在量化交易引起了广泛讨论后,中国证监会上周五表示,程序化交易在特定市场环境下存在加大市场波动的风险,有必要因势利导促进其规范发展。请看本报昨日的报道: China’s securities regulators tightened scrutiny over program trading, also known as quant trading, Friday, seeking to better regulate the use of computer-generated algorithms in stock trading. The new rules comes after a raft of stimulus measures by the China Securities Regulatory Commission (CSRC) failed to drive a sustained market rally, for which some blamed apathetic selling from program trading. 报道中的quant trading即quantitative trading,也可以叫program trading,指“量化交易”,即基于量化模型和计算机数据处理作出的交易决定,此前是部分机构和对冲基金采用的交易方式,现在也被一些个人投资者接受。 |