善输，小错

昨天我妈生日，没找到机会打电话，虽然前几天预祝了，但心里还是有点疙瘩。回来收到qq消息，听说这50岁生日过得还算可以，又有点宽慰了。

本来也不想讲这里的乱，既然被点明国内报纸有报道，还是随便扯一点。巴黎3月16号凌晨三点在暴力三区，几个中国留学生从中餐馆酒醉出来，被一撮暴徒搞了。谁先惹谁根本说不清楚，但是中国学生拿酒瓶搞过别人。sb的是，中方已经上私车了，敌方又突然窜出的一大伙阿人黑人法国人，中方不开车走人，居然下车。结果第一个下车的人被捅致死，后下车的人重伤。然后警察来了，敌方猢狲散，但是被捉了几个。冲动，义气，本是死不足惜。但事情的重点也许是，中方躺地流血三小时警方不施救。实际情况我并不知道，也都是些道听途说，大多言论的重点却在死了中国人，多么愤慨，这个中国人生前是多么多么完美的一个好人，在法国的土地上中国学生就理应得到保护，所以活者要组织游行要抗议。还是些愤青，要抗议些什么都不知道。有人打电话中国使馆，使馆不管这事。又闭门羹了。愤青们当然不好想。要组织的话，不要叫抗议游行，法国的manifestation太普遍，没新意。死了个中国，搞几百个中国人抗议游行，途中还都嘻嘻哈哈，成何体统。孤以为，不如一起组织起来一人一支蜡烛，又和平又有爱，还展示了中方的面貌。

使馆有心情管这个吗？322当即，奥运被抵制，新疆东突和西藏独立分子异常活跃，使馆都管不过来。国家讲的从来是政治，国家的任何行为都是为了要给国家产生利益！又是我一个听说，中国驻16个国家的大使馆的国旗被摘，被西藏恐怖分子换成了雪山狮子旗。youtube上有视频证明多伦多和巴黎的中国大使馆国旗被摘，其实这也不足为信。理性的人始终要持有一颗怀疑的心，是吧？说不定是别有用心制造声势，在某建筑录成视频骗人说是在使馆的放肆。但是今天又听到我在荷兰的同学说海牙的中国使馆的墙都被推倒了。同学的话总比网上的流言要可信一点吧。说了流言再说说我的亲见。16日晚在地铁口看到很多警察拿着盾牌谈笑风生的搞戒严，旁边很多拿着雪山狮子旗的人。有警察看到我是中国人还跟我友好的打招呼。我知道是什么事情，也没看什么热闹，下了地铁站，很多广告被涂成了“解放西藏”。运气很不好的是，地铁站里面拥挤着西藏独立的激进分子在游行，有穿着喇嘛服的，有亚面孔，有欧面孔，浩浩荡荡；运气好的是，他们都在地铁对岸，和我不同向。看到我是中国人，他们中还有个人不时朝我的方向照相。我这边的地铁还没来，那边的来了。地铁门一开，突然就骚动了。我激动的跳上了板凳隔岸相望，但是只能穿过两层窗户隐约看见一个人在被西藏独立分子围殴，但也许没伤很重就跑了。地铁在延误分把钟后开走，地上散落着些什么。也许又是个愤青嘴巴讨人嫌，皮肉受了点苦，我心里还是挺不舒服的，虽然我还不是很会用法语嘴巴讨人嫌。

其实啊，历史这个东西就是历史，它到底是个什么样子，立场不同的人讲述出来的历史肯定不一样。我知道法国的教科书就说西藏是一个国家。国家和历史是分不开的，留学生的爱国观是海外论坛永恒可讨论的主题，曾经我高呼“为了人类的和平和宇宙不被破坏”，但毕竟我不是世界主义者，爱国最简单的体现就是拥护国家利益胳膊肘不往外拐。

这几天其实挺烦躁的，那天回家，路上一个黑哥们对我喊“chinois！”，我只知道chinaman是对中国人的歧视，但直喊chinois我也不知道词性。那黑人表情不友善，我装作没听见，带着耳机，只有音乐。就算那天下地铁站疆独都和我同向，我的选择也会是转身回头是岸，还是到地上警察密度比疆独密度大的地方站着吧。冲动是魔鬼，一人在外的。其实任何时候，不管是保护路人的时刻还是保卫国家的时刻，自身的安全一定放在第一位。肤发受之父母啊。我在打工，之前送外卖，一晚上工作不到三个小时，而且很轻松，一个月700欧加小费，但是我送了第一个雨夜我就不干了。一个人骑着摩托，雨点抚摸着脸，我发着呆“雨季到了，还是很危险的，我出个事情怎么向家里交代啊？”。之前说个人安全一定放在第一位，其实我还是不算太自私的，什么都不在自己，还是挺悲剧的呢。说了这么多，还是为了让家里人放心，不知道我的论据足不足。

