trading that is regarded as garbage by Zhang Changfa of Hongta, and it should be said that Wu Hao has taken a "big advantage" in this way. Whether it's worth it or not, Li Yan and Wu Hao don't seem to be able to say clearly.

was able to leave Lijiang and fly to the capital with Li Yan. In Wu Hao's opinion, this may be the best way out for him at present.

"Is there anything wrong with looking for me so late?" Wu Hao asked Li Yan.

I don't think I'm here to talk to myself so late, right?

I saw Wu Hao take out a crumpled pack of crumpled Yellow Crane Tower cigarettes from his pocket. Li Yan noticed that there was only one cigarette left.

Wu Hao took out the cigarette and looked at Li Yan embarrassedly, then handed it to Li Yan and said, "Smoke ......"

Really take this cigarette?

Li Yan waved his hand at Wu Hao and said, "I really don't smoke, I eat sugar!" After speaking, Li Yan took out a piece of red shrimp halva from his pocket, and lowered his head to peel the candy paper.

Bowing his head because he didn't want Wu Hao to feel embarrassed, Li Yan asked casually, "Brother Hao, how long have you been doing automated trading?"

Wu Hao hurriedly responded: "I have been engaged in the trading industry for eight or nine years, and I have been doing automatic model development for more than four years, almost five years. ”

Li Yan peeled off the candy wrapper, stuffed the candy into his mouth, and asked with a smile: "Is it possible for anyone who understands computers to develop?"

"If I answer yes, will you think that the salary offered to me is too high?" Wu Hao smiled faintly and asked Li Yan rhetorically.

"Haha, of course not. Although Hongta is not ranked high in the brokerage rankings, the chief researcher of a brokerage asked me to use this price code to gather around, I am picking up a big bargain!"

Wu Hao didn't continue the topic with Li Yan, but thought about it and said: "People who know computer programming can't figure out program quantification. The model is indeed a computer language, and it is true that only a computer can recognize and execute it. It is true that when a writer writes back to write, this is the foundation, but it is even more necessary to have a good subject matter and a good way of thinking. Ability to weave words into stories. The quantitative model is the same, you must have practical experience, your own ideas and trading methods. Position control, trend analysis. In the quantitative model, there must be various indicators, data, trading points in and out of the market, etc., and these must be written into it and finally verified by backtesting and real operation. ”

Speaking of this, Wu Hao sighed after glancing at Li Yan.

Silver seed wine became the last straw that crushed the verification of the real operation.

It was because of Li Yan's control of the silver seed wine that disrupted the quantitative model, which led to problems with programmatic trading. Zhang Changfa was furious, and then kicked himself out of the research team of the Red Tower.

Li Yan looked at Wu Hao and was silent for a moment, and after he was in a slightly better mood, he asked with a smile, "Have you ever thought about adjusting your model now?"

After hearing Li Yan's question, Wu Hao subconsciously turned his head and looked at the several large packages of data drawings on the other party on the table, and said a little anxiously: "My model has been verified many times. From theoretical basis to practical trading. I believe that as long as we continue to invest in R&D, we will definitely ......"

Glancing at Wu Hao, Li Yan hurriedly waved his hand and said, "I'm not saying that you're not good! It's just that I know that some people who do program quantitative models are starting in futures and international spot continuous disks, and they seem to be mainly doing rebar, spot international silver, crude oil, and so on." I heard that the model of making rebar is relatively mature, after all, it is compound interest...... And silver, crude oil also ......"

Wu Hao shook his head and said, "What you said I already knew, those are still relatively rudimentary things. If you say artificial intelligence, you're talking about elementary artificial intelligence, and I'm doing intermediate artificial intelligence!"

Li Yan actually wanted to hear this, nodded and motioned for Wu Hao to continue.

"I use a cross-cycle model, looking for trends in the long term, and finding entry points and liquidation lines in the short term! Combined with some other data references, although I can't win all, of course, no one can win all. As soon as Wu Hao's words fell, Li Yan asked in surprise, "Why?"

"I don't think the alpha dog can win all! Because the price trend of any disk is ultimately determined by the way of funds involved in the matching transaction, what the model can do is control! And what I can do is to control it as much as possible!" As soon as Wu Hao's voice fell, Li Yan frowned slightly and said, "Control?"

"Yes, the main point is to control the position through the quantitative model, and my career over the years has taught me that technical sophistication is not as light as positioning. The computer opens a position generally for one-twentieth percent of the total funds, and when there is a wrong order, the computer will increase the position or pull up the average price according to the model setting. Then judge the market trend again and continue to place orders according to the trend. So what we do is always to trade with the trend, and increase positions not to make a profit, but to save lives!"

Li Yan nodded, and recognized Wu Hao's thoughts very much in his heart. Then he said, "Then what do you mean by advanced artificial intelligence?"

"Just like a person, create an NPU unit for him, and let him improve himself through the intelligent learning process of AI! After learning, he will be the same as a human ......" Wu Hao didn't finish speaking, Li Yan asked: "Isn't that the same as a person......?"

