{"id":3407,"date":"2024-02-11T01:22:52","date_gmt":"2024-02-11T01:22:52","guid":{"rendered":"http:\/\/www.goncalo.pt\/por\/?p=3407"},"modified":"2024-04-15T15:58:12","modified_gmt":"2024-04-15T15:58:12","slug":"2024-02-10-o-papel-da-matematica-no-desenvolvimento-de-trading-systems-e-alguns-videos-relacionados-a-ver","status":"publish","type":"post","link":"https:\/\/www.goncalo.pt\/por\/2024\/02\/11\/2024-02-10-o-papel-da-matematica-no-desenvolvimento-de-trading-systems-e-alguns-videos-relacionados-a-ver\/","title":{"rendered":"2024-02-10 &#8211; O Papel da Matem\u00e1tica no desenvolvimento de Trading Systems, e alguns v\u00eddeos relacionados a ver&#8230;"},"content":{"rendered":"\n<p>Uma pequena parte que define o que fa\u00e7o, de um document\u00e1rio famoso que \u00e9 o &#8220;Quants &#8211; The Alchemists of Wall Street&#8221;, cujo v\u00eddeo deixo abaixo.<\/p>\n\n\n\n<p>Eu desconhecia este v\u00eddeo, mas agora ao retornar aos mercados financeiros ap\u00f3s uns quase 20 anos de pausa, amigos mandaram-me alguns v\u00eddeos assim que eu referi que as coisas mudaram nestes anos.<\/p>\n\n\n\n<p>Este foi um deles, e ao v\u00ea-lo, adorei ver ele a referir algo que fa\u00e7o.<\/p>\n\n\n\n<p>\u00c9 isto que fa\u00e7o muitas vezes, tento converter coisas muito complexas, em pequenas f\u00f3rmulas, e logo eu que falo tanto em fractais no meu website.<\/p>\n\n\n\n<p>Eu trabalho com f\u00f3rmulas pequenas que representam coisas enormes que acontecem nos mercados.<\/p>\n\n\n\n<p>N\u00e3o significa que tenham s\u00f3 10 letras, ou 20, mas tamb\u00e9m n\u00e3o ter\u00e3o 1000.<\/p>\n\n\n\n<p>\u00c9 dif\u00edcil explicar mais por agora, um dia que eu partilhe o que fa\u00e7o (por j\u00e1 n\u00e3o precisar delas), ir\u00e3o compreender o que digo.<\/p>\n\n\n\n<p>H\u00e1 quem ache que eu criar sistemas que invistam sozinhos com lucro tem a ver com Programa\u00e7\u00e3o.<\/p>\n\n\n\n<p>N\u00e3o!!! Tem tudo a ver com MATEM\u00c1TICA!<\/p>\n\n\n\n<p>Programa\u00e7\u00e3o \u00e9 considerada como uma commodity, e d\u00e1 jeito t\u00ea-la, e sem eu a ter teria de usar softwares de terceiros e n\u00e3o ao meu gosto (algo mau neste caso).<\/p>\n\n\n\n<p>Saber programar \u00e9 super importante, e em C++ melhor ainda.<\/p>\n\n\n\n<p>H\u00e1 milh\u00f5es de programadores, mas bons programadores de C++ s\u00e3o os mais raros, \u00e9 a linguagem mais complexa, \u00e9 fixe ter.<\/p>\n\n\n\n<p>Mas um super programador de C++ n\u00e3o faria um sistema dar dinheiro, pois \u00e9 a Matem\u00e1tica que interessa.<\/p>\n\n\n\n<p>Bem, um super programador de C++ tem por defini\u00e7\u00e3o um QI bastante mais alto que o normal, por isso talvez se safasse.<\/p>\n\n\n\n<p>Mas \u00e9 Matem\u00e1tica o que importa.<\/p>\n\n\n\n<p>Eu s\u00f3 crio coisas em C++ para ter o meu pr\u00f3prio software de back-testing, para testar os meus modelos matem\u00e1ticos, o meu software de An\u00e1lise T\u00e9cnica, etc, etc.<\/p>\n\n\n\n<p>Assim tenho tudo ao meu gosto, adaptado a mim, e posso desenvolver \u00e0 vontade a parte Matem\u00e1tica, e a I.A. tamb\u00e9m.<\/p>\n\n\n\n<p>Mas s\u00e3o os modelos matem\u00e1ticos que importam mais, pois podiam contratar uma equipa de programadores para imitar o software que crio.<\/p>\n\n\n\n<p>Mas \u00e9 a parte matem\u00e1tica onde est\u00e1 a dificuldade.<\/p>\n\n\n\n<p>Por isso se algu\u00e9m \u00e9 excelente programador em algo (pelo menos C++, se for algo abaixo como Java ainda mais dif\u00edcil ser\u00e1), esque\u00e7a. Good Luck With That!<\/p>\n\n\n\n<p>Ou \u00e9 muito bom a Matem\u00e1ticas, ou poder\u00e1 criar software, mas faltar\u00e1 a parte que far\u00e1 tudo dar lucro.