我现在的工作是售货员兼等等等，每天可以说很多法语，同事也是法国人。法国同事很坏，我一定要把法语练好，因为我想。我也有害怕的时候，法语好了就不怕了。来一位客人，每次我都会热情的说“您好，我可以帮助您吗？”，每次客人都会友好的阐述自己的欲望，而我，每次如同做法语听力练习，就囧了“啊，您说的什么，可不可以再说一遍？”“对不起，再说一遍，您他妈法语太流畅了，我没听懂啊”“您去那边找您的老乡售货员吧，您的法语过于牛逼，我理解不过来”。。。这种情况在逐渐减少，慢慢的在向完全能听懂鬼佬的话，但是自己不知道怎么表达自己转变。都是有个过程，会好的。

中午可以休息一会儿，在街头露天小伞下享用午餐，蓝天白云阳光，这里没有政治。

标签: 军事政治时事, 巴黎, 感悟, 琐碎日记

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男人喜欢新鲜感，我玩了十年微软了，最近感觉跑喂死它不是那么游刃有余，在重装vista之前尝试了一下ubuntu，这一搞就让我把硬盘全部reiserfs了。运行MT4可以明显感觉快不少。有人说MT4不耗机器，可是我的用法很abuse机器的。这东西非要自己感受一下，旁人甚至google也告诉不了你真正的感受。我发现我还是很容易被人误导，被误导后还自我感觉良好。

• 首先不是那么的易用，对一个新手来说还是很难get start。尤其是在用硬盘引导安装Ubuntu的时候，网上的教程也变得不那么可靠。命令行模式还有源的概念，让一个用惯了windows的人思维转变很大。很多不规则字母组成的命令，让一个有dos经验的人也不是那么容易上手。
• 兼容性上，号称IBM极其兼容linux。的确新系统无线上网没让我花功夫。可是ATI的显卡，到现在我也没找到一个好驱动。ATI官方不开源，A卡的用户就很惨。其实我对A卡印象一直很好，喜欢ati这个名字嘿嘿。这两天google算是用烂了，搜显卡的解决方案经常搜到“这样就装好了，我是n卡，其他的卡就不知道了”，听着好不舒服啊。哈哈。为了能够开启炫技功能（compiz fusion)，我还是很花了点精力。最终很卡很闪屏。3D的东西也运行不好。甚至看电影都成问题。闪到死。虽然我不玩游戏，电影还是要看的。成问题。
• 音频方面。我算是音乐爱好者吧。音频回放总有点问题，lmplayer爆音严重。没有较完美的播放器。ape文件被废。幸亏还留有点mp3。
• 磁盘和内存的性能，明显是感到提升。MT4在全历史数据开启很暴力的指标后还能十分流畅。系统消耗的内存也明显比vista小。qq不能用(pidgin将就），不能用qq音乐听谭咏麟，迅雷5不能用(不是要多线程下载，是要用它找资源），MT4能勉强运行(不能双击输入参数，EA不能历史测试，MetaEditor不能立马识别输入函数，输入括号的时候卡得发呆)，没有好的字典(stardict和Babylon还是有很大的差距)。wine不够猛啊。
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Arbitrage in commodities markets

转贴：http://forum.vamist.com/blog/theeconomist/index.php?&req=printentry&eid=13
The explosion of brokerage firms on the Internet leads to an ever increasing competition among them ; one of the ways to have a better offer than the competitors is offering more markets to the trader , broadening his trading horizons from the narrowness of random forex; and since we’re talking about MetaTrader, the most easy to automate and yet free platform of this kind, this is done by non-NFA regulated brokers, since NFA forbids the implementation of other contracts as CFDs (futures , stocks and bonds can’t be implemented on MetaTrader the way they are). Ultimately, this is what traders wanted from the beginning: a single automated platform usable for trading many markets , in order to deploy logical and profitable strategies, not only indicator-hunting strategies… Perhaps NFA has its reasons for banning CFDs, however, if technical solutions are not found to this problem, US brokers will be effectively wiped out by the competition abroad on the retail segment where MetaTrader is the backbone of traders strategies. There must be a way to solve the fractional trading of futures. Thirty years ago when forex was Zurich centered and trades made by phone minilots and microlots were considered science fiction and these are a reality today. Futures must follow the same path and become sizable for very small accounts… Traders consider NFA no longer to be a “trademark”. Exactly how “wireless broadband” grew more important than “Intel inside”, the same way “futures inside” has become more important than “NFA-regulated”. Think about how much cash the forex retail traders lost just because they couldn’t access the contracts they really wanted and were forced to trade markets they didn’t understood well… If NFA considers as its duty to protect the traders from fraudulent brokers it should have banned retail forex too : misleading advertising to cover up a casino-like trading environment (no arbitrageable assets). Among the “new” assets introduced by non-NFA regulated brokers (that’s the irony of the fate, we must use russian or Middle East brokers to trade american assets) there are the currency futures (I will speak about them in another article), but also commodities. Similar commodities are traded on different markets, so arbitrage opportunities appear. Real and frequent, and not so easy to be manipulated by the broker (as FPI / Intercross Arbitrage with forex , where arbitrage opportunities are so easy to remove as slapping the fingers). Many brokers offer, of course, many have seen this already, Gold and Silver. However, since there are not at least two gold contracts and two silver contracts it’s easy to understand these are not arbitrageable.

