Seo u lokelang ho se tseba ka quantum finance?

Quantitative finance kapa quantum finance ke taba e batlang e le ncha e qalileng matsohong a litsebi tsa fisiks le lingaka tse ling tsa lipalo tsa saense tse koetlisitsoeng mathoasong a lilemo tsa 70. Mehlala, likhopolo le lipalo li ile tsa fetoleloa ho tsoa lithutong tse fapaneng, e ka sehloohong e le fisiks.

Ka nako e khuts'oane, e ile ea hola ho kenyelletsa lithuto tse ngata tseo e 'ngoe le e 'ngoe ea tsona e neng e ikamahantse le palo ea lichelete, ka hona, ea e sutumelletsa ka mahlakoreng a eona a fapaneng, ea etsa hore e hole ka lebelo le leholo.

Takatsong ea hau ea ho fumana tsebo mabapi le lichelete tse ngata, haeba u ntse u ipotsa hore na u qale hokae le hore na e etselitsoe eng, u tlameha ho bala sengoloa sena se felletseng. Empa pele, ithute ho eketsehileng ka lichelete tsa boitšoaro.

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🥀 quantum finance ke eng?

Quantum finance ke tšebeliso ea mefuta e meholo haholo ea lipalo le sete ea data ho e sekaseka limmaraka tsa licheletes le li-securities. Ka mantsoe a bonolo feela, Quantitative Finance e fana ka tsebo e hlokahalang ho sekaseka mebaraka ea lichelete le matšeliso.

Ha e le hantle, tlhahlobo ena e etsoa ho sebelisoa mehlala ea lipalo le lisebelisoa tse kholo tsa data. Kahoo, litsebi lefapheng lena li bitsoa quantitative kapa quant analysts.

Mehlala e tlwaelehileng e kenyelletsa (1) ditheko tsa disekhuriti tse ntjha tse kang dikgetho le (2) taolo ya kotsi, haholo ha e amana le dikopo tsa taolo ya potefolio. Litsebi tse sebetsang tšimong ena hangata li bitsoa "quants".

Ho feta moo, Quant e sebetsa ka ho khetheha moralong, nts'etsopele le ts'ebetsong ea algorithm bakeng sa ho rarolla mathata a rarahaneng a lichelete.

🥀 Nalane ea quantum finance

E ne e le lekholong la bo20 la lilemo moo metheo ea Quantum Finance e ileng ea raloa ho tsoa ho thesis ea bongaka " Khopolo-taba » ho tsoa ho setsebi sa lipalo sa Mofora Louis oa Bachelor. Bachelier o ile a qala ka ho sebelisa mohopolo oa motsamao oa Brownian boitšoarong ba litheko tsa thepa.

Hamorao, setsebi sa lipalo sa Lejapane Kiyoshi Ito o ngotse pampiri e buang ka stochastic differential equations mme a theha thuto ea stochastic calculus eo le eona e reheletsoeng ka lebitso la hae (Îto calculus) mme e sebelisoa haholo litheko tsa khetho.

Leha ho le joalo, katleho e kholo e fihlile lilemong tsa bo-1970 ha "Ho Thekoa ha Mokoloto oa Khoebo" ka. Robert Merton : Sebopeho sa Kotsi ea Litefiso tsa Tsoala" le lipampiri tsa lipatlisiso "The Pricing of Options and Corporate Liabilities" ho tloha Fischer Black le Myron Scholes li ile tsa lokolloa tseo ka tlhaho li nang le mohala le ho beha mohlala oa theko ea khetho 'me ka mor'a moo ho ne ho se na ho khutlela morao.

Le Mohlala oa Black-Sholes-Merton e tsejoang e le mohlala "BSM” e sebelisoa haholo ebile e ikarabella bakeng sa ho phahama ha mmaraka oa likhetho. Kajeno, mefuta e meng e mengata ea stochastic e etselitsoe ho atolosa mohlala oa BSM, ho beha litekanyetso tsa tlhahlobo ea lipalo holimo le ho tsoela moruo oa lefatše molemo.

🥀 Mefuta e mengata

Bongata bo theha le ho sebelisa mekhoa ea lichelete bakeng sa litheko tse tsoang ho tse ling, ponelopele ea 'maraka, le phokotso ea likotsi. Leha ho le joalo, ho na le liphapang tse ngata mesebetsing ea lipalo, tse ling tsa tsona li hlalositsoe ka tlase:

• Palo ea Ofisi e ka Pele: Sebetsa haufi-ufi le barekisi le barekisi mokatong oa khoebo. Kenya tšebetsong mekhoa ea litheko e sebelisoang ke barekisi ho bona menyetla e mecha le ho fana ka likeletso mabapi le maano a kotsi.
• Quant Researcher : Ha e le hantle palo ea Ofisi ea Hape, ba etsa lipatlisiso le ho rala li-algorithms tsa maqhubu a phahameng, mehlala ea litheko le maano bakeng sa barekisi le lifeme tsa barekisi.
• Quant Developer: Ha e le hantle ke baetsi ba software k'hamphaning ea lichelete. Ba fetolela litlhoko tsa khoebo tse fanoeng ke bafuputsi ho likopo tsa khoutu.
• Palo ea Taolo ea Kotsi: Ba theha mehlala ea ho laola ts'ebetso ea mokoloto le ea taolo le ho lekola kotsi ea mokoloto, kotsi ea 'maraka, kotsi ea ALM (Asset and Liability Management), joalo-joalo. Ke lipalo tsa Ofisi e Bohareng le ho etsa tlhahlobo ea kotsi ea 'maraka le thepa le tlhahlobo ea khatello ea maikutlo.

