{"id":8557,"date":"2025-10-20T08:15:55","date_gmt":"2025-10-20T08:15:55","guid":{"rendered":"https:\/\/www.mdwcc.com\/?p=8557"},"modified":"2025-10-20T08:16:01","modified_gmt":"2025-10-20T08:16:01","slug":"ace-markets-millisecond-fixed-profit-and-loss-the-ultimate-weapon-for-quantitative-trading","status":"publish","type":"post","link":"https:\/\/www.mdwcc.com\/vi\/ace-markets-millisecond-fixed-profit-and-loss-the-ultimate-weapon-for-quantitative-trading\/","title":{"rendered":"L\u1ee3i nhu\u1eadn v\u00e0 l\u1ed7 c\u1ed1 \u0111\u1ecbnh m\u1ed9t ph\u1ea7n ngh\u00ecn gi\u00e2y c\u1ee7a ACE Markets: V\u0169 kh\u00ed t\u1ed1i th\u01b0\u1ee3ng cho giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng"},"content":{"rendered":"

\u0110\u1ed1i v\u1edbi c\u00e1c nh\u00f3m giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng t\u1ea7n su\u1ea5t cao, t\u1ed1c \u0111\u1ed9 th\u1ef1c hi\u1ec7n giao d\u1ecbch t\u00ednh b\u1eb1ng mili gi\u00e2y c\u00f3 th\u1ec3 t\u1ea1o n\u00ean s\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa l\u00e3i v\u00e0 l\u1ed7. N\u00e9n \u0111\u1ed9 tr\u1ec5 \u1edf m\u1ee9c mili gi\u00e2y<\/strong> l\u00e0 m\u1ed9t c\u00f4ng ngh\u1ec7 c\u1ed1t l\u00f5i trong ki\u1ebfn \u200b\u200btr\u00fac c\u1ee7a ACE Markets. C\u00f4ng c\u1ee5 th\u1ef1c hi\u1ec7n c\u1ee7a n\u00f3 s\u1eed d\u1ee5ng tri\u1ec3n khai n\u00fat ph\u00e2n t\u00e1n, cho ph\u00e9p truy c\u1eadp g\u1ea7n \u0111\u1ebfn c\u00e1c m\u00e1y ch\u1ee7 \u0111\u01b0\u1ee3c l\u01b0u tr\u1eef t\u1ea1i c\u00e1c trung t\u00e2m d\u1eef li\u1ec7u giao d\u1ecbch to\u00e0n c\u1ea7u l\u1edbn. Kho\u1ea3ng c\u00e1ch v\u1eadt l\u00fd \u0111\u01b0\u1ee3c r\u00fat ng\u1eafn n\u00e0y gi\u00fap t\u1ed1i \u01b0u h\u00f3a vi\u1ec7c \u0111\u1ecbnh tuy\u1ebfn l\u1ec7nh. Ngay khi t\u00edn hi\u1ec7u thu\u1eadt to\u00e1n \u0111\u01b0\u1ee3c t\u1ea1o ra, l\u1ec7nh s\u1ebd \u0111\u01b0\u1ee3c truy\u1ec1n tr\u1ef1c ti\u1ebfp \u0111\u1ebfn nh\u00f3m thanh kho\u1ea3n th\u00f4ng qua m\u1ea1ng c\u00e1p quang, \u0111\u1ea1t \u0111\u01b0\u1ee3c \u0111\u1ed9 tr\u1ec5 th\u1ef1c hi\u1ec7n \u0111\u1ea7u cu\u1ed1i th\u1ea5p li\u00ean t\u1ee5c, d\u01b0\u1edbi 0,8 mili gi\u00e2y\u2014t\u01b0\u01a1ng \u0111\u01b0\u01a1ng v\u1edbi 1\/300 th\u1eddi gian ch\u1edbp m\u1eaft c\u1ee7a con ng\u01b0\u1eddi.<\/p>\n

