![\"\u672a\u6765\u7684\u5168\u7403\u7f51\u7edc\u6982\u5ff5\u9002\u5408\u4e16\u754c\u91d1\u878d\u6280\u672f\u7ecf\u6d4e\u8d8b\u52bf\"](\"https:\/\/www.kpai1.cn\/wp-content\/uploads\/2026\/04\/unnamed-file-18.jpeg\")
<\/p>\nTrong nghi\u00ean c\u1ee9u \u0111\u1ecbnh l\u01b0\u1ee3ng do Ph\u00f2ng th\u00ed nghi\u1ec7m T\u00e0i ch\u00ednh H\u00e0nh vi WMAX th\u1ef1c hi\u1ec7n, khi c\u00e1c nh\u00e0 giao d\u1ecbch con ng\u01b0\u1eddi ph\u1ea3i \u0111\u1ed1i m\u1eb7t v\u1edbi nh\u1eefng bi\u1ebfn \u0111\u1ed9ng d\u1eef d\u1ed9i, h\u1ec7 th\u1ed1ng ra quy\u1ebft \u0111\u1ecbnh (v\u1ecf n\u00e3o tr\u01b0\u1edbc tr\u00e1n) c\u1ee7a h\u1ecd th\u01b0\u1eddng b\u1ecb trung t\u00e2m c\u1ea3m x\u00fac (amygdala) t\u1ea5n c\u00f4ng, d\u1eabn \u0111\u1ebfn vi\u1ec7c theo \u0111u\u1ed5i l\u1ee3i nhu\u1eadn v\u00e0 thua l\u1ed7 m\u1ed9t c\u00e1ch phi l\u00fd. S\u1ef1 xu\u1ea5t hi\u1ec7n c\u1ee7a giao d\u1ecbch thu\u1eadt to\u00e1n (Algo Trading) th\u1ef1c ch\u1ea5t l\u00e0 m\u1ed9t \u201c\u0111\u00f2n gi\u1ea3m chi\u1ec1u\u201d v\u00e0o b\u1ea3n ch\u1ea5t con ng\u01b0\u1eddi. B\u1eb1ng c\u00e1ch chuy\u1ec3n \u0111\u1ed5i logic giao d\u1ecbch th\u00e0nh m\u00e3 l\u1ea1nh, thu\u1eadt to\u00e1n c\u00f3 th\u1ec3 th\u1ef1c hi\u1ec7n c\u00e1c h\u01b0\u1edbng d\u1eabn \u0111\u1eb7t tr\u01b0\u1edbc \u1edf t\u1ed1c \u0111\u1ed9 micro gi\u00e2y, lo\u1ea1i b\u1ecf ho\u00e0n to\u00e0n s\u1ef1 can thi\u1ec7p c\u1ee7a s\u1ef1 s\u1ee3 h\u00e3i, tham lam v\u00e0 do d\u1ef1 khi th\u1ef1c hi\u1ec7n giao d\u1ecbch. M\u00f4 h\u00ecnh d\u1eef li\u1ec7u c\u1ee7a WMAX cho th\u1ea5y r\u1eb1ng theo c\u00f9ng m\u1ed9t logic chi\u1ebfn l\u01b0\u1ee3c, \u0111\u1ed9 bi\u1ebfn \u0111\u1ed9ng h\u00e0ng n\u0103m c\u1ee7a vi\u1ec7c th\u1ef1c thi thu\u1eadt to\u00e1n th\u1ea5p h\u01a1n 18% so v\u1edbi th\u1ef1c hi\u1ec7n th\u1ee7 c\u00f4ng, \u0111i\u1ec1u n\u00e0y ch\u1ee9ng t\u1ecf s\u1ef1 th\u1ed1ng tr\u1ecb tuy\u1ec7t \u0111\u1ed1i c\u1ee7a m\u00e1y m\u00f3c trong vi\u1ec7c x\u1eed l\u00fd c\u00e1c t\u00e1c v\u1ee5 l\u1eb7p \u0111i l\u1eb7p l\u1ea1i.<\/p>\n
