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題名 基於區塊鏈智能合約之投資策略跟單媒合系統
Social Copy Trading System based on Smart Contract with Blockchain
作者 王少昕
Wang, Shiao-Hsin
貢獻者 姜國輝
Chiang, Kuo-Huie
王少昕
Wang, Shiao-Hsin
關鍵詞 程式交易
投資平台
Etoro
區塊鏈
以太坊
智能合約
Program Trading
Investment Platform
Etoro
Blockchain
Ethereum
Smart Contract
日期 2020
上傳時間 2-Sep-2020 11:48:29 (UTC+8)
摘要 隨著科技的發達、資料量的暴增,大數據分析已成為了現今許多產業的關鍵技術,若把程式分析模型建立在投資市場中,比起電視上常看到投資分析師的建議更具有客觀性,長期下來,一定能在市場中穩定的獲利。而開發這些程式交易策略的設計者們並不是每一個皆有大量資金來證明其模型之收益,因此決定開發一個平台來讓這些設計者有發揮的空間。
Etoro是一個投資平台,在上面可以進行各項投資商品的投資,也能複製其他投資者的投資模式,並給予其手續費,達成互利雙贏。不過其平台為傳統集中式資料庫,於網站上之數據與資訊處理流向皆不透明,因此投資者可能會懷疑平台上所顯示之投資相關數據是否真實,進而影響投資風向與缺乏投資信任度。
綜合上述,本研究為如何建立一個投資平台並導入區塊鏈技術,以智能合約為主軸記錄所有數據與相關操作,透過其不可竄改、資訊公開透明、可追溯之特性,讓所有投資相關數據處理流向透明化,進而使投資者對平台更具有信心。平台上主要的投資商品為股票、期貨等,並且新增程式交易策略商品。平台之使用者主要有三種,分別為持有資金的投資者與跟單者,以及研擬程式交易策略的開發者,投資者為具備投資相關經驗且對投資市場有研究者,其可觀察平台上之投資數據決定是否投資,而跟單者為不需具備上述經驗,可觀看其他投資者相關投資過程決定是否跟著投資者做一樣的投資,並給予投資者手續費,最後程式開發者能將其研發之程式交易策略上傳至本平台,投資者入金後將會照著程式訊號來進行投資,使開發者能有一個平台來驗證其模型之效益。
With the development of technology and the explosion of data, big data has become an important technology in many industries today. If the program analysis model is built in the investment market, it’s more objective than the suggestion often seen by investment analysts on television. In the long term, we will definitely be able to make steady profits in the market. However, not every designer who developed these program trading strategies have a large amount of funds to prove the benefits or accuracy of their models, so I decided to develop a platform to give these designers an opportunity to examine their models.
Etoro is an investment platform on which various investment products can be invested. However, Etoro platform uses a traditional centralized system, so the data and information flow on the website are not transparent. Therefore, investors may doubt whether the investment-related data displayed on the platform is definitely true, which will affect the investment direction and the lack of investment trust.
As stated above, this research is how to re-establish an investment platform with blockchain technology. Through its characteristics of immutability, openness, transparency, and traceability, so that all investment-related data processing flows will be transparent, thereby making investors more confident in the platform. The main investment commodities on the platform are stocks, futures, etc., and I specially added program trading strategy products. Programmers can upload their program trading strategies as commodities to this platform. After investors deposit funds, they will invest according to the program signal, so that developers can have a platform to verify the effectiveness of their models.
參考文獻 1.Cynthia Dwork, &Moni Naor. (1993). Pricing via Processing, Or, Combatting Junk Mail, Advances in Cryptology. CRYPTO ’92, 139–147.
2.Garvin Wood. (2014). Ethereum: a secure decentralised generalised transaction ledger. https://gavwood.com/paper.pdf
3.Jakobsson, M., &Juels, A. (1999). Proofs of Work and Bread Pudding Protocols(Extended Abstract).