Nh\u1eefng c\u1ea3i ti\u1ebfn trong c\u01a1 ch\u1ebf kh\u1edbp l\u1ec7nh<\/strong> c\u1ee7a ch\u00fang t\u00f4i c\u00e0ng n\u00e2ng cao l\u1ee3i th\u1ebf th\u1ef1c hi\u1ec7n l\u1ec7nh c\u1ee7a ch\u00fang t\u00f4i. Kh\u00f4ng gi\u1ed1ng nh\u01b0 c\u00e1c nh\u00e0 m\u00f4i gi\u1edbi truy\u1ec1n th\u1ed1ng, v\u1ed1n ch\u1ec9 d\u1ef1a v\u00e0o m\u1ed9t ngu\u1ed3n b\u00e1o gi\u00e1 duy nh\u1ea5t, ACE Markets t\u1eadp h\u1ee3p h\u01a1n 20 nh\u00e0 cung c\u1ea5p thanh kho\u1ea3n h\u00e0ng \u0111\u1ea7u (bao g\u1ed3m c\u00e1c ng\u00e2n h\u00e0ng qu\u1ed1c t\u1ebf, qu\u1ef9 \u0111\u1ea7u c\u01a1 v\u00e0 dark pool). S\u1eed d\u1ee5ng c\u00e1c thu\u1eadt to\u00e1n \u0111\u1ecbnh tuy\u1ebfn th\u00f4ng minh, ch\u00fang t\u00f4i so s\u00e1nh \u0111\u1ed9 s\u00e2u b\u00e1o gi\u00e1 gi\u1eefa c\u00e1c ngu\u1ed3n n\u00e0y theo th\u1eddi gian th\u1ef1c. Khi m\u1ed9t l\u1ec7nh l\u1edbn \u0111\u01b0\u1ee3c k\u00edch ho\u1ea1t, h\u1ec7 th\u1ed1ng s\u1ebd t\u1ef1 \u0111\u1ed9ng chia nh\u1ecf l\u1ec7nh \u0111\u00f3 th\u00e0nh c\u00e1c lu\u1ed3ng l\u1ec7nh nh\u1ecf, ph\u00e2n ph\u1ed1i ch\u00fang tr\u00ean nhi\u1ec1u nh\u00f3m thanh kho\u1ea3n \u0111\u1ec3 tr\u00e1nh tr\u01b0\u1ee3t gi\u00e1 do m\u1ed9t \u0111i\u1ec3m t\u00e1c \u0111\u1ed9ng duy nh\u1ea5t. D\u1eef li\u1ec7u \u0111o l\u01b0\u1eddng cho th\u1ea5y m\u1ee9c tr\u01b0\u1ee3t gi\u00e1 trung b\u00ecnh \u0111\u1ed1i v\u1edbi c\u00e1c l\u1ec7nh Euro\/USD tr\u1ecb gi\u00e1 h\u00e0ng tri\u1ec7u \u0111\u00f4 la \u0111\u01b0\u1ee3c gi\u1edbi h\u1ea1n \u1edf m\u1ee9c 0,2 \u0111i\u1ec3m c\u01a1 b\u1ea3n, c\u1ea3i thi\u1ec7n 67% so v\u1edbi m\u1ee9c trung b\u00ecnh c\u1ee7a ng\u00e0nh.<\/p>\n

L\u1ee3i th\u1ebf lan truy\u1ec1n: H\u00e0o n\u01b0\u1edbc \u1ea9n gi\u1ea5u c\u1ee7a c\u00e1c chi\u1ebfn l\u01b0\u1ee3c t\u1ea7n su\u1ea5t cao<\/p>\n