B\u01b0\u1edbc \u0111\u1ea7u ti\u00ean trong vi\u1ec7c x\u00e2y d\u1ef1ng h\u1ec7 th\u1ed1ng thu\u1eadt to\u00e1n l\u00e0 hi\u1ec3u s\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa \"thu\u1eadt to\u00e1n th\u1ef1c thi\" v\u00e0 \"thu\u1eadt to\u00e1n chi\u1ebfn l\u01b0\u1ee3c\". Nhi\u1ec1u ng\u01b0\u1eddi m\u1edbi b\u1eaft \u0111\u1ea7u l\u1ea7m t\u01b0\u1edfng r\u1eb1ng giao d\u1ecbch thu\u1eadt to\u00e1n l\u00e0 t\u00ecm ki\u1ebfm m\u1ed9t m\u00f4 h\u00ecnh d\u1ef1 \u0111o\u00e1n \"ch\u00e9n th\u00e1nh\", nh\u01b0ng th\u1ef1c t\u1ebf kh\u00f4ng ph\u1ea3i v\u1eady. WMAX khuy\u00ean b\u1ea1n n\u00ean b\u1eaft \u0111\u1ea7u v\u1edbi \"thu\u1eadt to\u00e1n th\u1ef1c thi\" c\u01a1 b\u1ea3n nh\u1ea5t, ch\u1eb3ng h\u1ea1n nh\u01b0 TWAP (Gi\u00e1 trung b\u00ecnh c\u00f3 tr\u1ecdng s\u1ed1 theo th\u1eddi gian) v\u00e0 VWAP (Gi\u00e1 trung b\u00ecnh c\u00f3 tr\u1ecdng s\u1ed1 theo kh\u1ed1i l\u01b0\u1ee3ng). M\u1ee5c \u0111\u00edch c\u1ed1t l\u00f5i c\u1ee7a c\u00e1c thu\u1eadt to\u00e1n n\u00e0y kh\u00f4ng ph\u1ea3i l\u00e0 d\u1ef1 \u0111o\u00e1n h\u01b0\u1edbng th\u1ecb tr\u01b0\u1eddng m\u00e0 l\u00e0 ho\u00e0n th\u00e0nh vi\u1ec7c m\u1edf ho\u1eb7c \u0111\u00f3ng v\u1ecb th\u1ebf \u1edf m\u1ee9c gi\u00e1 trung b\u00ecnh t\u1ed1i \u01b0u trong m\u1ed9t kho\u1ea3ng th\u1eddi gian c\u1ee5 th\u1ec3 nh\u1eb1m gi\u1ea3m thi\u1ec3u t\u00e1c \u0111\u1ed9ng \u0111\u1ebfn gi\u00e1 th\u1ecb tr\u01b0\u1eddng. \u0110\u1ed1i v\u1edbi c\u00e1c s\u1ea3n ph\u1ea9m c\u00f3 \u0111\u00f2n b\u1ea9y cao nh\u01b0 CFD, vi\u1ec7c kh\u1edbp l\u1ec7nh ch\u00ednh x\u00e1c th\u01b0\u1eddng quan tr\u1ecdng h\u01a1n d\u1ef1 \u0111o\u00e1n ch\u00ednh x\u00e1c.<\/p>\n
TWAP v\u00e0 VWAP: Ngh\u1ec7 thu\u1eadt chia nh\u1ecf c\u00e1c \u0111\u01a1n h\u00e0ng l\u1edbn<\/p>\n
Khi c\u00e1c nh\u00e0 giao d\u1ecbch c\u1ea7n thi\u1ebft l\u1eadp c\u00e1c v\u1ecb th\u1ebf CFD l\u1edbn, n\u1ebfu h\u1ecd mua tr\u1ef1c ti\u1ebfp tr\u00ean th\u1ecb tr\u01b0\u1eddng b\u1eb1ng l\u1ec7nh th\u1ecb tr\u01b0\u1eddng, l\u1ec7nh mua kh\u1ed5ng l\u1ed3 s\u1ebd nhanh ch\u00f3ng \u0111\u1ea9y gi\u00e1 l\u00ean cao, khi\u1ebfn chi ph\u00ed \u201ctr\u01b0\u1ee3t gi\u00e1\u201d t\u0103ng v\u1ecdt. C\u00f4ng c\u1ee5 thu\u1eadt to\u00e1n c\u1ee7a WMAX s\u1eed d\u1ee5ng thu\u1eadt to\u00e1n TWAP (Time Weighted Average Price) \u0111\u1ec3 chia \u0111\u1ec1u c\u00e1c \u0111\u01a1n h\u00e0ng l\u1edbn th\u00e0nh v\u00f4 s\u1ed1 \u0111\u01a1n h\u00e0ng nh\u1ecf l\u1ebb theo tr\u1ee5c th\u1eddi gian. V\u00ed d\u1ee5: n\u1ebfu b\u1ea1n d\u1ef1 \u0111\u1ecbnh mua 100 l\u00f4 CFD v\u00e0ng trong v\u00f2ng 1 gi\u1edd, TWAP