巧合认识了期货交易领域正在从事市场微观数据结构研究的一群朋友，他们笃实进取，视交易为自己人生的事业。从他们这我开始真正接触到了数学建模在市场微观层级的应用，随之才步入了微观交易的殿堂。当国内交易员还在看均线，K线，趋势线等这种只有时间和价格堆叠的二维交易数据时，他们已经在6年前就开始引入多空成交数量，利用隐马尔可夫模型进行量化交易。单凭多出的一组成交量数据就让我领略了这个领域的魅力。
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