effortless
02-06
这篇文章不错,转发给大家看看
@话题虎:
“隐形期王”做空白银给出最佳解法!黑石的量化面试问题,你的答案是?
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src=\"https://static.tigerbbs.com/2e227b3634cbcac241cf714578367879\" tg-width=\"930\" tg-height=\"741\"></p>\n<p>边锡明的这笔押注,从2025年8月开始,前期曾建立白银多头仓位(根据交易所数据,此笔交易获利超过13亿元),2025年年末开始,突然且持续性地持有空头仓位,到现在2026年2月,净空头冲到了大概30万手(据知情人士表示,边锡明本人的押注以及他直接为少数几位客户管理的产品,占该公司贵金属持仓的大头。)对应右图他的累计盈亏,开始做空的一段时间里,都是浮亏的,基本上就是顶着浮亏在持续加仓,但是,随着最近白银价格的暴跌,到2月3号,账户浮盈预估10亿元,2月5号周四的大跌,可以确定这笔做空白银的盈利是进一步扩大了。</p>\n<p></p>\n<p>只能说,真是高手。<span class=\"teditor-emoji\">[暗中观察]</span> 一般大家都是盈利才敢加,浮亏会选择减仓或者止损,边锡明顶着浮亏加仓,短期的涨跌对于他肯定是不重要的,那他一直在押的是什么-<strong>白银多头最终会被系统性挤出</strong>。他把交易“方向”的投资,变成了一项博弈“规则概率”的投资,<strong>当压力持续存在,系统会把多头自己清洗掉</strong>。</p>\n<p>(中财官网上有他本人坚持了29年的连载栏目-我的反省。小虎们有兴趣可以看看~)</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/1a3fa6df2f818649aae23c8399a1d28b\" tg-width=\"1203\" tg-height=\"942\"></p>\n<p></p>\n<p>不过说到这种押注“机制”的博弈论问题,想到了网传的一道BlackRock的量化面试题,最后留给小虎们来解答!<span class=\"teditor-emoji\">[你懂的]</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3f72394b8f0ce605344a3c6dccb1b3f7\" tg-width=\"1098\" tg-height=\"838\"></p>\n<p><strong>情景:</strong>面对100个完全理性的杀人犯,当你手中只有一颗子弹,</p>\n<p><strong>规则:</strong></p>\n<ul style=\"\">\n <li>\n <p>只要有哪怕一丁点活下来的概率(>0),他就会尝试逃跑</p></li>\n <li>\n <p>只有在确定必死(=0 概率生存) 时,才不会逃跑</p></li>\n</ul>\n<p><strong>目标:如何实现0人逃跑?<span class=\"teditor-emoji\">[暗中观察]</span></strong></p>\n<p></p>\n<p><strong><span class=\"color-mark\" style=\"color: rgb(230, 126, 35);\">评论区留下你的想法,一起赢取1000虎币奖励!🎁</span></strong> <a data-mention-id=\".SPX\" class=\"teditor-mention\" data-mention-name=\"标普500\" href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a> <a data-mention-id=\"XAGUSD.FOREX\" class=\"teditor-mention\" data-mention-name=\"白银/美元\" href=\"https://laohu8.com/S/XAGUSD.FOREX\">$白银/美元(XAGUSD.FOREX)$</a> <a data-mention-id=\"AGQ\" class=\"teditor-mention\" data-mention-name=\"2倍做多白银ETF-ProShares\" href=\"https://laohu8.com/S/AGQ\">$2倍做多白银ETF-ProShares(AGQ)$</a></p></body></html>","htmlText":"<html><head></head><body><blockquote>\n <p><strong>边锡明:成熟的投资者,已经在为下一次机会做准备。</strong></p>\n</blockquote>\n<p>(边锡明,61岁,中财期货与民企中财集团董事长。因为在黄金、铜等大宗商品上的精准判断,被圈内人称为“隐形期王”。)</p>\n<p></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/2e227b3634cbcac241cf714578367879\" tg-width=\"930\" tg-height=\"741\"></p>\n<p>边锡明的这笔押注,从2025年8月开始,前期曾建立白银多头仓位(根据交易所数据,此笔交易获利超过13亿元),2025年年末开始,突然且持续性地持有空头仓位,到现在2026年2月,净空头冲到了大概30万手(据知情人士表示,边锡明本人的押注以及他直接为少数几位客户管理的产品,占该公司贵金属持仓的大头。)