s\u1ebd chia s\u1ed1 ti\u1ec1n \u0111\u00f3 th\u00e0nh c\u00e1c l\u1ec7nh nh\u1ecf 0,16 l\u00f4 m\u1ed7i ph\u00fat. Ph\u01b0\u01a1ng th\u1ee9c th\u1ef1c hi\u1ec7n \"ki\u1ebfn di chuy\u1ec3n\" n\u00e0y c\u00f3 th\u1ec3 che gi\u1ea5u ho\u00e0n h\u1ea3o c\u00e1c l\u1ec7nh mua c\u1ee7a b\u1ea1n tr\u01b0\u1edbc s\u1ef1 \u1ed3n \u00e0o c\u1ee7a th\u1ecb tr\u01b0\u1eddng v\u00e0 tr\u00e1nh b\u1ecb c\u00e1c nh\u00e0 cung c\u1ea5p thanh kho\u1ea3n \"b\u1eafn t\u1ec9a\" do l\u1ed9 ra c\u00e1c l\u1ec7nh l\u1edbn.<\/p>\n
VWAP (Gi\u00e1 trung b\u00ecnh c\u00f3 tr\u1ecdng s\u1ed1 theo kh\u1ed1i l\u01b0\u1ee3ng) th\u00f4ng minh h\u01a1n, n\u00f3 k\u1ebft h\u1ee3p c\u00e1c \u0111\u1eb7c \u0111i\u1ec3m ph\u00e2n b\u1ed5 kh\u1ed1i l\u01b0\u1ee3ng giao d\u1ecbch c\u1ee7a th\u1ecb tr\u01b0\u1eddng. Ph\u00e2n t\u00edch thanh kho\u1ea3n c\u1ee7a WMAX cho th\u1ea5y kh\u1ed1i l\u01b0\u1ee3ng giao d\u1ecbch FX v\u00e0 CFD ch\u1ec9 s\u1ed1 t\u0103ng v\u1ecdt trong m\u1ed9t s\u1ed1 kho\u1ea3ng th\u1eddi gian nh\u1ea5t \u0111\u1ecbnh, ch\u1eb3ng h\u1ea1n nh\u01b0 s\u1ef1 tr\u00f9ng l\u1eb7p gi\u1eefa London-New York. Thu\u1eadt to\u00e1n VWAP s\u1ebd \u01b0u ti\u00ean ph\u00e1t h\u00e0nh l\u1ec7nh trong nh\u1eefng kho\u1ea3ng th\u1eddi gian c\u00f3 t\u00ednh thanh kho\u1ea3n cao n\u00e0y \u0111\u1ec3 c\u00f3 \u0111\u01b0\u1ee3c m\u1ee9c gi\u00e1 g\u1ea7n v\u1edbi gi\u00e1 giao d\u1ecbch trung b\u00ecnh th\u1ef1c s\u1ef1 c\u1ee7a th\u1ecb tr\u01b0\u1eddng. \u0110\u1ed1i v\u1edbi c\u00e1c nh\u00e0 giao d\u1ecbch t\u1ed5 ch\u1ee9c, vi\u1ec7c v\u01b0\u1ee3t tr\u1ed9i so v\u1edbi ti\u00eau chu\u1ea9n VWAP l\u00e0 ch\u1ec9 s\u1ed1 c\u1ed1t l\u00f5i \u0111\u1ec3 \u0111\u00e1nh gi\u00e1 ch\u1ea5t l\u01b0\u1ee3ng kh\u1edbp l\u1ec7nh. N\u1eafm v\u1eefng hai thu\u1eadt to\u00e1n c\u01a1 b\u1ea3n n\u00e0y l\u00e0 b\u01b0\u1edbc \u0111\u1ea7u ti\u00ean h\u01b0\u1edbng t\u1edbi giao d\u1ecbch chuy\u00ean nghi\u1ec7p v\u00e0 chi ph\u00ed th\u1ea5p.<\/p>\n
L\u01b0\u1edbi \u0111i\u1ec7n v\u00e0 \u0111\u1ed9t ph\u00e1: T\u00e1i thi\u1ebft \u0111\u01b0\u1ee3c h\u1ec7 th\u1ed1ng h\u00f3a c\u00e1c chi\u1ebfn l\u01b0\u1ee3c c\u1ed5 \u0111i\u1ec3n<\/p>\n