Chi ph\u00ed ch\u00eanh l\u1ec7ch gi\u00e1 l\u00e0m x\u00f3i m\u00f2n c\u00e1c chi\u1ebfn l\u01b0\u1ee3c t\u1ea7n su\u1ea5t cao nh\u01b0 th\u1ec3 t\u00edch t\u1ee5 nh\u1eefng h\u1ea1t c\u00e1t trong \u0111\u1ed3ng h\u1ed3 c\u00e1t. ACE Markets cung c\u1ea5p cho kh\u00e1ch h\u00e0ng t\u1ed5 ch\u1ee9c quy\u1ec1n truy c\u1eadp tr\u1ef1c ti\u1ebfp v\u00e0o b\u00e1o gi\u00e1 th\u1ecb tr\u01b0\u1eddng li\u00ean ng\u00e2n h\u00e0ng th\u00f4ng qua c\u01a1 ch\u1ebf truy c\u1eadp thanh kho\u1ea3n theo l\u1edbp<\/strong>. Trong gi\u1edd giao d\u1ecbch \u00c1-\u00c2u-M\u1ef9 cho c\u00e1c c\u1eb7p ngo\u1ea1i h\u1ed1i ch\u00ednh (nh\u01b0 EUR\/USD), n\u1ec1n t\u1ea3ng n\u00e0y cung c\u1ea5p m\u1ee9c ch\u00eanh l\u1ec7ch gi\u00e1 th\u1ea3 n\u1ed5i t\u1eeb 0,1-0,3 pip, gi\u1ea3m 40% so v\u1edbi c\u00e1c n\u1ec1n t\u1ea3ng ECN ph\u1ed5 bi\u1ebfn h\u01a1n. C\u1ea5u tr\u00fac ch\u00eanh l\u1ec7ch gi\u00e1 n\u00e0y gi\u00fap gi\u1ea3m chi ph\u00ed giao d\u1ecbch xu\u1ed1ng c\u00f2n 3-7 \u0111\u00f4 la cho m\u1ed7i tri\u1ec7u \u0111\u00f4 la M\u1ef9. \u0110\u1ed1i v\u1edbi c\u00e1c nh\u00f3m giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng th\u1ef1c hi\u1ec7n h\u00e0ng ngh\u00ecn giao d\u1ecbch m\u1ed7i ng\u00e0y, \u0111i\u1ec1u n\u00e0y \u0111\u1ed3ng ngh\u0129a v\u1edbi vi\u1ec7c ti\u1ebft ki\u1ec7m h\u01a1n s\u00e1u con s\u1ed1 chi ph\u00ed ma s\u00e1t giao d\u1ecbch h\u00e0ng th\u00e1ng.<\/p>\n

M\u1ed9t l\u1ee3i th\u1ebf s\u00e2u s\u1eafc h\u01a1n n\u1eb1m \u1edf hi\u1ec7u qu\u1ea3 truy\u1ec1n d\u1eabn bi\u1ebfn \u0111\u1ed9ng<\/strong>. Trong \u0111i\u1ec1u ki\u1ec7n th\u1ecb tr\u01b0\u1eddng c\u1ef1c \u0111oan, ch\u1eb3ng h\u1ea1n nh\u01b0 khi d\u1eef li\u1ec7u b\u1ea3ng l\u01b0\u01a1ng phi n\u00f4ng nghi\u1ec7p \u0111\u01b0\u1ee3c c\u00f4ng b\u1ed1, c\u1ed5ng ki\u1ec3m so\u00e1t r\u1ee7i ro c\u1ee7a n\u1ec1n t\u1ea3ng s\u1ebd t\u1ef1 \u0111\u1ed9ng \u0111i\u1ec1u ch\u1ec9nh ng\u01b0\u1ee1ng ph\u00ed b\u1ea3o hi\u1ec3m thanh kho\u1ea3n \u0111\u1ec3 ng\u0103n ch\u1eb7n c\u00e1c nh\u00e0 cung c\u1ea5p thanh kho\u1ea3n m\u1edf r\u1ed9ng ch\u00eanh l\u1ec7ch gi\u00e1 m\u1ed9t c\u00e1ch gi\u1ea3 t\u1ea1o. Trong cu\u1ed9c h\u1ecdp l\u00e3i su\u1ea5t c\u1ee7a C\u1ee5c D\u1ef1 tr\u1eef Li\u00ean bang v\u00e0o th\u00e1ng 9 n\u0103m 2024, khi ch\u00eanh l\u1ec7ch gi\u00e1 EUR\/USD tr\u00ean c\u00e1c n\u1ec1n t\u1ea3ng ch\u00ednh th\u1ed1ng ngay l\u1eadp t\u1ee9c t\u0103ng l\u00ean 15 pip, ACE Markets \u0111\u00e3 duy tr\u00ec m\u1ee9c ch\u00eanh l\u1ec7ch gi\u00e1 \u1ed5n \u0111\u1ecbnh trong v\u00f2ng 1,8 pip, duy tr\u00ec m\u1ed9t khung th\u1eddi gian ho\u1ea1t \u0111\u1ed9ng quan tr\u1ecdng cho c\u00e1c chi\u1ebfn l\u01b0\u1ee3c ch\u00eanh l\u1ec7ch gi\u00e1.<\/p>\n

