| 摘要: | 近10年來，拜資訊科技之賜，國際上金融衍生性商品交易系統發展迅速，反觀我國過去20年來在金融交易資訊系統這方面的技術並無長足的進步，有很大的原因是由於缺乏良好的平台供有志者學習和開發創新的交易系統，而一個良好的平台，至少應具備高效率、低成本、自動化和可用性等功能。所謂高效率的系統除了容錯(fault-tolerance)功能之外，還需具備低延遲(low-latency)的特性。此外，為了降低成本，交易系統必須能夠利用便宜的硬體平台運作，最好能以大眾化的環境讓多數人共享，如此一來，才能降低維護成本。在自動化方面，如果操作一個交易系統需要花很多時間或是用不同的介面以人工方式來做的話，就算不上是一個好的系統。至於可用性，指的是交易系統應具備多樣化的下單途徑，讓市場參與者能夠真正向各國不同的交易所下單，而不僅是針對單一交易所或是僅止於紙上談兵式的模擬交易。本研究擬以上述4點為目標，開發全自動演算法交易共同平台，以供學術界及產業界使用，進一步培養優秀的金融科技人才，以提昇我國在國際上的競爭力。
In the past 10 years, by means of the highly development of information technology, the derivatives trading system of the finance market has been developed dramatically around the world. However, there is no considerable progress in the technology in this respect of financial trading system in Taiwan over the last 20 years. One of the important reasons is the lack of the framework of a good platform for the strong-willed ones to learn and develop the innovative trading system or models. A good platform, should possess such functions as low cost, automation and usability with high efficiency,etc. at least. Except the so-called high-efficiency system is fault-tolerant (fault-tolerance), yet, still need to possess low-latency feature. In addition, in order to lower costs, the trading system can utilize cheap hardware platform operation, you had better be shared by the majority with the popular environment, thus, could reduce and safeguard the cost. In the automatic respect, if it needs to take much time or make by way of manpower with different interfaces to operate a transaction system, it is not a good system. As for usability, mean the trade system should possess diversified making the single way, enable the participant in the market to really place an order to different exchanges of various countries, and not merely or only stop the simulation trade in the fighting only on paper type to the single exchange. This research plans to regard above-mentioned 4 points as the goal, develop and perform the common platform framework of the fully automatic algorithmic trading system for the academia and industry to use, and to train the outstanding financial skilled personnel further, in order to promote the international competition of Taiwan. |