4.Johnston, D., Yilmaz, S. O., Kandah, J., Hashemi, F., Gross, R., &Wilkinson, S. (2015). The General Theory of Decentralized Applications. https://github.com/DavidJohnstonCEO/DecentralizedApplications
5.Nick Szabo. (1994). Smart Contracts. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart.contracts.html
6.Nick Szabo. (1995). Smart Contracts Glossary. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart_contracts_glossary.html
7.Nick Szabo. (1996). Smart Contracts: Building Blocks for Digital Markets. Extropy Journal of Transhuman Thought. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart_contracts_2.html
8.Nick Szabo. (1997). The Idea of Smart Contracts. https://nakamotoinstitute.org/the-idea-of-smart-contracts/
9.Parker, L. M. (1989). Medieval traders as international change agents: A comparison with twentieth century international accounting firms. Accounting Historians Journal, 16(2).
10.Satoshi Nakamoto. (2008). Bitcoin: a peer-to-peer electronic cash system. https://bitcoin.org/bitcoin.pdf
11.Tapscott, D., &Tapscott, A. (2016). Blockchain Revolution: How the Technology Behind Bitcoin Is Changing Money, Business, and the World. In Brilliance.
12.Vitalik Buterin. (2014). Ethereum White Paper: A Next Generation Smart Contract & Decentralized Application Platform. https://blockchainlab.com/pdf/Ethereum_white_paper-a_next_generation_smart_contract_and_decentralized_application_platform-vitalik-buterin.pdf
13.姜林杰祐. (2009). 程式交易 : 觀念、方法、技術與解決方案. 新陸書局.
14.廖子純. (2017). 利用智能合約實現單車共享經濟之研究. 國立中興大學資訊管理學系碩士論文.
15.張碧瑜. (2015). 演算法交易行為對外匯市場質量之影響. 國立中央大學財務金融學系碩士論文.
16.林佳賢. (2018). 不懂技術沒關係!圖解告訴你區塊鏈可以這樣用. 天下雜誌,651.
17.莊尚威. (2019). AI對AI交易機器人 對戰趨勢成形. 理財周刊,第983期, 74–79.
18.董寶蘭. (2010). 程式交易策略實證研究-以投資 ETF0050 為例. 淡江大學管理科學研究所企業經營碩士在職專班碩士論文.
19.蔣潤祥、魏長江. (2016). 區塊鏈的應用進展與價值討論. 金融視界,22, 19–21.
20.車世偉. (2018). 以智能合約實現網路購物退貨問題之研究. 私立實踐大學資訊科技與管理學系碩士班碩士論文.
21.陳恭. (2017). 智能合約的發展與應用. 財經資訊季刊 第90號
描述 碩士
國立政治大學
資訊管理學系
107356040
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0107356040
資料類型 thesis
dc.contributor.advisor 姜國輝zh_TW
dc.contributor.advisor Chiang, Kuo-Huieen_US
dc.contributor.author (Authors) 王少昕zh_TW
dc.contributor.author (Authors) Wang, Shiao-Hsinen_US
dc.creator (作者) 王少昕zh_TW
dc.creator (作者) Wang, Shiao-Hsinen_US
dc.date (日期) 2020en_US
dc.date.accessioned 2-Sep-2020 11:48:29 (UTC+8)-
dc.date.available 2-Sep-2020 11:48:29 (UTC+8)-
dc.date.issued (上傳時間) 2-Sep-2020 11:48:29 (UTC+8)-
dc.identifier (Other Identifiers) G0107356040en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/131503-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 資訊管理學系zh_TW
dc.description (描述) 107356040zh_TW
dc.description.abstract (摘要) 隨著科技的發達、資料量的暴增,大數據分析已成為了現今許多產業的關鍵技術,若把程式分析模型建立在投資市場中,比起電視上常看到投資分析師的建議更具有客觀性,長期下來,一定能在市場中穩定的獲利。而開發這些程式交易策略的設計者們並不是每一個皆有大量資金來證明其模型之收益,因此決定開發一個平台來讓這些設計者有發揮的空間。
Etoro是一個投資平台,在上面可以進行各項投資商品的投資,也能複製其他投資者的投資模式,並給予其手續費,達成互利雙贏。不過其平台為傳統集中式資料庫,於網站上之數據與資訊處理流向皆不透明,因此投資者可能會懷疑平台上所顯示之投資相關數據是否真實,進而影響投資風向與缺乏投資信任度。