\"IMG_257\"<\/p>\n

H\u1ec7 sinh th\u00e1i \u0111\u1ecbnh l\u01b0\u1ee3ng: N\u1ec1n t\u1ea3ng k\u1ef9 thu\u1eadt cho vi\u1ec7c tri\u1ec3n khai chi\u1ebfn l\u01b0\u1ee3c<\/p>\n

C\u00e1c nh\u00e0 giao d\u1ecbch t\u1ea7n su\u1ea5t cao kh\u00f4ng ch\u1ec9 c\u1ea7n c\u00e1c k\u00eanh th\u1ef1c hi\u1ec7n m\u00e0 c\u00f2n c\u1ea7n m\u1ed9t c\u01a1 s\u1edf h\u1ea1 t\u1ea7ng ho\u00e0n ch\u1ec9nh \u0111\u1ec3 tri\u1ec3n khai chi\u1ebfn l\u01b0\u1ee3c c\u1ee7a h\u1ecd. H\u1ec7 sinh th\u00e1i API c\u1ee7a ACE Markets cung c\u1ea5p ba l\u1edbp kh\u1ea3 n\u0103ng:<\/p>\n

Kh\u1ea3 n\u0103ng t\u01b0\u01a1ng th\u00edch v\u1edbi l\u1edbp giao th\u1ee9c<\/strong>: H\u1ed7 tr\u1ee3 c\u00e1c giao th\u1ee9c chu\u1ea9n FIX 4.4\/5.0, t\u01b0\u01a1ng th\u00edch v\u1edbi c\u00e1c khu\u00f4n kh\u1ed5 \u0111\u1ecbnh l\u01b0\u1ee3ng ch\u00ednh th\u1ed1ng nh\u01b0 QuantHouse v\u00e0 MetaTrader 5, gi\u00fap gi\u1ea3m 80% chi ph\u00ed di chuy\u1ec3n chi\u1ebfn l\u01b0\u1ee3c<\/p>\n

B\u0103ng th\u00f4ng \u0111\u01b0\u1eddng truy\u1ec1n d\u1eef li\u1ec7u<\/strong>: Cung c\u1ea5p th\u00f4ng l\u01b0\u1ee3ng truy\u1ec1n t\u1ea3i 500.000 t\u00edch t\u1eafc m\u1ed7i gi\u00e2y, h\u1ed7 tr\u1ee3 \u0111\u1ed3ng b\u1ed9 h\u00f3a d\u1ea5u th\u1eddi gian nano gi\u00e2y v\u00e0 \u0111\u1ea3m b\u1ea3o t\u00ednh nh\u1ea5t qu\u00e1n c\u1ee7a d\u1eef li\u1ec7u cho c\u00e1c chi\u1ebfn l\u01b0\u1ee3c ch\u00eanh l\u1ec7ch gi\u00e1 gi\u1eefa c\u00e1c th\u1ecb tr\u01b0\u1eddng.<\/p>\n

M\u00f4i tr\u01b0\u1eddng Sandbox ki\u1ec3m tra ng\u01b0\u1ee3c<\/strong>: \u0110\u01b0\u1ee3c trang b\u1ecb d\u1eef li\u1ec7u s\u1ed5 l\u1ec7nh s\u00e2u trong ba n\u0103m (bao g\u1ed3m b\u00e1o gi\u00e1 t\u1eebng t\u00edch t\u1eafc v\u00e0 kh\u1ed1i l\u01b0\u1ee3ng giao d\u1ecbch), h\u1ed7 tr\u1ee3 ki\u1ec3m tra c\u0103ng th\u1eb3ng Monte Carlo \u0111\u1ec3 m\u00f4 ph\u1ecfng c\u00e1c t\u00ecnh hu\u1ed1ng c\u1ea1n ki\u1ec7t thanh kho\u1ea3n<\/p>\n

