Chii chekuziva nezve quantum finance?

Quantitative finance kana quantum finance chidzidzo chitsva chakabva mumaoko enyanzvi dzefizikisi uye mamwe madhokotera ezvesainzi akadzidziswa mukutanga kwema 70. Mienzaniso, pfungwa uye masvomhu zvakashandurwa kubva muzvidzidzo zvakasiyana, chikuru chiri physics.

Nenguva diki, yakawedzera kusanganisa kuwanda kwezvirango chimwe nechimwe chakazvibatanidza kune huwandu hwemari uye, nekudaro, chakaisundidzira munzira dzayo, ichiita kuti iwedzere kusvika pakumhanya.

Mukuda kwako kuwana ruzivo nezvehuwandu hwemari, kana iwe uchinetseka kuti wotangira kupi uye ndeyei, saka unofanirwa kuverenga chinyorwa ichi chakakwana. Asi kutanga, dzidza zvakawanda nezvazvo maitiro emari.

handeyi

🥀 Chii chinonzi quantum finance?

Quantum finance iko kushandiswa kwemasvomhu akakura zvakanyanya uye seti yedata kuongorora misika yemaris uye kuchengetedzwa. Zvichitaurwa zviri nyore, Quantitative Finance inopa ruzivo runodiwa kuongorora misika yemari uye chengetedzo.

Ongororo iyi inoitwa pachishandiswa masvomhu modhi uye hombe data seti. Nekudaro, nyanzvi mundima iyi dzinodaidzwa kuti quantitative kana quant analysts.

Mienzaniso yakajairwa inosanganisira (1) mitengo yezvibatiso zvakabva kuseri sezvisarudzo uye (2) manejimendi enjodzi, kunyanya zvine chekuita nemafambisirwo emabasa ekutonga. Nyanzvi dzinoshanda mundima iyi kazhinji inonzi "quants".

Uye zvakare, Quant inyanzvi mukugadzira, kusimudzira uye kuita iyo algorithm yekugadzirisa matambudziko akaomarara emari.

🥀 Nhoroondo ye quantum finance

Yakanga iri muzana ramakore rechi20 umo nheyo dzeQuantum Finance dzakaiswa kubva kudhigirii rechiremba " Tsanangudzo Yekufungidzira » kubva kuFrench mathematician Louis weBachelor. Bachelier akatanga kushandisa pfungwa yeBrownian motion kune maitiro emitengo yeasset.

Gare gare, muJapan masvomhu Kiyoshi Ito akanyora bepa pamusoro pe stochastic differential equations uye akatanga dzidziso ye stochastic calculus iyo inewo zita rake (Îto calculus) uye inoshandiswa zvakanyanya mukusarudza mitengo.

Nekudaro, budiriro huru yakauya muma1970 apo "Pamutengo weChikwereti cheCorporate" na. Robert Merton : The Risk Structure of Interest Rates” uye mapepa ekutsvagisa “The Pricing of Options and Corporate Liabilities” kubva Fischer Black uye Myron Scholes dzakaburitswa dzainge dzichiratidza kufona uye kuisa sarudzo yemitengo yemhando uye mushure meizvozvo pakanga pasina kudzokera kumashure.

Le Black-Sholes-Merton modhi inozivikanwa semuenzaniso"BSM"Inoshandiswa zvakanyanya uye inokonzera kukwira kwemusika wekusarudza. Nhasi, mamwe akawanda estochastic modhi akagadzirirwa kuwedzera iyo BSM modhi, kuseta mabhenji ekuongororwa kwehuwandu hwepamusoro uye kubatsira hupfumi hwenyika.

🥀 Quant Types

Quants inogadzira uye inoshandisa mamodhi emari emitengo yezvinobuda, kufanotaura kwemusika, uye kudzikisira njodzi. Kune, zvisinei, misiyano yakawanda mumabasa ehuwandu, mamwe acho anotsanangurwa pazasi:

• Front Office Quant: Shanda padhuze nevatengesi nevatengesi pauriri hwekutengesa. Shandisa mhando dzemitengo dzinoshandiswa nevatengesi kuti vaone mikana mitsva uye nekupa zano panzira dzenjodzi.
• Quant Researcher : Chaizvoizvo huwandu hweiyo Back Office, vanotsvaga nekugadzira yakakwira frequency algorithms, modhi yemitengo uye marongero evatengesi nemafemu ebrokerage.
• Quant Developer: Ivo vanonyanya kugadzira software mukambani yemari. Ivo vanoshandura zvinodiwa zvebhizinesi zvinopihwa nevatsvaguri mumakodhi application.
• Risk Management Quantity: Ivo vanovaka mamodheru ekudzora kiredhiti uye mashandiro ekuita uye kuongorora njodzi yechikwereti, njodzi yemusika, njodzi yeALM (Asset uye Liability Management), nezvimwe. Ndivo uwandu hwe Middle Office uye ita musika uye asset njodzi yekuongorora uye kushushikana kwekuyedza.

