風險聲明：差價合約（CFD）是屬於複雜的投資產品，因杠杆而存在快速虧損的高度風險。
交易前您應衡量是否瞭解差價合約以及是否能夠承擔發生虧損的高風險。
Web Trader MT5
全部
Voice Direct Trading
Not every large trade begins with a click on a screen. In voice direct trading, two parties speak directly to agree on the price and terms of a transaction.
A company that needs to buy euros may call its bank and ask for a EUR/USD quote. The dealer gives a price, the company accepts it, and the trade is agreed between them.
The communication may also happen through email or an approved messaging system. What makes the trade direct is that the two sides deal with each other without a voice broker standing between them.
Voice Indirect Trading
In voice indirect trading, the buyer and seller do not speak to each other directly. A voice broker stands between them and helps arrange the trade.
Two banks may tell the broker the prices at which they are willing to buy or sell a currency. The broker shares the available prices and brings the two sides together when their terms match.
The broker usually does not become the buyer or seller. Their role is to connect the parties and confirm the deal. This method has long been used in large financial markets where access, privacy, and relationships between dealers still matter.
Volatility
When the market swings rapidly in either direction, causing sudden price movements and general uncertainty.
Volatility Targeting
Some funds do not keep the same amount invested at all times. Instead, they adjust their exposure according to how much the market is moving. This approach is called volatility targeting.
Volatility means the size and speed of price changes. A fund may aim to keep its volatility near 10%. If markets become much more unstable, the fund may reduce its positions and hold more cash. When markets calm down, it may increase exposure again.
The goal is to keep risk more stable. Since the calculation depends on recent market movements, sudden changes can lead to frequent adjustments.
Volume
The total number of units traded for a product during a specific time period.
Volume-Weighted Average Price (VWAP) Algo
A large order can push the market price against the trader if it is placed all at once. A VWAP algo avoids this by dividing the order into smaller parts and carrying them out during the trading day.
The program aims to achieve an average price close to VWAP, which gives more weight to prices where more trading took place.
An order to buy 100,000 shares may be spread across several hours. The program places more of the order during busy periods and less when activity is low.
The final result may still differ from VWAP because actual prices and trading volume can change during the session.
我們使用cookies以了解您如何使用我們的網站并盡可能為您提供優質體驗。您可訪問我們的Cookie政策以了解更多信息。