🥀 Quantum Finance vs Boenjiniere ba Lichelete

Chelete ea Quantum e shebana le mehlala ea lipalo e sebelisetsoang ho boloka litheko le ho lekanya kotsi. Boenjiniere ba lichelete e tsoela pele ho tsepamisa maikutlo lits'ebetsong le ho haha ​​lisebelisoa tse tla kenya ts'ebetsong liphello tsa mehlala.

Boenjiniere ba lichelete bo kopanya khopolo ea lipalo ea quantum finance le lipapiso tsa komporo ho etsa litheko, khoebo, hedging, le liqeto tse ling tsa matsete.

🥀 Hobaneng ha quantum finance e le bohlokoa?

Quantum Finance ke eona ea mantlha moo u ithutang tsohle tseo u hlokang ho li tseba hore u be Mohlahlobi oa Bongata kapa oa Bongata. Leha chelete ea quantum e le bohlokoa ho batho ba batlang ho ithuta, ke 'nete hore batho ba bangata ba hloahloa khoebong ba tsoa litsong tsohle.

E ile ea hlokomeloa ho 2017-2018, ke 60% feela ea barupeluoa ba ingolisang mananeong a boithuto bo bongata ba lichelete ha ba na tsebo ea lichelete. Kahoo, haeba u na le semelo sa lichelete, ho monate, empa haeba u sa etse joalo, u ka ingolisa habonolo ho e 'ngoe ea mananeo a diploma kapa setifikeiti.

Kamora ho ba mohlahlobi oa lipalo, boithuto bo tebileng ba lichelete tsa bongata bo ka u thusa libakeng tse ling tse kholo joalo ka Portfolio Management le Currency Markets.

🥀 Ke litšoaneleho life tseo u li hlokang hore u be mohlahlobi oa quantum?

Ha o lakatsa ho ba mohlahlobi oa lipalo, o hloka ho khetha mangolo a nepahetseng:

Lithuto tsa diploma

Ho na le lithupelo tse 'maloa tseo u ka khethang ho tsona ho fetola tabatabelo ea hau ea ho ba palo ea nnete. U ka khetha thupelo lethathamong le u loketseng ho latela lithahasello tsa hau le semelo sa hau. U ka etsa a master ho boenjiniere ba lichelete.

Kaha Master in Financial Engineering e u fa tsebo e tebileng ho tloha tlhahlobong ea lipalo-palo ho isa ho mohlala oa moruo, ena ke thupelo ea boenjiniere ho u thusa lefatšeng la 'nete.

Ha u ntse u fumana tsebo ea tlhahlobo ea lipalo, u ka sebetsa ka kholiseho e le boemo ba ho phethela mosebetsi ona.

U ka etsa a Master in Financial Mathematics. Degree ena e u fa temohisiso e tebileng ea mekhoa ea lichelete tse ngata. Kaha e shebane le lipalo tsa lichelete, u tla ba le tsebo eohle e hlokahalang hore hamorao u fihle sebakeng sa tlhahlobo ea lipalo.

Thupelo ena e ikemiselitse ho etsa hore u be hloahloa ho ts'ebeliso e sebetsang ea lipalo tsa lichelete joalo ka palo. Hape, ka mor'a ho qeta thupelo ena, u tla khona ho etsa liqeto tse utloahalang ho latela tlhahlobo ea bongata.

U ka boela ua etsa master's in data, master's ho lipalo le lichelete tsa computational kapa master's in applied economics.

Mananeo a Setifikeiti

Mananeo a mang a setifikeiti sa lichelete a ka u thusa ho ntšetsa pele mosebetsi oa hau le bokhoni ba hau. Hore na o batla ho hong ho u thusa ho qala mosebetsi oa hau kapa ho matlafatsa litsebo tsa profeshenale bohareng ba mosebetsi, lenaneo la setifikeiti le phethahatsa morero oa hau. Mananeo a setifikeiti ke ana:

• Lenaneo la Setifikeiti sa Setsebi sa Tsamaiso ea Likotsi tsa Lichelete tse Sebelisitsoeng
• Certificate in Quantitative Studies for Finance
• Setifikeiti sa Quantitative Basics Certificate

🥀 Bokamoso ba quant financebashagak

Lichelete le lichelete tsa quantum li mona ho lula! Ha lik'hamphani li ntse li hola le palo e kholo ea data le chelete e amehang, phihlello le tlhoko ea lichelete tse ngata li ntse li hola ho feta leha e le neng pele. Chelete ea Quantum ha e sa le feela ka lipalo tse rarahaneng le mehlala ea stochastic.

Ha lichelete li ntse li eketseha, saense ea data, mochine le thuto e tebileng, le bohlale ba maiketsetso bo ntse bo nka mekhoa e rutang ea ho etsa liqeto tšimong.

Ka hona, lichelete tsa quantum li fihla holimo ka matla a li-algorithms tsa k'homphieutha tse sebetsang hantle tse re lumellang ho hlahloba lintlha tse kholo le ho tsamaisa lipapiso tsa mohlala ho nanoseconds.