Quantitative contract system development analysis case - detailed explanation of contract quantitative system development scheme

　　 What is a contract deal ？

　　1、 Contract transaction refers to the agreement between the buyer and the seller to receive a certain amount of certain assets at a specified price at a certain time in the future . The trading object of contract trading is the standardized contract formulated by the exchange , The exchange regulates the type of its goods , Trading hours , Standardized information such as quantity . The contract represents the rights and obligations of both parties .

　　 To put it simply, it means making an appointment to trade a certain number of certain commodities at a certain time and place in the future .

　　2、 Contract trading is a financial derivative , Trading relative to the spot market , Users can judge the rise and fall of futures contract trading , Choose to buy long or sell short contracts , In order to get the benefits of rising or falling prices .

　　Features of Quantitative Trading Robot:

　　1.The most obvious feature of quantitative trading is to reduce the impact of investor sentiment fluctuations and avoid making irrational investment decisions in the case of extreme market fanaticism or pessimism,while quantitative trading robots avoid subjective assumptions and use programs to turn their ideas into quantifiable strategies,using only computing strategies and trading strategies through computers;

　　2.History back test,realized by computer program,can verify the rationality of trading strategy by quantifying trading ideas;

　　3.It can ensure the execution of transactions/profits,especially the quantitative analysis of medium and low frequency,without the need to mark the market

　　 Build the role of quantitative contract tracking and automatic order placing system ：

　　1. Traders move in ： Experts with trading experience have settled on the exchange platform , Place an order and share your experience , Ordinary users follow , Order automatically , There are relatively more profit opportunities ;

　　2. Ordinary users / follower ： Trade with experienced experts ; Intelligent trading , When the trading market reaches the range set by the user, the order will be placed automatically , Make a deal ;

　　4、 Set shortcut , Be flexible ： Quantitative trading software , Just fill in the total number of positions 、 species 、 Choosing risk can quickly set , One button start .

　　 The rules of contract trading

　　1、 Trading hours

　　 What is the contract deal 7*24 Hour trading , Only on Fridays 16:00（UTC+8） Trading is interrupted during settlement or settlement . The contract ends before delivery 10 minute , You can only close out , Can't open a position .

　　2、 Type of transaction

　　 There are two types of transactions , Opening and closing . Opening and closing , There are two directions: buying and selling ：

　　 Buy CADO （ Bullish ） It means when users are bullish on the index 、 When it's bullish , Buy a certain number of new contracts . Conduct “ Buy CADO ” operation , The successful match will increase the long position .

　　 Sell Pinto （ Multiple closing positions ） It refers to the selling contract that the user will not be bullish on the future index market and make up for it , Offsetting the exit from the market with the current holding of the buy contract . Conduct “ Sell Pinto ” operation , A successful match will reduce long positions .

　　 Sell short （ Bearish ） When a user is short on an index 、 When bearish , New sales of a certain number of certain contracts . Conduct “ Sell short ” operation , A successful match will increase short positions .

　　 Buy flat （ Empty order closing ） It refers to the purchase contract that the user will not be bearish on the future index market and make up for it , Offsetting the exit from the current market holding of hedging contracts . Conduct “ Buy flat ” operation , A successful match will reduce short positions .