什么是高频交易系统 1 交易指令完全是由电脑发送,对市场数据的响应延时在微秒级2 系统有专用的软硬件组成,研发时需要大量的计算机专家级的工作3 系统的硬件需要放在离交易所主机很近的位置,所谓co-location.并且得到专门的准入许可证,交易指令发送至交易所. 符合以上三点,就可以叫做高频交易系统(High Frequency Trading  HFT) 所谓[高频],并非一定是指成交的频率高,有些系统只是下委托单和修改.回撤委托单的频率高,真正的成交次数可能并不多,也一样高频交易系统 美国证…

As you may know from the comic \Asterix and the Chieftain's Shield", Gergovia consists of one street,and every inhabitant of the city is a wine salesman. You wonder how this economy works? Simpleenough: everyone buys wine from other inhabitants of th…

https://vjudge.net/problem/UVA-11054 As you may know from the comic “Asterix and the Chieftain’s Shield”, Gergovia consists of one street, and every inhabitant of the city is a wine salesman. You wonder how this economy works? Simple enough: everyone…

Trading Business 题目连接: http://codeforces.com/problemset/problem/176/A Description To get money for a new aeonic blaster, ranger Qwerty decided to engage in trade for a while. He wants to buy some number of items (or probably not to buy anything at al…

Why do some people succeed spectacularly in the market while others fail? The market is the same for one person as it is the next. So why the dramatic difference in performance? Could it be that self-doubt and a lack of confidence are holding you bac…

题意:一题街道上很多酒店,交易葡萄酒,正数为卖出葡萄酒,负数为需要葡萄酒,总需求量和总售出量是相等的,从一家店到另外一家店需要路费(路费=距离×运算量),假设每家店线性排列且相邻两店之间距离都是1,求最小路费. 在纸上模拟了一下,你会发现一家店如果卖酒,它的最终流向就是向两边运送:如果买酒,那它就在那边等别家店送酒过来.(我在废话...) 然后第一家店肯定是向右边运酒了,最小的运费当然是卖给右边尽量近的店了,然后第一家店的供求就为0,不需要再考虑了,这样就变成后面几家去买卖的子问题了. 这样是可…

题目:10700 - Camel trading 题目大意:给出一些表达式,表达式由数字和加号乘号组成,数字范围[1,20].这些表达式可能缺少了括号,问这种表达式加上括号后能得到的最大值和最小值. 解题思路:由于这些数的都是正整数,所以能够用贪心.不然看出最大值就是先做完加法在做乘法,最小值就是先做乘法在做加法.注意这里的数值要用long long 由于比表达式的值可能会超过int. 代码: #include <stdio.h> #include <string.h> const…

Automatic Trading A brokerage firm is interested in detecting automatic trading. They believe that a particular algorithm repeats itself; that is, it makes the same sequence of trades at a later time. The firm has identified a set of 26 key stocks th…

周末继续写博客,算起来,关于rabbitMQ这个中间件的研究已经持续至两个星期了,上一篇文章使用sring amqp实现了同步和异步的消息接收功能.这一节继续实用spring amqp实现一个股票交易系统的主要逻辑.这个例子更为复杂也更具代表意义,因为它是现实世界中的例子. stock trading这个例子包含一个服务端(server),它用于向指定的Topic Exchange发送股票数据.还要很多客户端(clients),它们从特定的Queue(绑定了routing patten的Queu…

Deep Reinforcement Learning Based Trading Application at JP Morgan Chase https://medium.com/@ranko.mosic/reinforcement-learning-based-trading-application-at-jp-morgan-chase-f829b8ec54f2 FT released a story today about the new application that will op…