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“量化只是一个工具,它依托于人的思维逻辑,将人的投资决策过程进行了精确的描述并写成程序,不能因为量化决策的单次失误而忽略主观决策可能出现的更大偏差。”8月22日,光大证券公告称总裁徐浩明辞任并获董事会批准,这是为“8·16光大乌龙事件”承担责任的公司最高领导。目前为止,证监会对此事认定为光大证券策略交易投资系统出错,非人为原因,并开始对证券公司使用的程序化交易系统进行统一排查。
“Quantification is just a tool. It relies on human thinking logic to accurately describe and write the process of human investment decision-making, and can not overlook the greater deviation that subjective decision-making may take due to a single error in quantitative decision-making. On August 22, Everbright Securities announced that the resignation of President Xu Haoming and approved by the Board of Directors, which is responsible for the ”8.1.6 Everbright Oolong Incident," the company’s supreme leadership. So far, the CSRC has identified the matter as an error and non-human reason for Everbright Securities’ strategic trading and investment system and started a unified investigation of the program trading system used by securities companies.