The single broker supporting the commodities below:

http://www.whcforex.com/ (the most extensive datafeed) . Since it’s not too regulated, you’d better wait for others to follow them!

A brief look at the commodities contracts possibly to be used for arbitrage:

Oil contracts:

WTI = West Texas Intermediate (InterContinentalExchange) ; download contract specification: https://www.theice.com/publicdocs/futures/ICE_WTI_Crude_futures_Contract.pdf
CL = Crude Light oil (New York Mercantile EXchange) http://www.nymex.com/CL_spec.aspx
BRN = BReNt oil (InterContinentalExchange) ; download contract specification: https://www.theice.com/publicdocs/IPE_Brent_Crude_futures_contract_specification.pdf
QM = miNY Light Sweet Crude Oil (New York Mercantile EXchange) http://www.nymex.com/QM_spec.aspx

Natural gas contracts:

NG = Henry Hub Natural Gas Futures (New York Mercantile Exchange) http://www.nymex.com/NG_spec.aspx
QG = Natural Gas (New York Mercantile Exchange) http://www.nymex.com/QG_spec.aspx

Gold contracts:

ZG = 100 oz Gold Futures (Chicago Board of Trade) http://www.cbot.com/cbot/pub/cont_detail/0,3206,297+21232,00.html
GC = Gold Futures (COMEX) http://www.nymex.com/GC_spec.aspx

Silver contracts:

ZI = Silver 5000 oz (Chicago Board of Trade) http://cbotdataexchange.if5.com/DataEOD_F_Contract.aspx?symbol=ZI/F.XCBT
SI = Silver Futures (COMEX) http://www.nymex.com/SI_spec.aspx

Wheat contracts:

KW = Kansas Wheat (Kansas City Board of Trade , open outcry)
KE = Kansas Wheat (Kansas City Board of Trade , electronic)

http://www.kcbt.com/contract_wheat.html

Cocoa:

C = Cocoa (Euronext) http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=C-LON-FUT
CC = Cocoa (New York Board Of Trade) http://www.nybot.com/marketInfo/contractSpecs/showIndividualContractSpecs.asp?productGroupID=4

I did not make an extensive analysis of this arbitrage, but I looked upon a few assets and strategies:

1. Cocoa
=======

Most time I’d tried to trade them I got “Trade is disabled”. They move in a similar way, however, their values are way different. A statistical arbitrage strategy may be deployed, however, a version of Intercross could be applied, since CC is quoted in USD while C is quoted in GBP.

2. Wheat
=======

http://imageshack.us
The two versions of the Kansas Wheat are very closely correlated, moving almost parallel. However, commissions drain out the arbitrage possibilities.

3. Oil
====

The variety of oil contracts make possible a large variety of arbitrage strategies.

3.a. CL to QM
===========

Almost impossible to work out. It’s necessary to trade a volume of QM 20 times more than CL to equal pip value. At this ratio, commissions are so high, that breakthru is somewhere at 70-80 CL pips (cents/barrel) difference…

3.b. BRN to CL
===========

Brent and Crude Light have different fundamentals behind. On a range of 500 daily bars, BRN / CL fluctuates +/- 500 pips. Statistical arbitrage may be deployed. However, a normal arbitrage strategy aiming to pyramidize positions at each 100 pips difference may, or not, work. It may work if both BRN and CL are implemented as continuous futures, the trader having unlimited time to wait for them to come together (this point is where they are not equal, but BRN quoted 100 pips above CL). Otherwise, arbitrage is impossible. Futures have too close expiries compared to the BRN - CL divergence - convergence cycle. An expiry in loss damages account equity and reduces available funds. Even worse, the positions can’t be reconstructed from the place they were before expiry because prices are jumpy (new expiry, new interest to expiry embedded).

Difference in USD trading Short BRN , Long CL one lot each (for pips, divide by 10) courtesy Matt Trigwell
(comprises ~500 daily bars)
http://imageshack.us

3.c. BRN to WTI
============

It’s almost the same as BRN to CL, as WTI floats very close to CL. Which is very useful in the next arbitrage strategy,

3.d. CL to WTI
===========

This is the most interesting arbitrage strategy with oil. It is quite fast, the strategy could trade one time a day. Usually WTI and CL are on a close range, however arbitrage opportunities appear pretty often. Both trade with 10 pip spread and 1 pip commission. If you would consider mid prices (between bid and ask), trade them when the difference is about 15 pips between mid prices and close when it’s reversed. Results are pretty amazing, however execution errors may criple it a little.

http://imageshack.us

Probably the Gold and Silver contracts hide also other “golden” arbitrage opportunities.

My source proposed for this article is WTI2CLsimpleArbitrageScript (see attachment). Please run it a while and report here problems encountered (the initial version was pyramiding trades, but I removed this because I considered it not necessary).

标签: 外汇

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