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第四十九章 高频交易(点击推荐)

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有了这种想法,方曼怡就打断了对方的追根问底,插言道:“陈易,你说说先前的问题。”

“哦,我是有些好奇。”陈易先铺垫一下,接着道:“我听说华尔街有不少的超级计算机,做金融的要超级计算机,算什么?”

几个人都看向留学生。

后者没想到陈易会问这个,但还是语带得意的笑道:“我在纽约读书的时候,在华尔街实习过一段时间,你要是问别人,多半是报纸杂志上的套话,无非是分析一下数据做股票,甚至估算一下天气做期货,但我告诉你,都不是。”

迎着大家好奇的目光,留学生的虚荣心得到了极大的满足,他抓起茶杯喝了口水,轻咳一声:“哪怕到了21世纪,股票想赚钱,还得靠内幕消息,期货想赚钱,主要是资本量大。超级计算机的确可以算天气,天气也确实能决定一些期货的价格,但这些数据,赞助研究院就行了,不用自己买超级计算机。”

大家很自然的陷入云雾当中。

留学生这才放低了一些声音道:“超级计算机,大型机,它们在华尔街,其实就是做一件事,高频交易。”

“高频交易?”

“没错。高频交易就是利用极短暂的时间,通过计算机交易的快速性,获取利润。这种短暂的时间,可能只有几微秒,是人无法捕捉的。”留学生说着,又换了个口吻道:“我打个简单的比方,现在股票市场上有人用9.12元卖出一支股票,而在同时,有人以9.18购入,因为时间太短暂,双方都没发现对方。这时候,速度更快的大型计算机,就会先购入9.12的股票,然后转卖给9.18的人,从而赚到6美分。”

“6美分?”陈易皱皱眉头。

“高频交易的速度很快,只要有1美分的盈利就做,但交易量非常大,每秒钟至少几千次,聚沙成塔之后,非常恐怖。今年的高频交易商的盈利可能突破200亿美元。”说了一串数据,留学生又兴奋的道:“别小看几美分,,这可是目前世界上已知的,唯一一种肯定能赚钱的股票交易,绝不会亏。”

“那岂不是所有人都要去做高频交易?”

留学生耸耸肩,道:“做的人多,竞争就大,两台计算机同时发现一个有利交易,那就要比谁快了。无论如何,未来的平均利润肯定会下降,这行的投入最少是几百万美金的大型计算机,想赚的多,计算机就要更好更多。”

陈从余听着点点头,道:“100万美金,每年的回报至少得10%,才值得投资,回报超过30%,才会有人愿意改行,不过……现在的利润是多少?”

看来他也有些心动。

一定赚钱的股票交易,而且不是离奇的故事,这等奇妙之事,谁不想插上一脚。

留学生遗憾的摇摇头道:“据说getco,就是全球电子商务公司,去年赚到了5亿美金的纯利,他们整个公司不到100人。”

在众人瞪大的眼球中,他又否定道:“高频交易,比的就是计算机的速度,数量当然也重要,现在的门槛,至少是五六百万美金的机器,再加上用来做交易的资本,资金占用量很大。另外我还听说有一种闪电交易,只是要求更高。”

“应该有不少对冲基金和私募基金参与吧。”周部长也听的暗暗咋舌,笑道:“等集团有几千万美金闲钱的时候,也入市玩玩。”

5亿美金,差不多要超过未上市的陈氏集团的市值了。

陈易的算法自然截然不同。他手上就有超级计算机,而且是世界上最先进的一台,不考虑高昂的固定资产投资,那资本的回报率自然远超机构。

他不由追问道:“用超级计算机做高频交易,需要专门的软件吧?那怎么买?”

由于陈从余表现出了兴趣,留学生回答的很细致,道:“现在国内就有不少软件公司,做了类似的软件,应该是不复杂的。国外的软件公司更多,报价从几十万到几千万不等,区别主要是交易量,真的要买,对方会根据你的计算机型号,专门改造的。但从中国发起交易,远渡重洋,肯定比华尔街的慢,那些家伙们都恨不得把电脑装到一起。”

“海妖”可是在美国呢。陈易嘴角咧出一丝笑容,像是窥见了断腿小兔的土狼。

……

志鸟豚:今日三更之第一更。

周点榜已入,距离新书榜顶端尚有两步之遥,距离推荐榜三四步。仍需点击推荐支持。

……

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