Tuesday, August 14, 2012

华尔街偷钱术(1)“非对称性滑点”

在一般人心目中公平、公正、公开的金融市场实际上就像一个大赌场,不仅胜算的几率总是偏向于坐庄那一方的,而且庄家还采用各种违法手段明里暗里搞偷鸡摸狗、欺诈散户的勾当。

关于这一点,我在之前的文字中已经有所涉及: “想赔钱,炒外汇”
http://murmuronhudson.blogspot.com/2011/10/blog-post_05.html

现在不妨再以现货黄金的实际交易截图为例,把庄家如何偷钱的鬼把戏一一道来,让更多的人知道由华尔街操纵的金融市场到底是怎么一回事。

 华尔街偷钱术的第一招叫做“非对称性滑点”("Asymmetrical Price Slippage"),意思就是庄家在交易软件中搞了个猫腻,当散户点击鼠标买卖的时候得到的不是当时所看到的价格,而是在交易软件得到买卖指令和成交之间那一眨眼的功夫就已经变化的价格,它总是让散户买进的时候多付出一点钱、卖出的时候少得到一点钱,如此重复千百万次,积累起来庄家就从散户那里偷走了以百万美元计的不法所得。详情如下:

On MetaTrader4 trading platform, a normal buy order is recorded as:

Instant order to buy XAUUSD at 1635.27, order executed at 1635.27


A normal sell order is recorded as:

Close order to sell XAUUSD at 1637.40, order executed at 1637.40


But very often, what happened was this:

Instant order to buy at 1580.02, but customer actually gets 1580.17, 15 cents more than the intended price.


Close order to sell at 1600.65, but customer actually get 1600.45, 20 cents less than the intended price.


The official explanation from the front-end brokerage firms to customers paying higher prices when buying and getting lower prices when selling is that they are all because of 'normal price slippage' - price has changed from the time the customers click the mouse and the time of actual trades occur. But if that is the case, customers should get price advantages in half of the time and price disadvantages in the other half of the time. That is not happening at all. Customers NEVER get a lower price when buying, or get a higher price when selling. This is called “asymmetrical price slippage”, one of many tricks by front-end brokerage firms and their back-end “liquidity providing banks” stealing even nickles and dimes a time from every trade made by customers.

Such “asymmetrical price slippages” repeat millions of times. Each time, brokerages and banks take extra money from customers, but they never credit customers with one penny of price improvement. This is equivalent of taking a little extra money from one trade a time, but stealing millions of dollars from all the customers collectively.

This scheme has been carried out by a Forex brokerage FXCM, which was fined $14.2 million by CFTC for "FXCM’s failure prevented its customers from receiving the benefit of price movements in customers’ favor, but allowed its customers to suffer detrimental price movements.”

http://www.cftc.gov/PressRoom/PressReleases/pr6119-11

尽管官方监管机构已经有处罚不法券商的先例,可是这种偷钱术还是每天在市场上频繁地重复着,抓也抓不完。

DAILY GOLD PRICE RIGGING (7/10/2012)
http://wall-street-steals.blogspot.com/2012/07/daily-gold-price-rigging-7102012.html

DAILY GOLD PRICE RIGGING (7/11/2012)
http://wall-street-steals.blogspot.com/2012/07/daily-gold-price-rigging-7112012.html

DAILY GOLD PRICE RIGGING (7/12/2012)
http://wall-street-steals.blogspot.com/2012/07/daily-gold-price-rigging-7122012.html


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依据事实数字,把握市场脉搏,运筹金融世界。




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