<\/p>\n\n\n\n<p>Um dia talvez partilhe algo dela, em f\u00f3rmulas que eu veja que n\u00e3o precise e que n\u00e3o me afecte os planos partilhar.<\/p>\n\n\n\n<p>At\u00e9 l\u00e1, fiquem com o v\u00eddeo. \ud83d\ude42<\/p>\n\n\n\n<p>\u00c9 uma partilha sem desenvolvimento dos meus sistemas pois estive v\u00e1rios dias parado por falta de tempo.<\/p>\n\n\n\n<p>Link do v\u00eddeo:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Quants | The Alchemists of Wall Street | VPRO documentary\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/ed2FWNWwE3I?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Quants | The Alchemists of Wall Street | VPRO documentary<\/figcaption><\/figure>\n\n\n\n<p>J\u00e1 agora deixo tamb\u00e9m um v\u00eddeo que vi em 2024-02-16 que explica porque raz\u00e3o eu sempre estive sem ligar ao dinheiro, sabendo que se quisesse estalaria os dedos e ele viria (bastaria eu ir para a Bolsa e teria l\u00e1 vantagem sobre os outros), e porque raz\u00e3o acho que agora est\u00e1 na hora de voltar porque em breve deixarei de ter essa vantagem. \u00c9 que dizem que (se for verdade), o GPT j\u00e1 ronda o Qi de 155, e em breve, ele estar\u00e1 acima de mim e de qualquer humano, e eu n\u00e3o terei mais qualquer vantagem nos mercados financeiros, pois n\u00e3o poderei &#8220;lutar&#8221; contra essas formas de super-intelig\u00eancia, e por isso estes pr\u00f3ximos anos s\u00e3o os \u00faltimos em que poderei tirar proveito da vantagem que tenho sobre os outros nesses mercados, antes que as m\u00e1quinas com intelig\u00eancia a s\u00e9rio tomem conta de tudo l\u00e1:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Sam Altman STUNS Everyone With GPT-5 Statement (GPT-5 Capilibites + ASI)\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/-Mca6eN81Is?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Sam Altman STUNS Everyone With GPT-5 Statement (GPT-5 Capilibites + ASI)<\/figcaption><\/figure>\n\n\n\n<p>Divirtam-se.<\/p>\n\n\n\n<p>2024-02-10.<\/p>\n\n\n\n<p>Partilhado no mesmo dia no meu LinkedIn, em:<\/p>\n\n\n\n<p><a href=\"https:\/\/www.linkedin.com\/posts\/goncalopt_uma-pequena-parte-que-define-o-que-fa%C3%A7o-activity-7162217357371731968-sP2K?utm_source=share&amp;utm_medium=member_desktop\" target=\"_blank\" rel=\"noreferrer noopener\">https:\/\/www.linkedin.com\/posts\/goncalopt_uma-pequena-parte-que-define-o-que-fa%C3%A7o-activity-7162217357371731968-sP2K?utm_source=share&amp;utm_medium=member_desktop<\/a><\/p>\n\n\n\n<p>Deixo abaixo alguns outros v\u00eddeos que colocarei no Futuro para verem, irei acrescentar alguns com o tempo \u00e0 medida que os veja:<\/p>\n\n\n\n<p><strong>Quants | The Alchemists of Wall Street | VPRO documentary:<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Quants | The Alchemists of Wall Street | VPRO documentary\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/ed2FWNWwE3I?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Quants | The Alchemists of Wall Street | VPRO documentary<\/figcaption><\/figure>\n\n\n\n<p><strong>Flash Crash 2010 | VPRO documentary | 2011<\/strong>:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Flash Crash 2010 | VPRO documentary | 2011\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/aq1Ln1UCoEU?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Flash Crash 2010 | VPRO documentary | 2011<\/figcaption><\/figure>\n\n\n\n<p><strong>The Wall Street Code | VPRO documentary | 2013:<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"The Wall Street Code | VPRO documentary | 2013\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/kFQJNeQDDHA?