学习建议
这些缩写在量化交易文献、API文档和行业交流中非常常见。 熟练掌握这些缩写能大大提高阅读效率和理解能力。
金融术语词典
| 缩写 | 全称 | 中文释义 |
|---|---|---|
| ADF | Augmented Dickey-Fuller | 增强迪基-富勒检验 |
| AIC | Akaike Information Criterion | 赤池信息量准则 |
| AUC | Area Under Curve | 曲线下面积 |
| BIC | Bayesian Information Criterion | 贝叶斯信息量准则 |
| CBOT | Chicago Board of Trade | 芝加哥期货交易所 |
| CBOE | Chicago Board Options Exchange | 芝加哥期权交易所 |
| CME | Chicago Mercantile Exchange | 芝加哥商品交易所 |
| CSD | Central Securities Depository | 中央证券存管机构 |
| CTA | Commodity Trading Advisor | 商品交易顾问 |
| CVaR | Conditional Value at Risk | 条件在险价值 |
| 缩写 | 全称 | 中文释义 |
|---|---|---|
| ECB | European Central Bank | 欧洲中央银行 |
| ECN | Electronic Communication Network | 电子通讯网络 |
| ETF | Exchange Traded Fund | 交易所交易基金 |
| Fed | Federal Reserve | 美联储 |
| FOMC | Federal Open Market Committee | 联邦公开市场委员会 |
| FRA | Forward Rate Agreement | 远期利率协议 |
| FSA | Financial Services Authority | 金融服务局 |
| FX | Foreign Exchange | 外汇 |
| GARCH | Generalized Autoregressive Conditional Heteroscedasticity | 广义自回归条件异方差 |
| HFT | High Frequency Trading | 高频交易 |
| IC | Information Coefficient | 信息系数 |
| IOC | Immediate or Cancel | 立即成交或撤销 |
| IR | Information Ratio | 信息比率 |
| 缩写 | 全称 | 中文释义 |
|---|---|---|
| LME | London Metal Exchange | 伦敦金属交易所 |
| LOF | Listed Open-end Fund | 上市开放式基金 |
| MA | Moving Average | 移动平均线 |
| MACD | Moving Average Convergence Divergence | 指数平滑异同移动平均线 |
| MDD | Maximum Drawdown | 最大回撤 |
| MKT | Market | 市场 |
| MM | Market Maker | 做市商 |
| ML | Machine Learning | 机器学习 |
| MO | Market Order | 市价单 |
| NPV | Net Present Value | 净现值 |
| NYSE | New York Stock Exchange | 纽约证券交易所 |
| OI | Open Interest | 持仓量 |
| OOS | Out of Sample | 样本外 |
| OTC | Over the Counter | 场外交易 |
| 缩写 | 全称 | 中文释义 |
|---|---|---|
| P&L | Profit and Loss | 盈亏 |
| P/E | Price to Earnings | 市盈率 |
| P/B | Price to Book | 市净率 |
| PCA | Principal Component Analysis | 主成分分析 |
| PMI | Purchasing Managers' Index | 采购经理人指数 |
| POV | Percentage of Volume | 成交量占比 |
| QFII | Qualified Foreign Institutional Investor | 合格境外机构投资者 |
| R2 | R-Squared | R平方 |
| RFQ | Request for Quote | 询价 |
| ROC | Receiver Operating Characteristic | 受试者工作特征曲线 |
| RSI | Relative Strength Index | 相对强弱指标 |
| R-squared | Coefficient of Determination | 决定系数 |
| SEC | Securities and Exchange Commission | 美国证券交易委员会 |
| SMART | Specific, Measurable, Achievable, Relevant, Time-bound | SMART目标设定原则 |
| SOR | Smart Order Routing | 智能订单路由 |
| SPX | S&P 500 Index | 标普500指数 |
| STP | Straight Through Processing | 直通式处理 |
| TBTF | Too Big to Fail | 大到不能倒 |
| TCA | Transaction Cost Analysis | 交易成本分析 |
| TLSA | Tesla Inc. | 特斯拉公司 |
| TP | Take Profit | 止盈 |
| TWAP | Time Weighted Average Price | 时间加权平均价 |
| VaR | Value at Risk | 在险价值 |
| VIX | Volatility Index | 波动率指数 |
| VWAP | Volume Weighted Average Price | 成交量加权平均价 |
| WACC | Weighted Average Cost of Capital | 加权平均资本成本 |
| YTM | Yield to Maturity | 到期收益率 |
| 缩写 | 全称 | 中文释义 |
|---|---|---|
| API | Application Programming Interface | 应用程序接口 |
| CI/CD | Continuous Integration/Continuous Deployment | 持续集成/持续部署 |
| CPU | Central Processing Unit | 中央处理器 |
| CRUD | Create, Read, Update, Delete | 增删改查 |
| DDL | Data Definition Language | 数据定义语言 |
| DML | Data Manipulation Language | 数据操作语言 |
| ETL | Extract, Transform, Load | 抽取、转换、加载 |
| FPGA | Field Programmable Gate Array | 现场可编程门阵列 |
| GUI | Graphical User Interface | 图形用户界面 |
| ID | Identification | 标识符 |
| I/O | Input/Output | 输入/输出 |
| IPC | Inter-Process Communication | 进程间通信 |
| JIT | Just-In-Time | 即时编译 |
| JSON | JavaScript Object Notation | JavaScript对象表示法 |
| KPI | Key Performance Indicator | 关键绩效指标 |
| LRU | Least Recently Used | 最近最少使用 |
| MVC | Model-View-Controller | 模型-视图-控制器 |
| NLP | Natural Language Processing | 自然语言处理 |
| NoSQL | Not Only SQL | 非关系型数据库 |
| ORM | Object-Relational Mapping | 对象关系映射 |
| REST | Representational State Transfer | 表述性状态转移 |
| RPC | Remote Procedure Call | 远程过程调用 |
| SDK | Software Development Kit | 软件开发工具包 |
| SLA | Service Level Agreement | 服务级别协议 |
| SOP | Standard Operating Procedure | 标准操作流程 |
| SQL | Structured Query Language | 结构化查询语言 |
| TLS | Transport Layer Security | 传输层安全 |
| UUID | Universally Unique Identifier | 通用唯一标识符 |
这些缩写在量化交易文献、API文档和行业交流中非常常见。 熟练掌握这些缩写能大大提高阅读效率和理解能力。