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[虚拟币交流]
以加密货币为例,谈谈如何扬长避短地运用网格化交易策略-转载
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做过投资的朋友应该对「网格化交易」不会陌生。
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) O( x+ D1 ~3 c7 H/ ^3 p0 {$ k0 g我好几年前就在使用网格化的方法投资加密货币,当时交易所的软件并没有类似的交易功能,我自己也没有去编写量化交易程序自动执行,于是只能手工一个格子一个格子下单。因为是手工操作,无法非常及时地跟进,格子数量也就无法做到很多。
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& q V, ~+ o; c! D9 u) a后来,很多交易市场的软件中都已经开发了网格化交易的功能,用户只需要动动手指,设置一些基本参数,就可以自动开始执行网格化交易了。要设置的参数主要是价格范围、格子数量、等比还是等差、触发条件、止盈止亏等。% P h& F+ i' R+ o. N2 C3 e
) [- Z1 M2 |' v/ c1 p! X5 t由于很多投资标的的价格在长时间来看,震荡行情居多,网格化交易的优点就显得很明显。对于这类投资标的,如果你采用长线持有的方式,多年后,价格回到原点,不赚不赔,但浪费了资金的时间成本。而网格化交易就能自动和严格地按照策略进行低吸高抛。震荡得越剧烈、越频繁,网格化交易的效果就越好。/ ~/ ]* S) r- R: J; U, _
1 u5 v. ]5 h' G2 v6 d/ J当然,网格化交易的弊端同样显著。7 V3 y/ J! {# a, R5 U0 S& h9 m
R4 h7 o+ }" Z一方面是,由于每次成交时,只是若干格子中的一个,更多资金一直在等待中,如果价格波动不到位,就导致这部分资金始终没派上用场。$ a7 g, c; L" }
4 v" \* `( N Y! G另一方面是,如果遇到单边市场,比如价格大幅上涨,破了网(超越了设置的最高一个格子),那么就上不了车,错失了直接投资它所带来的收益;类似的,当价格大幅下降,每个买单都成交后,迟迟等不来卖单的配对(当然后面这种情况其实还好,网格化交易因为是分批买入的,相较一次性买入,平均成本其实更低了)。, I3 N+ s; l' B' c6 m5 x1 w" ^ q# \
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我们以加密货币为例,谈谈如何运用好网格化交易策略才能更好地扬长避短。: [5 ~# Q4 Y1 L0 W0 W
+ q" ?4 [ n7 @" W% w先提出我个人的价值判断:第一,我看好比特币的长期投资价值,尤其是这次现货ETF获批之后,以比特币为首的一批加密货币将迎来一个长期的牛市;第二,以太坊是仅次于比特币的加密货币老二,从很多实际应用场景看,以太坊甚至在比特币之上。! A7 _- B( z& y+ }7 l% i, f. }5 |6 o
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基于以上两点,结合之前的经验数据,还可以进一步推测:第一,作为数字黄金的比特币,其价值长期向好,且很难预估走势,这波行情直接将比特币单枚价格推上10万美金甚至100万美金,并非不可能;第二,作为加密货币老二的以太坊,其价格往往紧随比特币波动,将比特币视作以太坊的价格锚点不会存在太大问题。
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因此,不难看出,我的结论就是,轻易不要把比特币换成USDT(一种与美元等价的代币,简单理解成美元就好了)去做网格化交易,而是直接选择以比特币计价的以太坊交易对。这样的网格化交易本质上就相当于是在比特币和以太坊二者之间自动进行高频调仓。
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+ H, _! I% e% y这也就避开了我前面分析的网格化交易的两大弊端:其一,资金没有闲置,无论成交与否,我都持有着比特币或以太坊,不会错过它们的牛市行情;其二,以比特币计价的以太坊,不易出现长期单边行情,总是以比特币价格为回归点。
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6 r) U; n: [5 i3 K3 b) G上图是币安交易市场软件中ETH/BTC交易对中的网格化交易的操作截图,系统提供了AI、热门和手动创建三种方式,方便投资者快速设置网格化交易策略。
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5 b9 z7 ^+ ~* @* j网格化和定投都属于机器人自动交易的范畴,也勉强称得上是最简单的量化交易策略。
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说到量化交易,想起我一个大学同学,他是量化交易的高手,博士学历的他在两年前毅然辞去了在国内TOP10大学的金饭碗工作,开始专职做量化交易。无论什么样的行情,他都能保持在年化30%以上的收益率,因而吸引了很多私募资金,生意已经越做越大了。
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我也好想把钱给到他,只可惜,人家要求的资金门槛有些高,我还够不着,只能继续玩网格了。
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