Sau khi n\u1eafm v\u1eefng thu\u1eadt to\u00e1n c\u1ea5p \u0111\u1ed9 th\u1ef1c thi, nh\u00e0 giao d\u1ecbch c\u00f3 th\u1ec3 th\u1eed \"t\u00e1i t\u1ea1o m\u00e3\" chi\u1ebfn l\u01b0\u1ee3c th\u1ee7 c\u00f4ng c\u1ed5 \u0111i\u1ec3n. L\u1ea5y \"giao d\u1ecbch l\u01b0\u1edbi\" l\u00e0m v\u00ed d\u1ee5. \u0110\u00e2y l\u00e0 m\u1ed9t chi\u1ebfn l\u01b0\u1ee3c r\u1ea5t c\u00f3 l\u1ee3i nhu\u1eadn trong m\u1ed9t th\u1ecb tr\u01b0\u1eddng \u0111\u1ea7y bi\u1ebfn \u0111\u1ed9ng: \u0111\u1eb7t tr\u01b0\u1edbc m\u1ed9t ph\u1ea1m vi gi\u00e1, \u0111\u1eb7t l\u1ec7nh mua \u1edf m\u1ed7i s\u1ed1 \u0111i\u1ec3m nh\u1ea5t \u0111\u1ecbnh d\u01b0\u1edbi gi\u00e1 c\u01a1 s\u1edf v\u00e0 \u0111\u1eb7t l\u1ec7nh b\u00e1n \u1edf m\u1ed7i s\u1ed1 \u0111i\u1ec3m nh\u1ea5t \u0111\u1ecbnh \u1edf tr\u00ean n\u00f3. Vi\u1ec7c \u0111\u00e1nh d\u1ea5u th\u1ecb tr\u01b0\u1eddng v\u00e0 \u0111\u1eb7t l\u1ec7nh th\u1ee7 c\u00f4ng kh\u00f4ng ch\u1ec9 t\u1ed1n th\u1eddi gian, c\u00f4ng s\u1ee9c m\u00e0 c\u00f2n d\u1ec5 b\u1ecb thi\u1ebfu \u0111i\u1ec3m do ph\u1ea3n h\u1ed3i ch\u1eadm. N\u1ec1n t\u1ea3ng thu\u1eadt to\u00e1n c\u1ee7a WMAX cho ph\u00e9p nh\u00e0 giao d\u1ecbch s\u1eed d\u1ee5ng ng\u00f4n ng\u1eef k\u1ecbch b\u1ea3n \u0111\u01a1n gi\u1ea3n \u0111\u1ec3 chuy\u1ec3n \u0111\u1ed5i logic tr\u00ean th\u00e0nh ch\u01b0\u01a1ng tr\u00ecnh ch\u1ea1y t\u1ef1 \u0111\u1ed9ng ch\u1ec9 b\u1eb1ng m\u1ed9t c\u00fa nh\u1ea5p chu\u1ed9t, cho ph\u00e9p m\u00e1y \u201cnh\u1eb7t h\u1ea1t v\u1eebng\u201d theo bi\u1ebfn \u0111\u1ed9ng 24 gi\u1edd trong ng\u00e0y.<\/p>\n
M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c ph\u1ed5 bi\u1ebfn kh\u00e1c l\u00e0 \"giao d\u1ecbch \u0111\u1ed9t ph\u00e1\", bao g\u1ed3m vi\u1ec7c v\u00e0o l\u1ec7nh sau khi gi\u00e1 v\u01b0\u1ee3t qua m\u1ee9c kh\u00e1ng c\u1ef1 quan tr\u1ecdng. M\u1eb7c d\u00f9 nh\u1eadn d\u1ea1ng tr\u1ef1c quan c\u1ee7a con ng\u01b0\u1eddi l\u00e0 tr\u1ef1c quan nh\u01b0ng n\u00f3 th\u01b0\u1eddng kh\u00f4ng th\u1ec3 \u0111\u1ed1i ph\u00f3 v\u1edbi nh\u1eefng thay \u0111\u1ed5i c\u1ee7a th\u1ecb tr\u01b0\u1eddng trong m\u1ed9t ph\u1ea7n ngh\u00ecn gi\u00e2y. Th\u01b0 vi\u1ec7n thu\u1eadt to\u00e1n c\u1ee7a WMAX cung c\u1ea5p m\u00f4 h\u00ecnh ph\u00e1t hi\u1ec7n \u0111\u1ed9t ph\u00e1 \u0111\u1ed9ng d\u1ef1a tr\u00ean ATR (Ph\u1ea1m vi th\u1ef1c trung b\u00ecnh). Th\u00f4ng qua c\u00e0i \u0111\u1eb7t m\u00e3, h\u1ec7 th\u1ed1ng c\u00f3 th\u1ec3 k\u00edch ho\u1ea1t l\u1ec7nh th\u1ecb tr\u01b0\u1eddng ngay l\u1eadp t\u1ee9c khi