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    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/131503
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/131503


    Title: 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
    Authors: 王少昕
    Wang, Shiao-Hsin
    Contributors: 姜國輝
    Chiang, Kuo-Huie
    王少昕
    Wang, Shiao-Hsin
    Keywords: 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
    Date: 2020
    Issue Date: 2020-09-02 11:48:29 (UTC+8)
    Abstract: 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.
    Reference: 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
    Description: 碩士
    國立政治大學
    資訊管理學系
    107356040
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0107356040
    Data Type: thesis
    DOI: 10.6814/NCCU202001246
    Appears in Collections:[資訊管理學系] 學位論文

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