Yini okufanele ukwazi nge-quantum finance?

I-Quantitative finance noma i-quantum finance yisifundo esisha uma kuqhathaniswa esaqala ezandleni zezazi zefiziksi nabanye odokotela besayensi yobuningi abaqeqeshwe ekuqaleni kwawo-70. Amamodeli, imiqondo kanye nezibalo kwahunyushwa kusuka emikhakheni eyahlukene, eyinhloko kuyi-physics.

Ngesikhathi esifushane, yanda ukuze ihlanganise inqwaba yemikhakha ngayinye exhumene nenani lezimali, ngakho-ke, yayiphusha ngendlela eya ngakhona, okubangele ukuthi ikhule ibe ngesivinini esikhulu.

Emzamweni wakho wokuthola ulwazi mayelana nenani lezimali, uma uzibuza ukuthi ungaqala kuphi futhi ngenzani, kufanele ufunde lesi sihloko esibanzi. Kodwa okokuqala, funda kabanzi mayelana ezezimali zokuziphatha.

Asihambe

🥀 Iyini i-quantum finance?

I-Quantum finance ukusetshenziswa kwamamodeli ezibalo amakhulu kakhulu namasethi edatha ukuze kuhlaziywe izimakethe zezimalis nezibambiso. Kalula nje, I-Quantitative Finance ihlinzeka ngolwazi oludingekayo ukuze kuhlaziywe izimakethe zezimali nezibambiso.

Lokhu kuhlaziya kwenziwa ngokuyisisekelo kusetshenziswa amamodeli ezibalo namasethi amakhulu wedatha. Ngakho-ke, ochwepheshe kulo mkhakha babizwa ngokuthi abahlaziyi bomthamo noma benani.

Izibonelo ezijwayelekile zifaka (1) intengo yezibambiso eziphuma kokunye ezifana nezinketho kanye (2) nokulawulwa kwezingcuphe, ikakhulukazi njengoba kuhlobene nezicelo zokuphathwa kwephothifoliyo. Ochwepheshe abasebenza kulo mkhakha bavame ebizwa ngokuthi "amaquants".

Ngaphezu kwalokho, i-Quant igxile ekwakhiweni, ekuthuthukisweni nasekusetshenzisweni kwe-algorithm yokuxazulula izinkinga zezezimali eziyinkimbinkimbi.

🥀 Umlando we-quantum finance

Kwakungekhulu lama-20 lapho izisekelo ze-Quantum Finance zabekwa khona ku-thesis yobudokotela " Ithiyori yokuqagela »kusuka kusazi sezibalo saseFrance Louis weBachelor. U-Bachelier uqale wasebenzisa umqondo we-Brownian motion ekuziphatheni kwezintengo zempahla.

Kamuva, isazi sezibalo saseJapane Kiyoshi Ito wabhala iphepha elimayelana nezibalo ezihlukene zesitoko futhi wasungula ithiyori yokubala kwe-stochastic nayo ebizwa ngegama lakhe (Îto calculus) futhi isetshenziswa kakhulu ekukhetheni amanani entengo.

Kodwa-ke, impumelelo enkulu yeza ngeminyaka yawo-1970 lapho “Emananini Wezikweletu Zebhizinisi” ngo. URobert Merton : Isakhiwo Sengozi Yezilinganiso Zenzalo” kanye namaphepha ocwaningo athi “Intengo Yezinketho Nezikweletu Zebhizinisi” avela ku UFischer Black noMyron Scholes zikhishwe ezifake ucingo ngokwemvelo futhi zibeke imodeli yentengo yokukhetha futhi ngemva kwalokho akubangakho ukujikela emuva.

Le Imodeli yeBlack-Sholes-Merton eyaziwa ngokuthi imodeli"BSM” isetshenziswa kabanzi futhi inesibopho sokukhuphuka kwemakethe yezinketho. Namuhla, amanye amamodeli amaningi e-stochastic aklanyelwe ukunweba imodeli ye-BSM, ebeka amabhentshimakhi okuhlaziya amanani aphezulu futhi azuzise umnotho womhlaba.

🥀 Izinhlobo ze-Quant

Amanani adala futhi asebenzise amamodeli ezezimali entengo yokuphuma kokunye, ukubikezela kwemakethe, kanye nokunciphisa ubungozi. Kodwa-ke, kunezinhlobonhlobo eziningi ezindimeni zama-quants, ezinye zazo ezichazwe ngezansi:

• Ubuningi behhovisi langaphambili: Sebenza eduze nabathengisi nabathengisi endaweni yokuhweba. Sebenzisa amamodeli entengo asetshenziswa abadayisi ukubona amathuba amasha futhi unikeze izeluleko ngamasu engcuphe.
• Quant Researcher : Ngokuyisisekelo amanani we I-Ofisi Emuva, bacwaninga futhi baklame ama-algorithms wemvamisa ephezulu, amamodeli entengo namasu abadayisi namafemu okuhweba.
• I-Quant Developer: Ngokuyisisekelo bangabathuthukisi be-software enkampanini yezezimali. Bahumusha izidingo zebhizinisi ezinikezwe abacwaningi zibe izinhlelo zokusebenza zekhodi.
• Inani Lokulawulwa Kwengozi: Bakha amamodeli okulawula ukusebenza kwekhredithi nokulawula futhi bahlole ubungozi besikweletu, ubungozi bemakethe, ubungozi be-ALM (Asset and Liability Management), njll. Ziyinani le Ihhovisi Eliphakathi futhi senze ukuhlaziya ubungozi bemakethe nempahla kanye nokuhlola ingcindezi.