\u0110\u1eb7c bi\u1ec7t quan tr\u1ecdng l\u00e0 kh\u1ea3 n\u0103ng t\u00f9y ch\u1ec9nh c\u1ee7a B\u1ed9 \u0111\u1ecbnh tuy\u1ebfn l\u1ec7nh th\u00f4ng minh<\/strong>. C\u00e1c nh\u00e0 ph\u00e1t tri\u1ec3n c\u00f3 th\u1ec3 l\u1eadp tr\u00ecnh tri\u1ec3n khai logic giao d\u1ecbch c\u1ee5 th\u1ec3 th\u00f4ng qua SDK Python, ch\u1eb3ng h\u1ea1n nh\u01b0 \u0111i\u1ec1u ch\u1ec9nh \u0111\u1ed9 ph\u01a1i s\u00e1ng \u0111\u1ed9ng cho l\u1ec7nh t\u1ea3ng b\u0103ng tr\u00f4i v\u00e0 m\u00f4 h\u00ecnh d\u1ef1 \u0111o\u00e1n kh\u1ed1i l\u01b0\u1ee3ng theo th\u1eddi gian cho thu\u1eadt to\u00e1n TWAP. M\u1ed9t qu\u1ef9 \u0111\u1ea7u c\u01a1 H\u1ed3ng K\u00f4ng \u0111\u00e3 t\u1eadn d\u1ee5ng \u0111i\u1ec1u n\u00e0y \u0111\u1ec3 t\u0103ng hi\u1ec7u qu\u1ea3 n\u1eafm b\u1eaft kho\u1ea3ng tr\u1ed1ng m\u1edf c\u1eeda th\u1ecb tr\u01b0\u1eddng ch\u00e2u \u00c1 l\u00ean 22%.<\/p>\n

\"IMG_258\"<\/p>\n

H\u1ec7 th\u1ed1ng ki\u1ec3m so\u00e1t r\u1ee7i ro: \u0110\u00ea ch\u1eafn s\u00f3ng tr\u01b0\u1edbc nh\u1eefng \u0111i\u1ec1u ki\u1ec7n th\u1ecb tr\u01b0\u1eddng kh\u1eafc nghi\u1ec7t<\/p>\n

Trong \u0111\u1ee3t s\u1ee5p \u0111\u1ed5 \u0111\u1ed3ng B\u1ea3ng Anh v\u00e0o th\u00e1ng 7 n\u0103m 2024, m\u1ed9t s\u1ed1 nh\u00e0 m\u00f4i gi\u1edbi \u0111\u00e3 g\u1eb7p ph\u1ea3i t\u00ecnh tr\u1ea1ng vi ph\u1ea1m b\u1ea3o v\u1ec7 s\u1ed1 d\u01b0 \u00e2m, nh\u01b0ng c\u01a1 ch\u1ebf ng\u1eaft m\u1ea1ch \u0111a l\u1edbp c\u1ee7a ACE Markets \u0111\u00e3 ch\u1ee9ng minh \u0111\u01b0\u1ee3c kh\u1ea3 n\u0103ng ph\u1ee5c h\u1ed3i. C\u1ed1t l\u00f5i c\u1ee7a c\u01a1 ch\u1ebf n\u00e0y l\u00e0:<\/p>\n

Theo d\u00f5i t\u00ecnh tr\u1ea1ng thanh kho\u1ea3n<\/strong>: Theo d\u00f5i th\u1eddi gian th\u1ef1c v\u1ec1 \u0111\u1ed9 tr\u1ec5 ph\u1ea3n h\u1ed3i b\u00e1o gi\u00e1 v\u00e0 t\u1ef7 l\u1ec7 t\u1eeb ch\u1ed1i c\u1ee7a t\u1eebng LP, chuy\u1ec3n sang k\u00eanh d\u1ef1 ph\u00f2ng trong v\u00f2ng 0,5 gi\u00e2y khi m\u1ed9t nh\u00e0 cung c\u1ea5p duy nh\u1ea5t g\u1eb7p s\u1ef1 c\u1ed1<\/p>\n

