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主题:【原创】连续4天每天4、5%的涨跌后,是不是有了苗头 -- 铁手

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家园 unsophiscated clients leak

their strategies, and more fatally, their positions to the broker, whose desk actively trades against the aggregates of these positions.

Some client hold large derivative positions that are based on benchmarks whose performance can be manipulated by the publisher. GS has a few popular benchmarks.

Some derivatives are design with a built-in decay.

Lots of engineering talents on wall street.

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