🥀 I-Quantum Finance vs Ubunjiniyela Bezezimali

I-Quantum yezezimali igxile kumamodeli ezibalo asetshenziselwa ukukala izibambiso zamanani kanye nokulinganisa ubungozi. Ubunjiniyela bezezimali iqhubekela phambili ukugxila ezinhlelweni zokusebenza nokwakha amathuluzi azosebenzisa imiphumela yamamodeli.

Ubunjiniyela bezezimali buhlanganisa ithiyori yezibalo ye-quantum finance nokulingisa kwekhompyutha ukwenza intengo, ukuhweba, ukubiyela, nezinye izinqumo zokutshala imali.

🥀 Kungani i-quantum finance ibalulekile?

I-Quantum Finance iwumongo lapho ufunda khona konke okudingeka ukwazi ukuze ube umhlaziyi wezibalo noma wokulinganisa. Yize i-quantum finance ibalulekile kubantu abafisa ukufunda, kuyiqiniso ukuthi abantu abaningi abangongoti kwezohwebo baphuma kuzo zonke izinhlobo zezizinda.

Kwabonwa ku 2017-2018, kuphela 60% yabahlanganyeli ababhalisele izinhlelo zokufundela umsebenzi wezezimali ezilinganiselwe abanawo isizinda kwezezimali. Ngakho-ke, uma unesizinda kwezezimali, kuhle lokho, kodwa uma ungenalo, ungakwazi ukubhalisa kalula kwenye yezinhlelo zediploma noma zesitifiketi.

Ngemuva kokuba umhlaziyi wezibalo, ucwaningo olujulile lwezezimali zomthamo lungakusiza kwezinye izindawo ezinkulu ezifana nokuphathwa kwephothifoliyo kanye nezimakethe zemali.

🥀 Yiziphi iziqu ozidingayo ukuze ube umhlaziyi we-quantum?

Uma ufisa ukuba umhlaziyi wezibalo, udinga ukukhetha iziqu ezifanele:

Izifundo zeDiploma

Kukhona iqoqo lezifundo zeziqu ezimbalwa ongakhetha kuzo ukuze uguqule isifiso sakho sokuba inani libe ngokoqobo. Ungakhetha isifundo ohlwini olufanelana nawe ngokusekelwe kuzintshisekelo zakho nesizinda. Ungenza a master kwezobunjiniyela bezezimali.

Njengoba i-Master in Financial Engineering ikunikeza ulwazi olujulile olusukela ekuhlolweni kwezibalo kuya ekumodeleni kwezomnotho, lesi isifundo sobunjiniyela sokukusiza emhlabeni wangempela.

Njengoba uthola ubuchwepheshe ekuhlaziyeni inani, ungasebenza ngokuzethemba njengesikhundla ekuqedeni lo msebenzi.

Ungenza a I-Master in Financial Mathematics. Le degree ikunikeza ukuqonda okujulile mayelana nezindlela zokwenza imali ngobuningi. Njengoba iqondiswe kuzibalo zezezimali, uzohlonyiswa ngalo lonke ulwazi oludingekayo ukuze uthole kamuva emkhakheni wokuhlaziya inani.

Lesi sifundo sihlose ukukwenza ube nekhono ekusebenziseni izibalo zezezimali njengenani. Futhi, ngemva kokuqeda lesi sifundo, uzokwazi ukuthola iziphetho ezinengqondo ngokusekelwe ekuhlaziyweni komthamo.

Ungenza futhi i-master's kudatha, i-master's kwizibalo nezezimali zokubala noma i-master's ku-application economics.

Izinhlelo Zokuqinisekisa

Ezinye izinhlelo zesitifiketi sezezimali zingakusiza ukuthi uthuthukise umsebenzi wakho namakhono. Noma ngabe ufuna okuthile okungakusiza ukuthi uqale umsebenzi wakho noma ukuqinisa amakhono ochwepheshe phakathi ne-career, uhlelo lwesitifiketi lufeza injongo yakho. Nazi ezinye izinhlelo zokunikeza izitifiketi:

• Uhlelo Lwesitifiketi Sobungcweti Ekulawuleni Ubungozi Bezezimali
• Isitifiketi Sezifundo Zezibalo Zezezimali
• Isitifiketi se-Quantitative Fundamentals

🥀 Ikusasa le-quant financelokho

Ama-Quants kanye ne-quantum finance kulapha ukuhlala! Njengoba izinkampani ziba zinkulu kanye nenani elikhulu ledatha nemali ehilelekile, ukufinyelelwa kanye nesidingo semali eningi kukhula ngendlela engakaze ibonwe ngaphambili. I-Quantum finance ayisekho nje ngezibalo eziyinkimbinkimbi kanye namamodeli we-stochastic.

Njengoba ezezimali ziba ngobuchwepheshe kakhulu, isayensi yedatha, umshini nokufunda okujulile, kanye nobuhlakani bokwenziwa buyathatha amasu okuthatha izinqumo anolwazi kulo mkhakha.

Ngakho-ke, imali ye-quantum ifinyelela ukuphakama okusha ngamandla we-algorithms yekhompyutha esebenza kakhulu esivumela ukuthi sihlaziye idatha enkulu futhi sisebenzise ukulingiswa kwamamodeli kuma-nanoseconds.