纳斯达克前主席伯纳德·麦道夫(BernardL.Madoff)利用庞氏骗局诈骗500亿美元一事,提醒了众多的投资者,也使过去被鲜花簇拥的投资精英的信誉受到了普遍的质疑.一位自称是华人中的巴菲特,并著有"我的巴菲特财富之路"一书的投资家最近就遭遇到了这种信任危机,被许多人指责是骗子,而不是操盘高手. 为了化解危机,这位投资家从大年初一开始,连续一周公开表演他的财技,他的投资品种是道琼斯指数,外汇和期货,交易平台为IB(Interactive Brokers ),承诺一周内的回报是1%.下面三个附件来自他公开的第一天的真实交易记录,声称当天投入了一百万美元,当天赚了31.8万美元.价值中国网懂金融的高手很多,分析分析有没有问题? 如果愿意研究,可以提供更多的数据
补充一句,这位投资家也是价值中国网的作者,欢迎专业的探讨
附件一:
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:01 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:02 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29073 USD IDEALPRO 一月 25 22:01:02 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:02 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:02 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:03 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:03 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:04 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29073 USD IDEALPRO 一月 25 22:01:04 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:04 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:05 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:05 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29073 USD IDEALPRO 一月 25 22:01:05 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:06 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:06 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:07 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29073 USD IDEALPRO 一月 25 22:01:07 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:07 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29077 USD IDEALPRO 一月 25 22:01:07 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29070 USD IDEALPRO 一月 25 22:01:08 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29082 USD IDEALPRO 一月 25 22:01:08 IB 2.50
SLD 25000 EUR EUR.USD Cash 1.29090 USD IDEALPRO 一月 25 22:01:09 IB 2.50
SLD 20000 EUR EUR.USD Cash 1.29088 USD IDEALPRO 一月 25 22:01:09 IB 2.50
SLD 20000 EUR EUR.USD Cash 1.28960 USD IDEALPRO 01:14:50 IB 2.50
SLD 1 EUR MAR09 Futures 6EH9 1.2882 USD GLOBEX 02:17:39 IB 2.85
SLD 1 EUR MAR09 Futures 6EH9 1.2882 USD GLOBEX 02:17:39 IB 2.85
SLD 5 ES MAR09 Futures ESH9 815.50 USD GLOBEX 02:17:39 IB 12.00
SLD 1 EUR MAR09 Futures 6EH9 1.2864 USD GLOBEX 02:21:39 IB 2.85
SLD 1 EUR MAR09 Futures 6EH9 1.2864 USD GLOBEX 02:21:39 IB 2.85
SLD 1 EUR MAR09 Futures 6EH9 1.2864 USD GLOBEX 02:21:39 IB 2.85
SLD 1 EUR MAR09 Futures 6EH9 1.2863 USD GLOBEX 02:21:40 IB 2.85
SLD 1 EUR MAR09 Futures 6EH9 1.2863 USD GLOBEX 02:21:40 IB 2.85
+ BOT 20 YM MAR09 Futures YM MAR 09 8,018.000 USD ECBOT 08:45:11 winlp471 42.60
+ BOT 10 CL MAR09 Futures CLH9 46.300 USD NYMEX 08:46:06 winlp471 27.50
+ SLD 43 EUR MAR09 Futures 6EH9 1.304 USD GLOBEX 08:53:11 winlp471 122.55
+ BOT 32 YM MAR09 Futures YM MAR 09 8,011.000 USD ECBOT 09:00:33 winlp471 68.16
+ SLD 50 EUR MAR09 Futures 6EH9 1.307 USD GLOBEX 09:04:35 winlp471 142.50
+ SLD 2000 BHP Stock BHP 38.180 USD ISLAND 09:05:57 ywang469 10.00
+ BOT 51 EUR MAR09 Futures 6EH9 1.306 USD GLOBEX 09:07:22 winlp471 145.35
+ BOT 33 QM MAR09 Futures QMH9 45.700 USD NYMEX 09:08:01 winlp471 79.20
+ SLD 2000 RTP Stock RTP 86.703 USD ARCA 09:10:33 ywang469 10.00
+ SLD 5000000 EUR EUR.USD Cash 1.308 USD IDEALPRO 09:10:57 winlp471 130.83
+ SLD 51 EUR MAR09 Futures 6EH9 1.309 USD GLOBEX 09:11:47 winlp471 145.35
+ BOT 3814755 EUR EUR.USD Cash 1.311 USD IDEALPRO 09:12:13 winlp471 99.99
+ BOT 20 CL MAR09 Futures CLH9 45.897 USD NYMEX 09:17:06 winlp471 55.00
+ BOT 41 EUR MAR09 Futures 6EH9 1.308 USD GLOBEX 09:19:09 winlp471 116.85
+ SLD 41 EUR MAR09 Futures 6EH9 1.310 USD GLOBEX 09:22:17 winlp471 116.85
BOT 512719 EUR EUR.USD Cash 1.31120 USD IDEALPRO 09:22:59 winlp471 13.45