H\u1ec7 th\u1ed1ng t\u1ea3i tr\u01b0\u1edbc t\u00ecnh hu\u1ed1ng c\u0103ng th\u1eb3ng<\/strong>: C\u00e1c quy t\u1eafc t\u0103ng g\u1ea5p \u0111\u00f4i bi\u00ean \u0111\u1ed9 \u0111\u01b0\u1ee3c thi\u1ebft l\u1eadp tr\u01b0\u1edbc cho 12 t\u00ecnh hu\u1ed1ng c\u1ef1c \u0111oan, bao g\u1ed3m VIX v\u01b0\u1ee3t qua m\u1ee9c 40\/s\u1ef1 ki\u1ec7n Thi\u00ean nga \u0111en, \u0111\u1ec3 tr\u00e1nh \u0111\u1ed9 tr\u1ec5 khi g\u1ecdi bi\u00ean \u0111\u1ed9<\/p>\n

Kh\u1ea3 n\u0103ng t\u1ef1 thanh to\u00e1n<\/strong>: C\u00e1c t\u00e0i kho\u1ea3n t\u1ed5 ch\u1ee9c \u0111\u01b0\u1ee3c h\u01b0\u1edfng m\u00e3 c\u00e1ch ly thanh to\u00e1n \u0111\u1ed9c l\u1eadp \u0111\u1ec3 tr\u00e1nh vi\u1ec7c truy\u1ec1n t\u1ea3i r\u1ee7i ro c\u1ea5p n\u1ec1n t\u1ea3ng do c\u00e1c cu\u1ed9c g\u1ecdi k\u00fd qu\u1ef9 c\u1ee7a kh\u00e1ch h\u00e0ng kh\u00e1c g\u00e2y ra<\/p>\n

H\u1ec7 th\u1ed1ng ki\u1ec3m so\u00e1t r\u1ee7i ro n\u00e0y \u0111\u00e3 \u0111\u01b0\u1ee3c Ledgex ki\u1ec3m tra \u1ee9ng su\u1ea5t \u0111\u1ed9c l\u1eadp. Trong m\u1ed9t m\u00f4 ph\u1ecfng v\u1ec1 s\u1ef1 ki\u1ec7n Thi\u00ean nga \u0111en Franc Th\u1ee5y S\u0129 n\u0103m 2015, h\u1ec7 th\u1ed1ng \u0111\u00e3 \u0111\u1ea1t \u0111\u01b0\u1ee3c m\u1ee9c gi\u1ea3m t\u1ed1i \u0111a 18% v\u1ed1n g\u1ed1c c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c, v\u01b0\u1ee3t tr\u1ed9i so v\u1edbi m\u1ee9c trung b\u00ecnh c\u1ee7a ng\u00e0nh l\u00e0 35%.<\/p>\n

D\u1ecbch v\u1ee5 c\u1ea5p \u0111\u1ed9 t\u1ed5 ch\u1ee9c: t\u1eeb thi\u1ebft b\u1ecb \u0111\u1ea7u cu\u1ed1i giao d\u1ecbch \u0111\u1ebfn hi\u1ec7u qu\u1ea3 v\u1ed1n<\/p>\n

\u0110\u1ec3 \u0111\u00e1p \u1ee9ng nhu c\u1ea7u chuy\u00ean s\u00e2u c\u1ee7a c\u00e1c nh\u00f3m chuy\u00ean nghi\u1ec7p, n\u1ec1n t\u1ea3ng n\u00e0y x\u00e2y d\u1ef1ng ma \u200b\u200btr\u1eadn d\u1ecbch v\u1ee5 t\u00f9y ch\u1ec9nh<\/strong>:<\/p>\n