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>The Wall Street Code | VPRO documentary | 2013<\/figcaption><\/figure>\n\n\n\n<p><strong>Renaissance Technologies &#8211; Trading Strategies Revealed | A Documentary<\/strong>:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Renaissance Technologies - Trading Strategies Revealed | A Documentary\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/lji-jNsXmAM?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Renaissance Technologies &#8211; Trading Strategies Revealed | A Documentary<\/figcaption><\/figure>\n\n\n\n<p><strong>The mathematician who cracked Wall Street | Jim Simons<\/strong>:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"The mathematician who cracked Wall Street | Jim Simons\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/U5kIdtMJGc8?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>The mathematician who cracked Wall Street | Jim Simons<\/figcaption><\/figure>\n\n\n\n<p>Abaixo, aquilo que terei de bater, para ter lucro. \ud83d\ude42<\/p>\n\n\n\n<p>E pior, criarei eu o meu pr\u00f3prio software de trading, o meu pr\u00f3prio software de An\u00e1lise T\u00e9cnica, os meus pr\u00f3prios sistemas sozinho, etc. Assim \u00e9 um desafio que d\u00e1 gosto, contra os melhores matem\u00e1ticos que usam softwares criados pelos maiores fundos, e eu sozinho a criar tudo sozinho. Mesmo um desafio ao meu gosto. 2024-02-17.<\/p>\n\n\n\n<p><strong>Watch Citadel&#8217;s high-speed trading in action:<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Watch Citadel&#039;s high-speed trading in action\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/2u007Msq1qo?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><figcaption>Watch Citadel&#8217;s high-speed trading in action<\/figcaption><\/figure>\n\n\n\n<p>(Outros a colocar no Futuro \u00e0 medida que v\u00e1 vendo os que me recomendaram).<\/p>\n\n\n\n<p>Post seguinte associado aos meus Trading Systems:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-wp-embed is-provider-goncalo-ferreira wp-block-embed-goncalo-ferreira\"><div class=\"wp-block-embed__wrapper\">\n<blockquote class=\"wp-embedded-content\" data-secret=\"KO2WRE5x0T\"><a href=\"https:\/\/www.goncalo.pt\/por\/2024\/02\/15\/2024-02-15-um-ecra-do-meu-portatil-enquanto-vou-desenvolvendo-o-meu-trading-systems-back-tester-em-c-com-o-codeblocks-no-meu-linux\/\">2024-02-15 &#8211; Um ecr\u00e3 do meu port\u00e1til enquanto vou desenvolvendo o meu Trading Systems&#8217; Back-Tester em C++ com o CodeBlocks no meu Linux&#8230;<\/a><\/blockquote><iframe loading=\"lazy\" class=\"wp-embedded-content\" sandbox=\"allow-scripts\" security=\"restricted\" style=\"position: absolute; visibility: hidden;\" title=\"&#8220;2024-02-15 &#8211; Um ecr\u00e3 do meu port\u00e1til enquanto vou desenvolvendo o meu Trading Systems&#8217; Back-Tester em C++ com o CodeBlocks no meu Linux&#8230;&#8221; &#8212; Gon\u00e7alo Ferreira\" src=\"https:\/\/www.goncalo.pt\/por\/2024\/02\/15\/2024-02-15-um-ecra-do-meu-portatil-enquanto-vou-desenvolvendo-o-meu-trading-systems-back-tester-em-c-com-o-codeblocks-no-meu-linux\/embed\/#?secret=YSfPRMBLeB#?secret=KO2WRE5x0T\" data-secret=\"KO2WRE5x0T\" width=\"600\" height=\"338\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\"><\/iframe>\n<\/div><figcaption>2024-02-15 \u2013 Um ecr\u00e3 do meu port\u00e1til enquanto vou desenvolvendo o meu Trading Systems\u2019 Back-Tester em C++ com o CodeBlocks no meu Linux\u2026<\/figcaption><\/figure>\n\n\n\n<p>Post