綜合上述,本研究為如何建立一個投資平台並導入區塊鏈技術,以智能合約為主軸記錄所有數據與相關操作,透過其不可竄改、資訊公開透明、可追溯之特性,讓所有投資相關數據處理流向透明化,進而使投資者對平台更具有信心。平台上主要的投資商品為股票、期貨等,並且新增程式交易策略商品。平台之使用者主要有三種,分別為持有資金的投資者與跟單者,以及研擬程式交易策略的開發者,投資者為具備投資相關經驗且對投資市場有研究者,其可觀察平台上之投資數據決定是否投資,而跟單者為不需具備上述經驗,可觀看其他投資者相關投資過程決定是否跟著投資者做一樣的投資,並給予投資者手續費,最後程式開發者能將其研發之程式交易策略上傳至本平台,投資者入金後將會照著程式訊號來進行投資,使開發者能有一個平台來驗證其模型之效益。
zh_TW
dc.description.abstract (摘要) With the development of technology and the explosion of data, big data has become an important technology in many industries today. If the program analysis model is built in the investment market, it’s more objective than the suggestion often seen by investment analysts on television. In the long term, we will definitely be able to make steady profits in the market. However, not every designer who developed these program trading strategies have a large amount of funds to prove the benefits or accuracy of their models, so I decided to develop a platform to give these designers an opportunity to examine their models.
Etoro is an investment platform on which various investment products can be invested. However, Etoro platform uses a traditional centralized system, so the data and information flow on the website are not transparent. Therefore, investors may doubt whether the investment-related data displayed on the platform is definitely true, which will affect the investment direction and the lack of investment trust.
As stated above, this research is how to re-establish an investment platform with blockchain technology. Through its characteristics of immutability, openness, transparency, and traceability, so that all investment-related data processing flows will be transparent, thereby making investors more confident in the platform. The main investment commodities on the platform are stocks, futures, etc., and I specially added program trading strategy products. Programmers can upload their program trading strategies as commodities to this platform. After investors deposit funds, they will invest according to the program signal, so that developers can have a platform to verify the effectiveness of their models.
en_US
dc.description.tableofcontents 第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的 4
第三節 論文架構 4
第二章 文獻探討 5
第一節 程式交易 5
第二節 區塊鏈 7
第三節 以太坊 15
第三章 研究方法 22
第一節 研究架構 23
第二節 平台與智能合約之互動 27
第四章 研究結果 33
第一節 系統工具 33
第二節 系統架構 38
第三節 E投睿(ETORO)問題解決 42
第四節 智能合約編譯 43
第五節 頁面呈現 51
第五章 結論與建議 73
第一節 研究結論 73
第二節 未來展望 74
第三節 研究貢獻與結語 75
第六章 參考文獻 76
第一節 英文文獻 76
第二節 中文文獻 78
zh_TW
dc.format.extent 4819213 bytes-
dc.format.mimetype application/pdf-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0107356040en_US
dc.subject (關鍵詞) 程式交易zh_TW
dc.subject (關鍵詞) 投資平台zh_TW
dc.subject (關鍵詞) Etorozh_TW
dc.subject (關鍵詞) 區塊鏈zh_TW
dc.subject (關鍵詞) 以太坊zh_TW
dc.subject (關鍵詞) 智能合約zh_TW
dc.subject (關鍵詞) Program Tradingen_US
dc.subject (關鍵詞) Investment Platformen_US
dc.subject (關鍵詞) Etoroen_US
dc.subject (關鍵詞) Blockchainen_US
dc.subject (關鍵詞) Ethereumen_US
dc.subject (關鍵詞) Smart Contracten_US
dc.title (題名) 基於區塊鏈智能合約之投資策略跟單媒合系統zh_TW
dc.title (題名) Social Copy Trading System based on Smart Contract with Blockchainen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 1.Cynthia Dwork, &Moni Naor. (1993). Pricing via Processing, Or, Combatting Junk Mail, Advances in Cryptology. CRYPTO ’92, 139–147.