th\u1ef1c th\u1ec3 \u0110\u01b0\u1eddng K v\u01b0\u1ee3t qua D\u1ea3i Bollinger ph\u00eda tr\u00ean m\u1ed9t c\u00e1ch hi\u1ec7u qu\u1ea3, lo\u1ea1i b\u1ecf \u0111\u1ed9 tr\u1ec5 c\u1ee7a x\u00e1c nh\u1eadn th\u1ee7 c\u00f4ng. Vi\u1ec7c m\u00e3 h\u00f3a chi\u1ebfn l\u01b0\u1ee3c kh\u00f4ng ch\u1ec9 gi\u00fap gi\u1ea3i ph\u00f3ng \u0111\u00f4i tay m\u00e0 c\u00f2n bi\u1ebfn tr\u1ea3i nghi\u1ec7m m\u1edd th\u00e0nh m\u1ed9t m\u00f4 h\u00ecnh to\u00e1n h\u1ecdc c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c ki\u1ec3m tra ng\u01b0\u1ee3c v\u00e0 t\u1ed1i \u01b0u h\u00f3a.<\/p>\n
Tr\u00e1nh b\u1eaby ki\u1ec3m tra l\u1ea1i v\u00e0 th\u00e0nh ki\u1ebfn \u200b\u200bh\u01b0\u1edbng t\u1edbi t\u01b0\u01a1ng lai<\/p>\n
\u201cR\u00e1c v\u00e0o, r\u00e1c ra\u201d l\u00e0 m\u1ed9t c\u00e2u n\u00f3i kh\u00f4n ngoan trong l\u0129nh v\u1ef1c giao d\u1ecbch thu\u1eadt to\u00e1n. Sau khi m\u00e3 h\u00f3a chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a m\u00ecnh, nhi\u1ec1u nh\u00e0 giao d\u1ecbch th\u01b0\u1eddng lao v\u00e0o giao d\u1ecbch th\u1ef1c t\u1ebf m\u00e0 b\u1ecf qua s\u1ef1 kh\u1eaft khe c\u1ee7a b\u01b0\u1edbc \"ki\u1ec3m tra l\u1ea1i\". Ki\u1ec3m to\u00e1n \u0111\u1ecbnh l\u01b0\u1ee3ng c\u1ee7a WMAX ph\u00e1t hi\u1ec7n ra r\u1eb1ng h\u01a1n 60% chi\u1ebfn l\u01b0\u1ee3c thu\u1eadt to\u00e1n th\u1ea5t b\u1ea1i b\u1eaft ngu\u1ed3n t\u1eeb \u201cKhuynh h\u01b0\u1edbng nh\u00ecn v\u1ec1 ph\u00eda tr\u01b0\u1edbc\u201d trong qu\u00e1 tr\u00ecnh ki\u1ec3m tra ng\u01b0\u1ee3c\u2014ngh\u0129a l\u00e0 vi\u1ec7c s\u1eed d\u1ee5ng th\u00f4ng tin trong t\u01b0\u01a1ng lai ch\u01b0a xu\u1ea5t hi\u1ec7n trong d\u1eef li\u1ec7u l\u1ecbch s\u1eed (ch\u1eb3ng h\u1ea1n nh\u01b0 s\u1eed d\u1ee5ng c\u00e1c ch\u1ec9 b\u00e1o \u0111\u01b0\u1ee3c t\u00ednh t\u1eeb gi\u00e1 \u0111\u00f3ng c\u1eeda \u0111\u1ec3 h\u01b0\u1edbng d\u1eabn c\u00e1c giao d\u1ecbch gi\u00e1 m\u1edf c\u1eeda). \u0110\u01b0\u1eddng cong ho\u00e0n h\u1ea3o gi\u1ea3 t\u1ea1o n\u00e0y l\u00e0 c\u00e1i b\u1eaby nh\u1eadn th\u1ee9c l\u1edbn nh\u1ea5t c\u1ee7a giao d\u1ecbch thu\u1eadt to\u00e1n.<\/p>\n
