\nAL_TUT_SAT (ATS) finans piyasalar\u0131n\u0131n temel kural\u0131d\u0131r elbet. Ama TUT s\u00fcresi yani AL ile SAT aras\u0131ndaki s\u00fcrenin iyi ayarlanmas\u0131 (saptanmas\u0131)d\u0131r elzem olan. Elbette, SAT_mak i\u00e7in AL_\u0131m yap\u0131l\u0131r; bunlar\u0131n zamanlamas\u0131n\u0131 ba\u015farmakt\u0131r as\u0131l olan.
\nAL ile SAT aras\u0131ndaki s\u00fcre periyot, bunun tersi de frekans (=1\/periyot) olarak adland\u0131r\u0131l\u0131r. Demek ki, \u2018y\u00fcksek frekansl\u0131 i\u015flem\u2019 deyi\u015fi ard\u0131\u015f\u0131k AL\/SAT i\u015flemlerinin h\u0131zl\u0131 oldu\u011funa i\u015farettir ki, BIST\u2019ta bu i\u015flemlerin saniyenin binde biri hatta milyonda biri kesrinde olabildi\u011fine dair uzman ifadeleri mevcuttur. B\u00f6ylece, g\u00fcnl\u00fck i\u015flem hacmi artt\u0131\u011f\u0131 gibi piyasan\u0131n gayet ak\u0131\u015fkan (\u2018liquid\u2019), adeta \u015f\u0131r\u0131l \u015f\u0131r\u0131l olmas\u0131na yol a\u00e7maktad\u0131r. B\u00f6yle bir piyasa da nas\u0131l olur da \u2018oyun yeri de\u011fil\u2019 diye tariflenir, bu fakir bunu anlamakta g\u00fc\u00e7l\u00fck \u00e7eker do\u011frusu?!
\nAlttaki BIST30 (XU030) grafiklerinde de g\u00f6r\u00fcld\u00fc\u011f\u00fc gibi (*), 2003-2007 aras\u0131 ve 2020 ile 2025 aras\u0131 d\u00f6nem, uzun periyotlu (d\u00fc\u015f\u00fck frekansl\u0131) ATS i\u00e7in uygun d\u00f6nemlerdir. Ama, 2008-2020 aras\u0131 pek de ATS i\u00e7in uygun bir d\u00f6nem de\u011fildir.
\n
![\"\"](\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/11\/30m.png\")
<\/a>![\"\"](\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/11\/30w.png\")
<\/a>\nEn altta ise, de\u011feri XU030\u2019unki gibi 2020-2025 aras\u0131nda yakla\u015f\u0131k 10 kat artm\u0131\u015f olan TCELL (T\u00fcrksel, TURKCELL) pay grafi\u011fi g\u00f6r\u00fclmekte.
\nMinik not; dayanak varl\u0131\u011f\u0131 XU030 veya TCELL olan varantlar veya VIOP olanaklar\u0131 ile kald\u0131ra\u00e7 da kullanarak be\u015f y\u0131l i\u00e7inde 10 kattan daha y\u00fcksek gelir elde etmek m\u00fcmk\u00fcn idi elbet! Ama, t\u0131pk\u0131 pay AL\/SAT zamanlamas\u0131nda oldu\u011fu gibi kald\u0131ra\u00e7l\u0131 finans arac\u0131 (\u2018financial instrument\u2019) kullan\u0131m\u0131 da zor i\u015ftir; a\u015f\u015f\u0131r\u0131 yak\u0131n takip ve a\u015f\u015f\u0131r\u0131 dikkat gerektirir.
\nBu i\u015fi bir ALGO(ritma)\u2019ya dayal\u0131 (robo)BOT yapsayd\u0131 sonu\u00e7 nas\u0131l olurdu acaba?
\nx5 gibi makul bir ortak kald\u0131ra\u00e7 ve ama grafik \u00fczerinde notlanm\u0131\u015f olan de\u011fi\u015fik i\u015flem komisyon oranlar\u0131 kullan\u0131lm\u0131\u015f olsayd\u0131, ALGOBOT\u2019umuzun performans\u0131 \u015f\u00f6yle olurdu.
\nMinik not; komisyon oran\u0131 s\u0131f\u0131r oldu\u011funda kazan\u00e7, ilk kapitalin 0n Milyon (10^7) kat\u0131na \u00e7\u0131kabilirdi. A\u00e7\u0131kt\u0131r ki, t\u00fcm AL\/SAT i\u015flemleri i\u00e7in \u00f6denmi\u015f olabilecek toplam komisyon miktar\u0131, kazanc\u0131n yan\u0131nda devede kulak kalmaktad\u0131r. Demek ki, arac\u0131 kurumlar taraf\u0131ndan komisyon sadece i\u015flem (zahmet) bedeli olarak kesiliyor de\u011fildir. A\u00e7\u0131k\u00e7a, i\u015flemcinin (\u00e7ok) kazanc\u0131n\u0131 engellemek amac\u0131na hizmet etmektedir. \u0130\u015fte, tam da bu nedenle, ALGOBOT i\u015flemlerinin gayet \u00f6zenli, dikkati ve hassal\u0131kl\u0131 (\u2018precise\u2019, \u2018accurate\u2019) bir \u015fekilde optimize edilmesi gereklidir.(**) \u0130leride, bir f\u0131rsat\u0131n\u0131 bulursak bu konuya ayr\u0131nt\u0131s\u0131yla de\u011finiriz.<\/p>\n
(*) Dikey fiyat eksenleri logaritmiktir. F\u0130NANSAL F\u0130Z\u0130K -7- Yayg\u0131nca \u2018oyun\u2019 s\u00f6zc\u00fc\u011f\u00fc kumar\u0131 ve borsada ise, kumardaki \u00e7abuklukta i\u015flem yani AL_SAT yapmay\u0131 temsil eder. AL_TUT_SAT (ATS) finans piyasalar\u0131n\u0131n temel kural\u0131d\u0131r elbet. Ama TUT s\u00fcresi yani AL ile SAT aras\u0131ndaki s\u00fcrenin iyi ayarlanmas\u0131 (saptanmas\u0131)d\u0131r elzem olan. Elbette, SAT_mak i\u00e7in AL_\u0131m yap\u0131l\u0131r; bunlar\u0131n zamanlamas\u0131n\u0131 ba\u015farmakt\u0131r as\u0131l olan. AL ile SAT aras\u0131ndaki s\u00fcre periyot, […]<\/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-246","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/246","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=246"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/246\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=246"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=246"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=246"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}<\/a><\/a><\/a><\/a><\/p>\n
\n(**) Belki de k\u00fc\u00e7\u00fck bir arac\u0131 kurum sahibi olmak i\u015fe yarar. Ama kim u\u011fra\u015f\u0131r \u015fimdi bu saatten sonra?<\/p>\n","protected":false},"excerpt":{"rendered":"