2.Garvin Wood. (2014). Ethereum: a secure decentralised generalised transaction ledger. https://gavwood.com/paper.pdf
3.Jakobsson, M., &Juels, A. (1999). Proofs of Work and Bread Pudding Protocols(Extended Abstract).
4.Johnston, D., Yilmaz, S. O., Kandah, J., Hashemi, F., Gross, R., &Wilkinson, S. (2015). The General Theory of Decentralized Applications. https://github.com/DavidJohnstonCEO/DecentralizedApplications
5.Nick Szabo. (1994). Smart Contracts. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart.contracts.html
6.Nick Szabo. (1995). Smart Contracts Glossary. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart_contracts_glossary.html
7.Nick Szabo. (1996). Smart Contracts: Building Blocks for Digital Markets. Extropy Journal of Transhuman Thought. http://www.fon.hum.uva.nl/rob/Courses/InformationInSpeech/CDROM/Literature/LOTwinterschool2006/szabo.best.vwh.net/smart_contracts_2.html
8.Nick Szabo. (1997). The Idea of Smart Contracts. https://nakamotoinstitute.org/the-idea-of-smart-contracts/
9.Parker, L. M. (1989). Medieval traders as international change agents: A comparison with twentieth century international accounting firms. Accounting Historians Journal, 16(2).
10.Satoshi Nakamoto. (2008). Bitcoin: a peer-to-peer electronic cash system. https://bitcoin.org/bitcoin.pdf
11.Tapscott, D., &Tapscott, A. (2016). Blockchain Revolution: How the Technology Behind Bitcoin Is Changing Money, Business, and the World. In Brilliance.
12.Vitalik Buterin. (2014). Ethereum White Paper: A Next Generation Smart Contract & Decentralized Application Platform. https://blockchainlab.com/pdf/Ethereum_white_paper-a_next_generation_smart_contract_and_decentralized_application_platform-vitalik-buterin.pdf
13.姜林杰祐. (2009). 程式交易 : 觀念、方法、技術與解決方案. 新陸書局.
14.廖子純. (2017). 利用智能合約實現單車共享經濟之研究. 國立中興大學資訊管理學系碩士論文.
15.張碧瑜. (2015). 演算法交易行為對外匯市場質量之影響. 國立中央大學財務金融學系碩士論文.
16.林佳賢. (2018). 不懂技術沒關係!圖解告訴你區塊鏈可以這樣用. 天下雜誌,651.
17.莊尚威. (2019). AI對AI交易機器人 對戰趨勢成形. 理財周刊,第983期, 74–79.
18.董寶蘭. (2010). 程式交易策略實證研究-以投資 ETF0050 為例. 淡江大學管理科學研究所企業經營碩士在職專班碩士論文.
19.蔣潤祥、魏長江. (2016). 區塊鏈的應用進展與價值討論. 金融視界,22, 19–21.
20.車世偉. (2018). 以智能合約實現網路購物退貨問題之研究. 私立實踐大學資訊科技與管理學系碩士班碩士論文.
21.陳恭. (2017). 智能合約的發展與應用. 財經資訊季刊 第90號
zh_TW
dc.identifier.doi (DOI) 10.6814/NCCU202001246en_US