\u0110\u1ec3 tr\u00e1nh sai l\u1ea7m nghi\u00eam tr\u1ecdng n\u00e0y, WMAX khuy\u00ean b\u1ea1n n\u00ean s\u1eed d\u1ee5ng \"khu\u00f4n kh\u1ed5 ki\u1ec3m tra ng\u01b0\u1ee3c theo s\u1ef1 ki\u1ec7n\". Trong khu\u00f4n kh\u1ed5 n\u00e0y, thu\u1eadt to\u00e1n ch\u1ec9 c\u00f3 th\u1ec3 t\u00ednh to\u00e1n v\u00e0 \u0111\u1eb7t l\u1ec7nh sau khi nh\u1eadn \u0111\u01b0\u1ee3c d\u1eef li\u1ec7u Tick m\u1edbi nh\u1ea5t (gi\u00e1 m\u1edbi nh\u1ea5t, gi\u00e1 mua \u0111\u1ea7u ti\u00ean, gi\u00e1 b\u00e1n \u0111\u1ea7u ti\u00ean) \u0111\u1ec3 m\u00f4 ph\u1ecfng c\u1ea5u tr\u00fac vi m\u00f4 th\u1ecb tr\u01b0\u1eddng th\u1ef1c. Ngo\u00e0i ra, backtest ph\u1ea3i bao g\u1ed3m \"m\u00f4 h\u00ecnh tr\u01b0\u1ee3t gi\u00e1\" v\u00e0 \"m\u00f4 h\u00ecnh ph\u00ed x\u1eed l\u00fd\", n\u1ebfu kh\u00f4ng l\u1ee3i nhu\u1eadn thu \u0111\u01b0\u1ee3c s\u1ebd b\u1ecb sai l\u1ec7ch nghi\u00eam tr\u1ecdng. Ch\u1ec9 b\u1eb1ng c\u00e1ch v\u01b0\u1ee3t qua b\u00e0i ki\u1ec3m tra c\u0103ng th\u1eb3ng nghi\u00eam ng\u1eb7t gi\u00fap lo\u1ea1i b\u1ecf t\u1ea5t c\u1ea3 c\u00e1c ch\u1ee9c n\u0103ng trong t\u01b0\u01a1ng lai, chi\u1ebfn l\u01b0\u1ee3c \u0111\u01b0\u1ee3c m\u00e3 h\u00f3a m\u1edbi c\u00f3 th\u1ec3 \u0111\u1ee7 \u0111i\u1ec1u ki\u1ec7n b\u01b0\u1edbc v\u00e0o giai \u0111o\u1ea1n x\u00e1c minh th\u1ecb tr\u01b0\u1eddng th\u1ef1c.<\/p>\n
<\/p>\n
T\u1eeb th\u1ee7 c\u00f4ng \u0111\u1ebfn t\u1ef1 \u0111\u1ed9ng: k\u1ebft n\u1ed1i li\u1ec1n m\u1ea1ch h\u1ec7 sinh th\u00e1i WMAX API<\/p>\n
\u0110\u1ed1i v\u1edbi nh\u1eefng nh\u00e0 giao d\u1ecbch \u0111\u00e3 quen v\u1edbi giao di\u1ec7n \u0111\u1ed3 h\u1ecda, ng\u01b0\u1ee1ng vi\u1ebft tr\u1ef1c ti\u1ebfp m\u00e3 C++ ho\u1eb7c Python ph\u1ee9c t\u1ea1p c\u00f3 th\u1ec3 qu\u00e1 cao. WMAX \u0111\u00e3 x\u00e2y d\u1ef1ng m\u1ed9t h\u1ec7 sinh th\u00e1i thu\u1eadt to\u00e1n \"low-code\" ho\u00e0n ch\u1ec9nh cho m\u1ee5c \u0111\u00edch n\u00e0y. Th\u00f4ng qua tr\u00ecnh so\u1ea1n th\u1ea3o thu\u1eadt to\u00e1n tr\u1ef1c quan do WMAX cung c\u1ea5p, nh\u00e0 giao d\u1ecbch kh\u00f4ng c\u1ea7n ph\u1ea3i c\u00f3 k\u1ef9 n\u0103ng l\u1eadp tr\u00ecnh s\u00e2u. H\u1ecd c\u00f3 th\u1ec3 x\u00e2y d\u1ef1ng c\u00e1c l\u01b0\u1edbi ph\u1ee9c t\u1ea1p ho\u1eb7c c\u00e1c chi\u1ebfn l\u01b0\u1ee3c mang t\u00ednh \u0111\u1ed9t ph\u00e1 b\u1eb1ng c\u00e1ch k\u00e9o v\u00e0 th\u1ea3 c\u00e1c m\u00f4-\u0111un nh\u01b0 \"ph\u00e1n \u0111o\u00e1n c\u00f3 \u0111i\u1ec1u ki\u1ec7n\", \"th\u1ef1c thi v\u00f2ng l\u1eb7p\" v\u00e0 \"g\u1eedi l\u1ec7nh\" gi\u1ed1ng nh\u01b0 c\u00e1c kh\u1ed1i x\u00e2y d\u1ef1ng. C\u00e1ch ti\u1ebfp c\u1eadn \"nh\u1eefng g\u00ec b\u1ea1n th\u1ea5y l\u00e0 nh\u1eefng g\u00ec b\u1ea1n nh\u1eadn \u0111\u01b0\u1ee3c\" n\u00e0y \u0111\u00e3 h\u1ea1 th\u1ea5p \u0111\u00e1ng k\u1ec3 ng\u01b0\u1ee1ng \u0111\u1ea7u v\u00e0o cho giao d\u1ecbch thu\u1eadt to\u00e1n.<\/p>\n