T\u00edch h\u1ee3p bi\u00ean \u0111\u1ed9 li\u00ean th\u1ecb tr\u01b0\u1eddng<\/strong>: Bi\u00ean \u0111\u1ed9 t\u01b0\u01a1ng lai c\u1ee7a ch\u1ec9 s\u1ed1 ch\u1ee9ng kho\u00e1n v\u00e0 ngo\u1ea1i h\u1ed1i c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c b\u00f9 tr\u1eeb gi\u1eefa c\u00e1c t\u00e0i kho\u1ea3n, gi\u00fap t\u0103ng t\u1ef7 l\u1ec7 s\u1eed d\u1ee5ng v\u1ed1n l\u00ean 50%.<\/p>\n

D\u1ecbch v\u1ee5 l\u01b0u tr\u1eef thu\u1eadt to\u00e1n<\/strong>: Cung c\u1ea5p d\u1ecbch v\u1ee5 l\u01b0u tr\u1eef \u0111\u1ed3ng v\u1ecb tr\u00ed, tri\u1ec3n khai m\u00e1y ch\u1ee7 chi\u1ebfn l\u01b0\u1ee3c t\u1ea1i c\u00e1c trung t\u00e2m d\u1eef li\u1ec7u c\u1ee7a c\u00e1c s\u00e0n giao d\u1ecbch London, New York v\u00e0 Tokyo, gi\u1ea3m \u0111\u1ed9 tr\u1ec5 v\u1eadt l\u00fd xu\u1ed1ng c\u00f2n 0,1 mili gi\u00e2y<\/p>\n

T\u01b0 v\u1ea5n th\u1ef1c hi\u1ec7n \u0111\u01a1n h\u00e0ng l\u1edbn<\/strong>: \u0110\u1ed9i ng\u0169 b\u00e1n h\u00e0ng cho t\u1ed5 ch\u1ee9c \u0111\u01b0\u1ee3c trang b\u1ecb m\u1ed9t c\u1ef1u chuy\u00ean gia v\u1ec1 b\u00e0n giao d\u1ecbch kh\u1ed1i c\u1ee7a Goldman Sachs \u0111\u1ec3 h\u1ed7 tr\u1ee3 thi\u1ebft k\u1ebf gi\u1ea3i ph\u00e1p truy c\u1eadp dark pool.<\/p>\n

H\u1ec7 th\u1ed1ng ph\u00e2n b\u1ed5 qu\u1ef9 th\u00f4ng minh,<\/strong> d\u1ef1 ki\u1ebfn \u200b\u200bra m\u1eaft v\u00e0o qu\u00fd 2 n\u0103m 2025, cho ph\u00e9p c\u00e1c t\u1ed5 ch\u1ee9c \u0111i\u1ec1u ch\u1ec9nh \u0111\u00f2n b\u1ea9y t\u00e0i kho\u1ea3n linh ho\u1ea1t d\u1ef1a tr\u00ean bi\u1ebfn \u0111\u1ed9ng chi\u1ebfn l\u01b0\u1ee3c. Khi t\u1ef7 l\u1ec7 Sharpe c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c v\u01b0\u1ee3t qu\u00e1 3, h\u1ec7 s\u1ed1 nh\u00e2n v\u1ed1n s\u1ebd t\u1ef1 \u0111\u1ed9ng t\u0103ng l\u00ean, trong khi n\u1ebfu bi\u1ebfn \u0111\u1ed9ng v\u01b0\u1ee3t qu\u00e1 ng\u01b0\u1ee1ng, vi\u1ec7c gi\u1ea3m \u0111\u00f2n b\u1ea9y s\u1ebd \u0111\u01b0\u1ee3c k\u00edch ho\u1ea1t. \u0110i\u1ec1u n\u00e0y \u0111\u00e3 gi\u00fap \u0111\u1ed9i ng\u0169 l\u00e3nh \u0111\u1ea1o \u0111\u1ea1t \u0111\u01b0\u1ee3c ROE trung b\u00ecnh h\u00e0ng n\u0103m g\u1ea5p 2,3 l\u1ea7n m\u1ee9c trung b\u00ecnh c\u1ee7a ng\u00e0nh.<\/p>\n

