算法交易-Bali

算法交易是做交易的一种手段。现在咱就说说怎么做交易。

首先，交易的目的是赚钱，是持续盈利，或者说是在一个时间段内快速赚钱。

初涉市场的同学们，经常会拿出近期涨幅最猛的品种，想象哪里买入，哪里卖出，再根据本金一算，哇，好多钱，如果我早点知道，股神期货大佬就是我了。这是个可以原谅的错误想法。

问题在于，市场中的所有决定都是当下的，市场没有走出来之前每人能100%预测得准（或者觉得预测无意义），古今中外一个人也没有，无论是巴菲特、约翰墨菲、江恩、杰西·李弗摩尔、陈江挺、花荣、莫大、徐小明、缠、D牛、女神（最后面两位是谁？嘿嘿），当然也包括隔壁小店卖香烟的老板。你觉得自己会是第一个吗？现在NBA中投篮最好的球手的投篮命中率也不过60%多，想成为第一个在职业生涯中投篮100%命中的职业球员？这是个多么完美的混蛋想法。

本质上来说，股市是一个概率游戏，每次出手可能赢利，也可能亏损。更何况，判断市场的方向仅仅是游戏的一部分而已。方向对了，还要决定下注多少，什么时候退出获利，等资金再大一点，还要考虑操作对市场的影响等。

交易是由一系列买卖动作组成的：买（买什么、买多少、什么时候买）、卖（卖什么、卖多少、什么时候卖）。每次操作赚钱、赔钱都有一定的概率，很多因素可能会增大成功率，比如加息、市场热点题材、利润预增、大旱、刚强势突破半年高点等。

利润 = ∑赚钱操作 – ∑赔钱操作 – ∑交易成本

由此可以得出几件很浅显的道理：

1. 亏损是交易的一部分，止损时候别手软。
2. 不要满仓操作，因为你玩的是概率。连续投中10个球后，能确定下面一个一定投中吗？看看赌徒谬论。
3. 保住本金。否则就只好卷铺盖走路了。
4. 本金太少不行。开始阶段连续碰上5次坏运气也是完全可能的，因为本金太少，这时候可能已经没有资格再玩下去了。
5. 不能用压力资金。有时候没有入市信号就是没有，逼着自己出拳只会冒更大的风险，这是很多基金的悲哀。如果是自己的压力资金的话，止损会带来更大的心理伤害。

道理是很多人知道的，但知易行难，因为这是人性，人是emotional的。想想吉格斯可能就稍微明白点了。

算法交易在这方面毫无疑问是有优势的，把问题想清楚了，交给计算机去执行吧，只要算法有效的市场条件依然存在，就不要去管它。春播秋收，到时候来收庄稼就是。

要想持续盈利的方法就是每次小仓位，小输大盈，积少成多。

简单的动作，不断地重复，久赌必赢。

一个朋友的朋友的公司，一段时间以来，钱投了不少，但是没见多少效果。邀请我去给看看，出出主意，才有了这个隆中对。删除了部分内容，共享一下吧，抛砖引玉。很多处于成长中的企业或早或晚可能都会遇到类似的问题。

在这里下载ppt

大致内容：

• 产品战略
• 当前任务
• 团队建设
• 流程管理
• 客户需求管理
• 文化建设
• 考核制度
• 激励制度
• 如何开始工作

并在最后给老板一个选择是做曹操、袁绍还是孙权，呵呵。当然希望所有的老板都能达到曹操的水平。

Delivered a short presentation recently. Share the slides.

How to build a team of excellence

There are several big news around Facebook lately: Facebook’s user base hits 500 million, and its traffic surpasses Google’s. Why is this? Here is my version of summary:

1. Break the assumption to be a game rule changer

“Computers are for scientists.” – broken by Microsoft.

“Search engine canot make money” – broken by Google

“On the Internet, nobody knows you’re a dog” – broken by Facebook.

The most unique/outstanding thing about FB’s is that users are required to utilize their true identity. Everything is REAL – real name, real experience, real feeling, real people and as a result TRUST is built on the internet for the 1st time in such a low cost.

2. Right “go to market” strategy

If we look at history of FB carefully, it starts with Harvard university, next to more universities, and than to high school and finally to anyone older than 13. It sounds ridiculous when a web site requests your private information even today, but we have to get early adopters. Students are ideal candidates – They are young, easy to change, happy to share, risk-taking and need friends. Coincidentally(Intentionally? I guess not), Mark did a extraordinary product launch.

Of course, FB also failed product launch, for example, bacon. I always believe if bacon is launched as “opt-out by default”, it will be another story.

3. Follow your users, then everything else will follow you.

Make users happy, and then employees and investors will be happy as well. To please investors by hurting user experiences(for example, big banner AD) seams like gaining returns in short term, but it will adversely affect user adoption in longer term. This is proved over and over again in many places.

4. Simple and fun.

In a nutshell, most web sites fall into the category of consumer product, as opposed to business or enterprise product. Be human. Be simple. Not everyone is a PhD.

Moreover, in the early stage of FB, it is nothing but a university version of hot or not. Start with a extremely simple idea.

5. A hero

People need hero in many reasons, not only in film, but also in real life. Mark has many similar attributes to ones in Hollywood films in addition to smart and hard-working:

• Ambitious – He wanna redefine the web. “The web is about people, instead of code.”
• Idealist – He walked away from a $1B check.
• Have a strong opponent which is said unbeatable. Everyone knows its name.
• Sales man traits. Having a belief is good, but not enough. One have to sell it to others, especially investors(to get  money to grow), employees(hire the best people and make them work happily), media(get people talk about you and your young company), etc.
• Unconventional. Looking not a CEO in many aspects – young(25), less-experienced(no top star company working experience), a dropout
• Handsome? :=)

6. Get more friends

To meet people needs in such a large scale, you have to focus on individual segmented customers(or market). But that is not good invest financially. How to do that? Be a platform. Invite other partners to meet niche market needs but put you in the center. That is open platform strategy.

7. Right timing and place

Right place(what if this happens in China), right timing(what if this happens 10 years ago), …

I have also similar type of comments about Microsoft’s success here.

http://blog.sina.com.cn/s/blog_489548eb0100l0jj.html?tj=1

共同学习一下：

所以我们常人都应该要有平常心，不要活得太精明，要有先行投入的意识，甚至在别人还没出息的时候去对人家好，不计较得失，那样就算将来人家出息了，也不会 简单用势利的方法来对待你。我们不知道周围的孩子将来谁会出类拔萃，但我们知道我们今天的行为会种下未来的果子。我们常常听说古代穷书生出息后回报恩人的 故事，其实我们现实生活里面也不乏其例。

在学校时候的老板是这方面的典范，70岁的老人，见到100多个学生，都能叫出名字，而且都能问问你最关心的问题，不容易。所以在师兄弟中是有口皆碑。