S\u1ef1 t\u00edch h\u1ee3p s\u00e2u h\u01a1n \u0111\u01b0\u1ee3c ph\u1ea3n \u00e1nh trong giao di\u1ec7n WebSocket v\u00e0 API FIX c\u1ee7a WMAX. \u0110\u1ed1i v\u1edbi c\u00e1c nh\u00f3m \u0111\u1ecbnh l\u01b0\u1ee3ng c\u00f3 kh\u1ea3 n\u0103ng ph\u00e1t tri\u1ec3n, WMAX \u0111\u00e3 m\u1edf ra c\u00e1c giao di\u1ec7n \u0111\u1eb7t h\u00e0ng v\u00e0 d\u00f2ng ch\u1ea3y th\u1ecb tr\u01b0\u1eddng c\u1ef1c nhanh, cho ph\u00e9p h\u1ecd tri\u1ec3n khai c\u00e1c m\u00f4 h\u00ecnh deep learning ho\u1eb7c reup learning t\u1ef1 ph\u00e1t tri\u1ec3n tr\u1ef1c ti\u1ebfp tr\u00ean c\u1ee5m m\u00e1y ch\u1ee7 c\u1ee7a WMAX. M\u00f4 h\u00ecnh \"h\u1ee3p t\u00e1c gi\u1eefa con ng\u01b0\u1eddi v\u00e0 m\u00e1y m\u00f3c\" n\u00e0y - con ng\u01b0\u1eddi ch\u1ecbu tr\u00e1ch nhi\u1ec7m v\u1ec1 logic v\u00e0 \u0111\u1ed5i m\u1edbi \u1edf c\u1ea5p \u0111\u1ed9 cao nh\u1ea5t, c\u00f2n m\u00e1y m\u00f3c ch\u1ecbu tr\u00e1ch nhi\u1ec7m th\u1ef1c hi\u1ec7n v\u00e0 ki\u1ec3m so\u00e1t r\u1ee7i ro \u1edf c\u1ea5p \u0111\u1ed9 th\u1ea5p nh\u1ea5t - \u0111\u1ea1i di\u1ec7n cho h\u00ecnh th\u1ee9c giao d\u1ecbch CFD hi\u1ec7n \u0111\u1ea1i t\u1ed1i th\u01b0\u1ee3ng. Tr\u01b0\u1edbc c\u00e1c thu\u1eadt to\u00e1n, kh\u00f4ng gian s\u1ed1ng c\u1ee7a giao d\u1ecbch theo c\u1ea3m x\u00fac s\u1ebd b\u1ecb thu h\u1eb9p v\u00f4 h\u1ea1n.<\/p>\n
Theo quan \u0111i\u1ec3m c\u1ee7a WMAX, giao d\u1ecbch thu\u1eadt to\u00e1n kh\u00f4ng ph\u1ea3i l\u00e0 m\u1ed9t c\u00f4ng ngh\u1ec7 \u0111en kh\u00f4ng th\u1ec3 \u0111\u1ea1t \u0111\u01b0\u1ee3c m\u00e0 l\u00e0 c\u00e1ch duy nh\u1ea5t \u0111\u1ec3 ph\u00e1t tri\u1ec3n giao d\u1ecbch. T\u1eeb vi\u1ec7c t\u1ed1i \u01b0u h\u00f3a vi\u1ec7c th\u1ef1c thi v\u1edbi TWAP\/VWAP, \u0111\u1ebfn h\u1ec7 th\u1ed1ng h\u00f3a c\u00e1c chi\u1ebfn l\u01b0\u1ee3c l\u01b0\u1edbi, \u0111\u1ebfn vi\u1ec7c tr\u00e1nh c\u00e1c b\u1eaby ki\u1ec3m th\u1eed ng\u01b0\u1ee3c, m\u1ed7i b\u01b0\u1edbc \u0111\u1ec1u nh\u1eb1m lo\u1ea1i b\u1ecf nh\u1eefng nhi\u1ec5u lo\u1ea1n trong b\u1ea3n ch\u1ea5t con ng\u01b0\u1eddi. Ch\u1ec9 b\u1eb1ng c\u00e1ch \u00e1p d\u1ee5ng c\u00e1c thu\u1eadt to\u00e1n, ch\u00fang ta m\u1edbi c\u00f3 th\u1ec3 x\u00e2y d\u1ef1ng con h\u00e0o k\u1ef9 thu\u1eadt c\u1ee7a ri\u00eang m\u00ecnh trong th\u1ecb tr\u01b0\u1eddng CFD ng\u00e0y c\u00e0ng t\u00e0n kh\u1ed1c.<\/p>","protected":false},"excerpt":{"rendered":"