Cu\u1ed9c c\u1ea1nh tranh trong giao d\u1ecbch t\u1ea7n su\u1ea5t cao \u0111\u00e3 ph\u00e1t tri\u1ec3n th\u00e0nh cu\u1ed9c \u0111\u1ed1i \u0111\u1ea7u gi\u1eefa c\u00e1c h\u1ec7 sinh th\u00e1i c\u00f4ng ngh\u1ec7. B\u1eb1ng c\u00e1ch t\u00edch h\u1ee3p \u0111\u1ed9 ch\u00ednh x\u00e1c c\u1ee7a c\u00f4ng c\u1ee5 th\u1ef1c thi, t\u1ed5ng h\u1ee3p thanh kho\u1ea3n s\u00e2u v\u00e0 qu\u1ea3n l\u00fd r\u1ee7i ro, ACE Markets \u0111\u00e3 t\u1ea1o ra m\u1ed9t gi\u1ea3i ph\u00e1p v\u01b0\u1ee3t qua \u201ctam gi\u00e1c b\u1ea5t kh\u1ea3 thi\u201d c\u1ee7a giao d\u1ecbch t\u1ed5 ch\u1ee9c. Khi 500.000 l\u1ec7nh m\u1ed7i gi\u00e2y \u0111\u01b0\u1ee3c truy\u1ec1n qua h\u1ec7 th\u1ed1ng n\u1ec1n t\u1ea3ng, nh\u1eefng kho\u1ea3ng th\u1eddi gian 0,8 mili gi\u00e2y \u0111\u00f3 ch\u00ednh l\u00e0 chi\u1ebfn tr\u01b0\u1eddng \u0111\u1eabm m\u00e1u, n\u01a1i nh\u1eefng k\u1ebb s\u0103n \u0111\u1ea7u c\u01a1 (alpha hunter) chi\u1ebfn \u0111\u1ea5u v\u1edbi s\u1ef1 k\u00e9m hi\u1ec7u qu\u1ea3 c\u1ee7a th\u1ecb tr\u01b0\u1eddng\u2014v\u00e0 \u1ea9n ch\u1ee9a b\u00ean trong ch\u00fang l\u00e0 m\u1ed9t kho v\u0169 kh\u00ed \u0111\u01b0\u1ee3c tinh ch\u1ec9nh \u0111\u1ebfn m\u1ee9c t\u1ed1i \u0111a.<\/p>","protected":false},"excerpt":{"rendered":"

ACE Markets cung c\u1ea5p \u0111\u1ed9 tr\u1ec5 c\u1ef1c th\u1ea5p 0,8 ms, t\u1ed5ng h\u1ee3p thanh kho\u1ea3n s\u00e2u t\u1eeb h\u01a1n 20 nh\u00e0 cung c\u1ea5p, \u0111\u1ecbnh tuy\u1ebfn l\u1ec7nh th\u00f4ng minh ti\u00ean ti\u1ebfn v\u00e0 qu\u1ea3n l\u00fd r\u1ee7i ro c\u1ea5p \u0111\u1ed9 t\u1ed5 ch\u1ee9c cho giao d\u1ecbch \u0111\u1ecbnh l\u01b0\u1ee3ng t\u1ea7n su\u1ea5t cao.<\/p>","protected":false},"author":1,"featured_media":8558,"comment_status":"closed","ping_status":"closed","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":[119],"tags":[359,241,360],"class_list":["post-8557","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-featured-solutions","tag-high-frequency-trading-2","tag-low-latency-trading","tag-quantitative-trading-platform"],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/posts\/8557","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/comments?post=8557"}],"version-history":[{"count":1,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/posts\/8557\/revisions"}],"predecessor-version":[{"id":8561,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/posts\/8557\/revisions\/8561"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/media\/8558"}],"wp:attachment":[{"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/media?parent=8557"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/categories?post=8557"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.mdwcc.com\/vi\/wp-json\/wp\/v2\/tags?post=8557"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}