🥀 Quantum Finance vs Financial Engineering

Quantum finance inotarisa pamasvomhu modhi anoshandiswa kumitengo chengetedzo uye kuyera njodzi. Injiniya yezvemari inoenda zvakanyanya kutarisisa maapplication uye kuvaka maturusi anozoshandisa mhedzisiro yemamodheru.

Injiniya yezvemari inosanganisa dzidziso yemasvomhu yehuwandu hwemari nemakomputa simulations kuita mutengo, kutengeserana, hedging, uye dzimwe sarudzo dzekudyara.

🥀 Nei quantum finance yakakosha?

Quantum Finance ndiyo musimboti waunodzidza zvese zvaunoda kuziva kuti uve Quantitative kana Quantitative Analyst. Kunyangwe quantum finance yakakosha kune vanoshuvira kuti vadzidze, ichokwadi kuti vanhu vazhinji vane hunyanzvi mukutengesa vanobva kwakasiyana siyana.

Yakaonekwa mu 2017-2018, chete 60% yevatori vechikamu vanonyoresa muzvirongwa zvemari yekudzidzira mabasa havana ruzivo rwemari. Saka, kana iwe uine ruzivo mune zvemari, zvakanaka, asi kana ukasadaro, unogona kunyoresa nyore mune imwe yedhipuroma kana zvitupa zvirongwa.

Mushure mekuva muongorori wehuwandu, chidzidzo chakadzama muhuwandu hwemari chinogona kukubatsira mune dzimwe nzvimbo dzakakura senge Portfolio Management uye Currency Markets.

🥀 Ndezvipi zvikwaniriso zvaunoda kuti uve quantum analyst?

Kana iwe uchishuvira kuve muongorori wehuwandu, iwe unofanirwa kusarudza iyo chaiyo qualification:

Diploma courses

Pane seti yemadhigirii mashoma makosi iwe aunogona kusarudza kubva kuti uchinje chishuwo chako chekuva chiyero kuita chokwadi. Iwe unogona kusarudza kosi kubva pane iyo rondedzero inokodzera iwe zvichienderana nezvaunofarira uye kumashure. Unogona kuita a tenzi mune zvemari engineering.

Sezvo Master in Financial Engineering achikupa ruzivo rwakadzama kubva pakuongororwa kwenhamba kusvika kune econometric modelling, iyi inyanzvi yeinjiniya yekukubatsira munyika chaiyo.

Sezvo iwe uchiwana hunyanzvi mukuwongorora kwehuwandu, unogona kushanda nechivimbo sechinzvimbo mukupedzisa basa iri.

Unogona kuita a Master muFinancial Mathematics. Dhigirii iri rinokupa nzwisiso yakadzama mune nzira dzehuwandu hwemari. Sezvo yakanangana nemasvomhu emari, iwe unenge wakashongedzerwa neruzivo rwese rwunodiwa kuti gare gare upinde mumunda wehuwandu hwekuongorora.

Iyi kosi ine chinangwa chekukuita iwe hunyanzvi mukushandisa kwemari yemasvomhu sehuwandu. Zvakare, mushure mekupedza kosi iyi, unozokwanisa kutora mhedziso dzine musoro zvichienderana nekuongorora kwehuwandu.

Iwe unogona zvakare kuita tenzi mune data, master's mune masvomhu uye computational mari kana master's mune yakashandiswa economics.

Certification Programs

Mamwe mapurogiramu ezvitupa zvemari anogona kukubatsira kusimudzira hunyanzvi hwako uye hunyanzvi. Kunyangwe iwe uchitsvaga chimwe chinhu chinokubatsira iwe kutanga-basa rako kana kusimbisa hunyanzvi hwepakati-basa, chirongwa chetifiketi chinozadzisa chinangwa chako. Heano mamwe mapurogiramu etifiketi:

• Professional Certificate Chirongwa muApplied Financial Risk Management
• Certificate mu Quantitative Zvidzidzo zveMari
• Quantitative Fundamentals Certificate

🥀 Ramangwana rehuwandu hwemari, que

Quants uye quantum mari iri pano kugara! Nemakambani ari kukura uye huwandu hukuru hwe data nemari inobatanidzwa, kusvika uye kudiwa kwehuwandu hwemari kuri kukura zvisina kumbobvira zvaitika. Quantum finance haisati ichingova nezve masvomhu akaoma uye stochastic modhi.

Sezvo mari ichiwedzera tekinoroji, sainzi yedata, muchina uye kudzidza kwakadzama, uye hungwaru hwekugadzira huri kutora nzira dzekuita sarudzo dzemunda.

Nekudaro, quantum finance iri kusvika kuhurefu hutsva kuburikidza nesimba repamusoro-kugadzirisa makomputa algorithms anotitendera kuongorora data hombe uye kumhanyisa modhi yekufananidza mune nanoseconds.