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作者:吴敌
链接:https://www.zhihu.com/question/23244053/answer/24128270
来源:知乎
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谢谢Vas Brandon的邀请, 目前在run一个HFT, 每日基本流程如下:8:00~9:00: 打开交易策略,设置一些运营参数9:00~9:30: 观察策略运转,确保没有问题9:30~15:30: 解决已有策略的问题并研究新策略,测试新想法15:30~17:00: 分析交易记录, 确定第二天的交易计划17:00~18:00: 运动另外,贴一个比较欣赏的国外量化交易员Ernie Chan对这个问题的回答。 Can you describe a typical work day for us?I start the day at 7:30am, downloading data and starting up various applications to prepare for sending the day’s orders, and sometimes conferring (via phone or instant messages) with my partner in Chicago on unusual situations. In theory, all these steps can be automated, but it would require heavy investments in some software that we are not prepared to make just yet. And of course, even if they are all automated, you still want to monitor them to make sure no unexpected errors have occurred. I also try to check and reply to a few urgent emails during this time. Oh, and a 5-minute breakfast too. So this takes me to 9:30am, when the market opens, and our applications spring into action. I will sit there for maybe half an hour more to make sure the applications run normally, and then get back to doing research, strategizing with my partner over the phone, or speaking to my clients. At noon, I typically take an hour’s break to exercise, either swimming, yoga, or just hiking around the wildlife preserve near my house. I will then have my 5-minute lunch, and get back to my research and client calls. At 4pm, market closes and I shut down all the applications, and that ends the first part of my working day. I may work for another hour or so around 8pm, mostly doing research and answering emails. I also try to put in a few hours on the weekend doing the same, maybe updating my blog too. |
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