"Of course it's different, people's emotions can affect judgment. And I'm talking about advanced artificial intelligence to help. There is no greed and fear!" After Wu Hao said this, he was silent for a while and then said: "The past is always just history, and I don't know what will happen in the next second." Execution, only change and adaptation in the trading market are true, and the same thinking will inevitably fail. History repeats itself, but every rendition is different. I believe that advanced artificial intelligence will be able to do it in the future. ”

"If this happens, I feel terrible just thinking about it!" Li Yan muttered.

Wu Hao smiled and said, "It's really terrifying...... But if this program is for you, would you still be afraid?"

Wu Hao glanced at Li Yan, not knowing when. Wu Hao had already lit his only remaining cigarette.

After Li Yan lowered his head and muttered for a long time, he slowly raised his head and the corners of his mouth raised slightly: "Can you show me the core formula of your model?"

"When...... Of course you can!" Wu Hao paused, stood up and walked to one of the packets of data, rummaged through for a moment, and then pulled out a thick A4 paper.

"Damn, so many?" After Li Yan complained, Wu Hao took this thing to Li Yan. He didn't throw the thing directly to Li Yan and let him see it for himself.

Maybe he couldn't understand it even if he really gave it to Li Yan, Wu Hao patiently explained these contents to Li Yan one by one.

"Is it only judged by the moving average system?" Li Yan frowned after listening to Wu Hao's explanation.

"Of course not, it also cooperates with the change in trading volume...... Wu Hao flipped through the notebook in his hand, pointing to one of the long texts and explained.

"I think...... Bollinger Bands should be introduced as a medium-term ......"

"Eun, it makes sense for me to think about it. ”

"Why are there so many points to find a balance? I think the upper and lower rails of the box are more accurate?"

Wu Hao's eyes lit up and said, "This proposal is good! Why didn't I think of it at the beginning?" After saying this, Wu Hao frowned and muttered: "But how should this box be reflected in the plate?"

Li Yan pondered the contents of the monster hunting trick for a while, and suddenly got up and said, "Wait a minute, I'll go and bring my laptop...... By the way, if you start working now, how long will it take you to get the quantitative trading model out?"

"It will take two months to make all the functions......," Wu Hao thought about and said, "If all the functions are made, it will take two months," Wu Hao said after thinking about it.

"So long, if I want to use it tomorrow, I can't make it?" Li Yan asked with a sigh.

Wu Hao glanced at Li Yan and seemed to understand something. I saw him ponder for a moment and then said, "If you want to use it tomorrow, then ...... It's not impossible!"

"Ang?2 months...... It's early in the morning, and our flight tomorrow is ......" Li Yan didn't finish speaking, Wu Hao smiled dryly: "The core is all in my head, superimpose what you want on the existing basis, I can make a file and implant it directly into the trading software, which is much faster than recovering alone......"

"Okay! I'm going to get something now......"

Moonlight poured into the room from the window, and Yang Muye stood in front of the window staring at Wu Hao's room.

The lights in the room were on all the time......

"It's not early! Li Yan hasn't come out yet?" Wu Zhilin looked at the belly of the fish in the east white, and the light of the morning sun had begun to gradually emerge from the mountains.

Bi Peilin shook her head, turned her head to look at Brother Xiang, who came out of the room at this time, and hurriedly greeted, "How is Li Yan doing over there?"

"Li Yan, didn't you get up?" Brother Xiang muttered with a confused expression.

After Wu Zhilin and Bi Peilin glanced at each other, they saw Bi Peilin stomping her feet helplessly and walking towards Wu Hao's room.

knocked on the door, Bi Peilin pushed open the door and saw Li Yan and Wu Hao talking and the other tapping on the laptop.

"Huh......"

Li Yan and Wu Hao subconsciously looked up at Bi Peilin. I saw Bi Peilin walk up to the two of them and say, "How's it going, I'm going to the airport!"

Looking down at the time, Li Yan was stunned and said, "I didn't expect time to pass so quickly, that ...... Brother Hao......"

"It's almost ready, give me two or three hours to guarantee that I can ......," Wu Hao muttered.

"Let's get it on the plane!" After saying this, Li Yan's facial features instantly squeezed together.

"What's wrong?" asked Biperin.

"I'm numb! I'll ...... ...... numb" Li Yan bent down and covered his thighs with his hands, and froze in place.

Bi Peilin subconsciously squatted down, hugged Li Yan's thighs with both hands, leaned her face in front of him and raised her head and asked, "Is this here?"

"Ahem...... What are you doing?" Wu Zhilin stood at the door, looked at the fragrant scene in front of him, and asked with a smile.

Brother Xiang was at the door, secretly looking at everything in the room from a distance, his eyes were full of envy and jealousy, and of course, there was some expectation of watching a good show......

Beijing, Zhichun Road.

"Damn! I'll just say there's a problem. Li Yan also pushed the silver seed wine to a price limit at the end of the game. Now there is no one to take the pending order! Do you still want to take the money to top the top?" Wang Qihua sat in the trading room, looking at the monitor screen and complaining in pieces.

"Brother, are you worried about what Wu Zhilin said yesterday?" After Wang Qiling muttered, he looked at the monitor screen and muttered: "The market looks okay! I think it might be ......."

Wang Qihua and Ben didn't wait for Wang Qiling to finish speaking, turned his head and asked him: "Where is Li Yan?