{"id":1459,"date":"2026-02-01T11:57:51","date_gmt":"2026-02-01T08:57:51","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=1459"},"modified":"2026-02-01T12:00:09","modified_gmt":"2026-02-01T09:00:09","slug":"nyse_nasdaq_msft-algoritmalari","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2026\/02\/01\/nyse_nasdaq_msft-algoritmalari\/","title":{"rendered":"NYSE_NASDAQ_MSFT algoritmalar\u0131"},"content":{"rendered":"

Bir \u00f6nceki \u0130nce i\u015fler 2 ba\u015fl\u0131kl\u0131 yaz\u0131da (*) MSFT paylar\u0131 \u00fcst\u00fcnde yap\u0131lm\u0131\u015f olabilecek ama hayali bir man\u00fcplasyon s\u00fcreci de\u011ferlendirilmi\u015fti. Bu yaz\u0131da ise, ayn\u0131 paylar \u00fcst\u00fcnde, ilk halka arzdan (IPO) bu yana, 2048 i\u015flem g\u00fcn\u00fc s\u00fcresince yap\u0131lm\u0131\u015f olsayd\u0131 diye de\u011ferlendirece\u011fimiz \u00e7e\u015fitli algobot uygulamalar\u0131n\u0131 irdeleyece\u011fiz.
\nVeri serisi (\u2018time series\u2019) GCM\u2019den indirilmi\u015ftir. Makas (\u2018spread\u2019) oran\u0131 0,004595 ve elde tutu\u015f faiz oranlar\u0131 da (\u2018swap\u2019) AL\u0131\u015f ve SAT\u0131\u015f i\u00e7in lot ba\u015f\u0131na -15USD ve -14USD olarak sabit tutulmu\u015ftur. Kald\u0131ra\u00e7 oran\u0131 da 10 ve sabittir. Grafiklerde pay fiyatlar\u0131 (USD biriminde) k\u0131rm\u0131z\u0131 \u00e7izgi olarak sa\u011fdaki d\u00fcz (\u2018linear\u2019) eksende, kuvantum dalgalar\u0131n\u0131n sinus_tipi ve kosin\u00fcs_tipi bot sonu\u00e7lar\u0131 da ilk i\u015flem sermayesinin katlar\u0131 olarak soldaki logaritmik eksende g\u00f6sterilmi\u015ftir.
\nBu ko\u015fullar alt\u0131ndaki sonu\u00e7, hemen alttaki grafikte sergilendi\u011fi gibi gayet vahimdir. Botlar ortalama olarak i\u015flem g\u00fcnlerinin %29\u2019unda zarar etmi\u015f, %37,5\u2019inde i\u015flem veya kazan\u00e7 ve zarar yapmam\u0131\u015f, %33,5\u2019unda ise, kazan\u00e7 sa\u011flam\u0131\u015ft\u0131r. Ama, buradaki ba\u015far\u0131s\u0131zl\u0131\u011f\u0131n yeg\u00e2ne nedeni botlar\u0131n yeteneksizli\u011fi de\u011fil y\u00fcksek masraf oranlar\u0131d\u0131r.<\/p>\n

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\u00d6rne\u011fin sadece makas oran\u0131 de\u011fi\u015fmi\u015f ve yukar\u0131da verilenin yar\u0131s\u0131 kadar olsayd\u0131, botlar ortalama olarak i\u015flem g\u00fcnlerinin %25,5\u2019unda zarar etmi\u015f, %37,5\u2019inde i\u015flem veya kazan\u00e7 ve zarar yapmam\u0131\u015f, %37\u2019sinde ise, kazan\u00e7 sa\u011flam\u0131\u015f ve getirileri hemen alttaki gibi olacakt\u0131.<\/p>\n

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Sadece makas oran\u0131 de\u011fi\u015fmi\u015f ve en \u00fcstte verilenin \u00fc\u00e7te biri kadar olsayd\u0131, botlar ortalama olarak i\u015flem g\u00fcnlerinin %24,5\u2019unda zarar etmi\u015f, %38\u2019sinde ise, kazan\u00e7 sa\u011flam\u0131\u015f ve getirileri hemen alttaki gibi olacakt\u0131.<\/p>\n

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Kolayca g\u00f6r\u00fclebilir ki, sadece makas oran\u0131 s\u0131f\u0131rlansayd\u0131 botlar\u0131n t\u00fcm yetene\u011fi ap a\u00e7\u0131k ortaya \u00e7\u0131kacakt\u0131; getirileri yakla\u015f\u0131k 10^13 kat, zarar ettikleri g\u00fcn ortalamas\u0131 %21,5 ve kazan\u00e7 sa\u011flad\u0131klar\u0131 g\u00fcn ortalamas\u0131 da %41 kadar olacakt\u0131.<\/p>\n

Bu yaz\u0131y\u0131 PDF halinde ar\u015fivlemek isteyen okuyucu hemen alttaki M harfini t\u0131klayarak indirebilir.<\/p>\n

PDF i\u00e7in : M<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Bir \u00f6nceki \u0130nce i\u015fler 2 ba\u015fl\u0131kl\u0131 yaz\u0131da (*) MSFT paylar\u0131 \u00fcst\u00fcnde yap\u0131lm\u0131\u015f olabilecek ama hayali bir man\u00fcplasyon s\u00fcreci de\u011ferlendirilmi\u015fti. Bu yaz\u0131da ise, ayn\u0131 paylar \u00fcst\u00fcnde, ilk halka arzdan (IPO) bu yana, 2048 i\u015flem g\u00fcn\u00fc s\u00fcresince yap\u0131lm\u0131\u015f olsayd\u0131 diye de\u011ferlendirece\u011fimiz \u00e7e\u015fitli algobot uygulamalar\u0131n\u0131 irdeleyece\u011fiz. Veri serisi (\u2018time series\u2019) GCM\u2019den indirilmi\u015ftir. Makas (\u2018spread\u2019) oran\u0131 0,004595 ve elde […]<\/p>\n","protected":false},"author":1425,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[1],"tags":[],"class_list":["post-1459","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/1459","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/users\/1425"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/comments?post=1459"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/1459\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=1459"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=1459"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=1459"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}