2009-07-31

Set theoretic dust

"Category Theory allows you to work on structures without the need first to pulverize them into set theoretic dust" (Corfiel)

〔魔兽世界〕变身〔盒谐世界〕

大家长意识的愚蠢与僵化,很娱乐!

李日强笑言:“说魔兽世界是国内最守法的一款网络游戏恐怕都不过分.”

...

“网易当然希望也一直努力能够带给玩家全球的版本,让中国大陆玩家体验到和其他地方一致的游戏内容,但这有一个大前提,就是要遵守监管部门的相关法规,”昨晚,网易魔兽世界项目负责人李日强接受南方都市报记者采访时说。

“守法”居然可以用程度副词来修饰,那么这个国度的法是咋样的呢?!

2009-07-25

打的就是“时间差”

金融精英们真的凭靠他们的洞察预测市场吗?!和战争一样,拼的是实力,武器与弹药。那么这武器是什么?Stock Traders Find Speed Pays, in Milliseconds,靠得高速的计算系统和迅捷的传感器网络进行高频买卖。时间就是金钱。

These systems are so fast they can outsmart or outrun other investors, humans and computers alike. And after growing in the shadows for years, they are generating lots of talk.

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Powerful algorithms — “algos,” in industry parlance — execute millions of orders a second and scan dozens of public and private marketplaces simultaneously. They can spot trends before other investors can blink, changing orders and strategies within milliseconds.

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High-frequency traders often confound other investors by issuing and then canceling orders almost simultaneously. Loopholes in market rules give high-speed investors an early glance at how others are trading. And their computers can essentially bully slower investors into giving up profits — and then disappear before anyone even knows they were there.

High-frequency traders also benefit from competition among the various exchanges, which pay small fees that are often collected by the biggest and most active traders — typically a quarter of a cent per share to whoever arrives first. Those small payments, spread over millions of shares, help high-speed investors profit simply by trading enormous numbers of shares, even if they buy or sell at a modest loss.

...

The rise of high-frequency trading helps explain why activity on the nation’s stock exchanges has exploded. Average daily volume has soared by 164 percent since 2005, according to data from NYSE.

一个事例:

It was July 15, and Intel, the computer chip giant, had reporting robust earnings the night before. Some investors, smelling opportunity, set out to buy shares in the semiconductor company Broadcom. (Their activities were described by an investor at a major Wall Street firm who spoke on the condition of anonymity to protect his job.) The slower traders faced a quandary: If they sought to buy a large number of shares at once, they would tip their hand and risk driving up Broadcom’s price. So, as is often the case on Wall Street, they divided their orders into dozens of small batches, hoping to cover their tracks. One second after the market opened, shares of Broadcom started changing hands at $26.20.

The slower traders began issuing buy orders. But rather than being shown to all potential sellers at the same time, some of those orders were most likely routed to a collection of high-frequency traders for just 30 milliseconds — 0.03 seconds — in what are known as flash orders. While markets are supposed to ensure transparency by showing orders to everyone simultaneously, a loophole in regulations allows marketplaces like Nasdaq to show traders some orders ahead of everyone else in exchange for a fee.

In less than half a second, high-frequency traders gained a valuable insight: the hunger for Broadcom was growing. Their computers began buying up Broadcom shares and then reselling them to the slower investors at higher prices. The overall price of Broadcom began to rise.

Soon, thousands of orders began flooding the markets as high-frequency software went into high gear. Automatic programs began issuing and canceling tiny orders within milliseconds to determine how much the slower traders were willing to pay. The high-frequency computers quickly determined that some investors’ upper limit was $26.40. The price shot to $26.39, and high-frequency programs began offering to sell hundreds of thousands of shares.

The result is that the slower-moving investors paid $1.4 million for about 56,000 shares, or $7,800 more than if they had been able to move as quickly as the high-frequency traders.

Multiply such trades across thousands of stocks a day, and the profits are substantial. High-frequency traders generated about $21 billion in profits last year, the Tabb Group, a research firm, estimates.

2009-07-08

人,性如水

她,性善
可润于物
可融于事

她,性静,但
可怒涌巨波
可愤溃高坝

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有感于族群矛盾

2009-07-07

机会

遇到困难,可以克服;
犯了错误,可以改正;
遇到不幸,可以挺过;

所需要的,
仅是一次机会。

机会啊!
你为何现在如此稀缺?

社会啊!
你绷得太紧,
你已没自信。

没有机会再来,
这是一种黑沉沉的恐惧。

当机会已无,残暴终将蔓延。

2009-07-04

记忆是破碎的?还是完整的?

在单一计算系统中记忆应是完整的,否则无法完成计算。如果记忆是完整,那么不同计算系统的记忆如何复合?!