Ph\u00e2n t\u00edch chuy\u00ean s\u00e2u v\u1ec1 h\u1ec7 th\u1ed1ng giao d\u1ecbch thu\u1eadt to\u00e1n WMAX: t\u1eeb thu\u1eadt to\u00e1n th\u1ef1c hi\u1ec7n ph\u00e2n chia \u0111\u01a1n h\u00e0ng l\u1edbn TWAP v\u00e0 VWAP \u0111\u1ebfn vi\u1ec7c t\u00e1i thi\u1ebft m\u00e3 h\u00f3a c\u00e1c chi\u1ebfn l\u01b0\u1ee3c l\u01b0\u1edbi v\u00e0 \u0111\u1ed9t ph\u00e1. Ph\u00f2ng th\u00ed nghi\u1ec7m \u0111\u1ecbnh l\u01b0\u1ee3ng WMAX ti\u1ebft l\u1ed9 c\u00e1ch s\u1eed d\u1ee5ng kh\u1ea3 n\u0103ng th\u1ef1c thi m\u00e1y \u0111\u1ec3 tr\u00e1nh nhi\u1ec5u c\u1ea3m x\u00fac, x\u00e1c \u0111\u1ecbnh b\u1eaby thi\u00ean v\u1ecb nh\u00ecn v\u1ec1 ph\u00eda tr\u01b0\u1edbc trong qu\u00e1 tr\u00ecnh ki\u1ec3m tra ng\u01b0\u1ee3c v\u00e0 tri\u1ec3n khai gi\u1ea3m k\u00edch th\u01b0\u1edbc t\u1eeb giao d\u1ecbch th\u1ee7 c\u00f4ng sang thu\u1eadt to\u00e1n th\u00f4ng minh th\u00f4ng qua h\u1ec7 sinh th\u00e1i API m\u00e3 th\u1ea5p.<\/p>","protected":false},"author":1,"featured_media":9567,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"categories":[120],"tags":[849,131,850],"class_list":["post-9566","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-featured-solutions","tag-twap","tag-131","tag-850"],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/posts\/9566","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/comments?post=9566"}],"version-history":[{"count":1,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/posts\/9566\/revisions"}],"predecessor-version":[{"id":9569,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/posts\/9566\/revisions\/9569"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/media\/9567"}],"wp:attachment":[{"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/media?parent=9566"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/categories?post=9566"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.kpai1.cn\/vi\/wp-json\/wp\/v2\/tags?post=9566"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}