对应右图他的累计盈亏,开始做空的一段时间里,都是浮亏的,基本上就是顶着浮亏在持续加仓,但是,随着最近白银价格的暴跌,到2月3号,账户浮盈预估10亿元,2月5号周四的大跌,可以确定这笔做空白银的盈利是进一步扩大了。</p>\n<p></p>\n<p>只能说,真是高手。<span class=\"teditor-emoji\">[暗中观察]</span> 一般大家都是盈利才敢加,浮亏会选择减仓或者止损,边锡明顶着浮亏加仓,短期的涨跌对于他肯定是不重要的,那他一直在押的是什么-<strong>白银多头最终会被系统性挤出</strong>。他把交易“方向”的投资,变成了一项博弈“规则概率”的投资,<strong>当压力持续存在,系统会把多头自己清洗掉</strong>。</p>\n<p>(中财官网上有他本人坚持了29年的连载栏目-我的反省。小虎们有兴趣可以看看~)</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/1a3fa6df2f818649aae23c8399a1d28b\" tg-width=\"1203\" tg-height=\"942\"></p>\n<p></p>\n<p>不过说到这种押注“机制”的博弈论问题,想到了网传的一道BlackRock的量化面试题,最后留给小虎们来解答!<span class=\"teditor-emoji\">[你懂的]</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3f72394b8f0ce605344a3c6dccb1b3f7\" tg-width=\"1098\" tg-height=\"838\"></p>\n<p><strong>情景:</strong>面对100个完全理性的杀人犯,当你手中只有一颗子弹,</p>\n<p><strong>规则:</strong></p>\n<ul style=\"\">\n <li>\n <p>只要有哪怕一丁点活下来的概率(>0),他就会尝试逃跑</p></li>\n <li>\n <p>只有在确定必死(=0 概率生存) 时,才不会逃跑</p></li>\n</ul>\n<p><strong>目标:如何实现0人逃跑?<span class=\"teditor-emoji\">[暗中观察]</span></strong></p>\n<p></p>\n<p><strong><span class=\"color-mark\" style=\"color: rgb(230, 126, 35);\">评论区留下你的想法,一起赢取1000虎币奖励!🎁</span></strong> <a data-mention-id=\".SPX\" class=\"teditor-mention\" data-mention-name=\"标普500\" href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a> <a data-mention-id=\"XAGUSD.FOREX\" class=\"teditor-mention\" data-mention-name=\"白银/美元\" href=\"https://laohu8.com/S/XAGUSD.FOREX\">$白银/美元(XAGUSD.FOREX)$</a> <a data-mention-id=\"AGQ\" class=\"teditor-mention\" data-mention-name=\"2倍做多白银ETF-ProShares\" href=\"https://laohu8.com/S/AGQ\">$2倍做多白银ETF-ProShares(AGQ)$</a></p></body></html>","text":"边锡明:成熟的投资者,已经在为下一次机会做准备。 (边锡明,61岁,中财期货与民企中财集团董事长。因为在黄金、铜等大宗商品上的精准判断,被圈内人称为“隐形期王”。) 边锡明的这笔押注,从2025年8月开始,前期曾建立白银多头仓位(根据交易所数据,此笔交易获利超过13亿元),2025年年末开始,突然且持续性地持有空头仓位,到现在2026年2月,净空头冲到了大概30万手(据知情人士表示,边锡明本人的押注以及他直接为少数几位客户管理的产品,占该公司贵金属持仓的大头。)对应右图他的累计盈亏,开始做空的一段时间里,都是浮亏的,基本上就是顶着浮亏在持续加仓,但是,随着最近白银价格的暴跌,到2月3号,账户浮盈预估10亿元,2月5号周四的大跌,可以确定这笔做空白银的盈利是进一步扩大了。 只能说,真是高手。[暗中观察] 一般大家都是盈利才敢加,浮亏会选择减仓或者止损,边锡明顶着浮亏加仓,短期的涨跌对于他肯定是不重要的,那他一直在押的是什么-白银多头最终会被系统性挤出。他把交易“方向”的投资,变成了一项博弈“规则概率”的投资,当压力持续存在,系统会把多头自己清洗掉。 (中财官网上有他本人坚持了29年的连载栏目-我的反省。小虎们有兴趣可以看看~) 不过说到这种押注“机制”的博弈论问题,想到了网传的一道BlackRock的量化面试题,最后留给小虎们来解答![你懂的] 情景:面对100个完全理性的杀人犯,当你手中只有一颗子弹, 规则: 只要有哪怕一丁点活下来的概率(>0),他就会尝试逃跑 只有在确定必死(=0 概率生存) 时,才不会逃跑 目标:如何实现0人逃跑?[暗中观察] 评论区留下你的想法,一起赢取1000虎币奖励!🎁 $标普500(.SPX)$ $白银/美元(XAGUSD.FOREX)$ 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