anterior associado aos meus Trading Systems:<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-wp-embed is-provider-goncalo-ferreira wp-block-embed-goncalo-ferreira\"><div class=\"wp-block-embed__wrapper\">\n<blockquote class=\"wp-embedded-content\" data-secret=\"Fd73r8MFhZ\"><a href=\"https:\/\/www.goncalo.pt\/por\/2024\/01\/28\/2024-01-28-o-meu-ambiente-de-trabalho-enquanto-vejo-as-performances-dos-meus-trading-systems-num-terminal-de-linux-com-c-e-assisto-a-uma-serie-de-tv\/\">2024-01-28 &#8211; O meu Ambiente de Trabalho enquanto vejo as performances dos meus Trading Systems num terminal de Linux com C++, e assisto a uma s\u00e9rie de tv&#8230;<\/a><\/blockquote><iframe loading=\"lazy\" class=\"wp-embedded-content\" sandbox=\"allow-scripts\" security=\"restricted\" style=\"position: absolute; visibility: hidden;\" title=\"&#8220;2024-01-28 &#8211; O meu Ambiente de Trabalho enquanto vejo as performances dos meus Trading Systems num terminal de Linux com C++, e assisto a uma s\u00e9rie de tv&#8230;&#8221; &#8212; Gon\u00e7alo Ferreira\" src=\"https:\/\/www.goncalo.pt\/por\/2024\/01\/28\/2024-01-28-o-meu-ambiente-de-trabalho-enquanto-vejo-as-performances-dos-meus-trading-systems-num-terminal-de-linux-com-c-e-assisto-a-uma-serie-de-tv\/embed\/#?secret=UHw2uh8v6i#?secret=Fd73r8MFhZ\" data-secret=\"Fd73r8MFhZ\" width=\"600\" height=\"338\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\"><\/iframe>\n<\/div><figcaption>2024-01-28 \u2013 O meu Ambiente de Trabalho enquanto vejo as performances dos meus Trading Systems num terminal de Linux com C++, e assisto a uma s\u00e9rie de tv\u2026<\/figcaption><\/figure>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Uma pequena parte que define o que fa\u00e7o, de um document\u00e1rio famoso que \u00e9 o &#8220;Quants &#8211; The Alchemists of<\/p>\n","protected":false},"author":1,"featured_media":3409,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[349,21,5,3,44,98,4,164,163,97,121],"tags":[214,104,7,105,15,357,314,120,358,103,106,213,317,239,160,161,101],"class_list":["post-3407","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-design-6-others","category-matematica","category-programacao","category-projectos","category-sistemas","category-sistemas-de-trading","category-softwares","category-top","category-top-trading-systems","category-trading","category-video","tag-analise-tecnica","tag-bolsa","tag-c","tag-forex","tag-matematica","tag-mechanical-trading-systems","tag-performance","tag-programacao","tag-series","tag-sistemas-de-trading","tag-sistemas-de-trading-mecanicos","tag-software-de-trading","tag-softwares","tag-softwares-c","tag-top","tag-top-trading-systems","tag-trading-systems"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v25.4 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>2024-02-10 - O Papel da Matem\u00e1tica no desenvolvimento de Trading Systems, e alguns v\u00eddeos relacionados a ver... - Gon\u00e7alo Ferreira<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.goncalo.pt\/por\/2024\/02\/11\/2024-02-10-o-papel-da-matematica-no-desenvolvimento-de-trading-systems-e-alguns-videos-relacionados-a-ver\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"2024-02-10 - O Papel da Matem\u00e1tica no desenvolvimento de Trading Systems, e alguns v\u00eddeos relacionados a ver... - Gon\u00e7alo Ferreira\" \/>\n<meta property=\"og:description\" content=\"Uma pequena parte que define o que fa\u00e7o, de um document\u00e1rio famoso que \u00e9 o &#8220;Quants &#8211; 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