+ SLD 2000 MON Stock MON 79.506 USD ISLAND 09:24:50 ywang469 10.00
SLD 1000 OIH Stock OIH 78.00 USD ISLAND 09:27:48 ywang469 5.00
+ BOT 32 YM MAR09 Futures YM MAR 09 8,029.000 USD ECBOT 09:30:32 winlp471 68.16
+ BOT 51 EUR MAR09 Futures 6EH9 1.310 USD GLOBEX 09:31:48 winlp471 145.35
SLD 40 XLF FEB09 10.0 CALL Option XJZBJ 0.61 USD CBOE 09:31:54 ywang469 35.20
+ SLD 20 XLF FEB09 8.0 CALL Option XJZBH 1.610 USD PHLX 09:32:21 ywang469 14.00
+ SLD 33 QM MAR09 Futures QMH9 46.600 USD NYMEX 09:38:19 winlp471 79.20
+ SLD 32 YM MAR09 Futures YM MAR 09 8,076.000 USD ECBOT 09:43:12 winlp471 68.16
+ BOT 51 YM MAR09 Futures YM MAR 09 8,060.000 USD ECBOT 09:51:17 winlp471 108.63
+ SLD 51 YM MAR09 Futures YM MAR 09 8,075.000 USD ECBOT 09:55:42 winlp471 108.63
+ BOT 51 YM MAR09 Futures YM MAR 09 8,063.000 USD ECBOT 09:56:52 winlp471 108.63
+ BOT 51 YM MAR09 Futures YM MAR 09 8,061.000 USD ECBOT 09:57:26 winlp471 108.63
+ SLD 52 YM MAR09 Futures YM MAR 09 8,080.000 USD ECBOT 09:59:39 winlp471 110.76
+ SLD 50 YM MAR09 Futures YM MAR 09 8,105.200 USD ECBOT 10:00:14 winlp471 106.50
+ SLD 51 EUR MAR09 Futures 6EH9 1.314 USD GLOBEX 10:00:19 winlp471 145.35
+ SLD 100 YM MAR09 Futures YM MAR 09 8,117.000 USD ECBOT 10:00:40 winlp471 213.00
BOT 1 YM MAR09 Futures YM MAR 09 8131.0 USD ECBOT 10:01:23 winlp471 2.13
+ BOT 101 YM MAR09 Futures YM MAR 09 8,131.980 USD ECBOT 10:01:29 winlp471 215.13
+ SLD 30 CL MAR09 Futures CLH9 47.530 USD NYMEX 10:06:46 winlp471 82.50
+ SLD 52 YM MAR09 Futures YM MAR 09 8,150.000 USD ECBOT 10:09:04 winlp471 110.76
+ BOT 101 YM MAR09 Futures YM MAR 09 8,141.000 USD ECBOT 10:13:58 winlp471 215.13
+ BOT 51 EUR MAR09 Futures 6EH9 1.315 USD GLOBEX 10:15:12 winlp471 145.35
+ BOT 51 YM MAR09 Futures YM MAR 09 8,137.000 USD ECBOT 10:17:26 winlp471 108.63
+ BOT 101 AUD MAR09 Futures 6AH9 .658 USD GLOBEX 10:17:30 winlp471 287.85
+ BOT 51 AUD MAR09 Futures 6AH9 .658 USD GLOBEX 10:18:42 winlp471 145.35
+ SLD 52 YM MAR09 Futures YM MAR 09 8,149.000 USD ECBOT 10:20:10 winlp471 110.76
+ SLD 50 YM MAR09 Futures YM MAR 09 8,155.000 USD ECBOT 10:20:55 winlp471 106.50
+ SLD 51 EUR MAR09 Futures 6EH9 1.315 USD GLOBEX 10:21:38 winlp471 145.35
+ SLD 52 AUD MAR09 Futures 6AH9 .659 USD GLOBEX 10:22:24 winlp471 148.20
+ SLD 52 AUD MAR09 Futures 6AH9 .659 USD GLOBEX 10:22:24 winlp471 148.20
+ SLD 100 YM MAR09 Futures YM MAR 09 8,158.000 USD ECBOT 10:22:26 winlp471 213.00
+ SLD 48 AUD MAR09 Futures 6AH9 .659 USD GLOBEX 10:22:54 winlp471 136.80
BOT 10 ES MAR09 Futures ESH9 845.00 USD GLOBEX 11:04:52 ywang469 24.00
SLD 10 ES MAR09 Futures ESH9 841.50 USD GLOBEX 11:43:41 ywang469 24.00
BOT 10 ES MAR09 Futures ESH9 840.50 USD GLOBEX 11:48:29 ywang469 24.00
+ BOT 5 CL MAR09 Futures CLH9 46.798 USD NYMEX 12:39:37 ywang469 13.75
+ SLD 50 AAPL FEB09 100.0 CALL Option QAABT .980 USD CBOE 12:53:22 OptTrader ywang469 35.00
+ SLD 5 CL MAR09 Futures CLH9 46.620 USD NYMEX 12:57:04 ywang469 13.75
SLD 10 ES MAR09 Futures ESH9 842.75 USD GLOBEX 12:58:03 ywang469 24.00
SLD 10 AAPL FEB09 100.0 CALL Option QAABT 1.00 USD CBOE 13:04:02 ywang469 7.00
SLD 10 AAPL FEB09 100.0 CALL Option QAABT 0.97 USD CBOE 13:16:41 ywang469 7.00
+ SLD 5 EUR MAR09 Futures 6EH9 1.313 USD GLOBEX 13:52:09 ywang469 14.25
+ BOT 5 EUR MAR09 Futures 6EH9 1.312 USD GLOBEX 13:52:36 winlp471 14.25
附件二:
+ SLD 50 YM MAR09 Futures YM MAR 09 8,097.000 USD ECBOT 08:02:29 winlp471 106.50
+ BOT 50 CL MAR09 Futures CLH9 45.170 USD NYMEX 09:05:06 winlp471 137.50
+ BOT 32 YM MAR09 Futures YM MAR 09 8,120.000 USD ECBOT 09:14:01 winlp471 68.16
+ SLD 12 CL MAR09 Futures CLH9 43.950 USD NYMEX 09:26:27 winlp471 33.00
+ SLD 52 CL MAR09 Futures CLH9 43.883 USD NYMEX 09:26:31 winlp471 143.00
+ SLD 32 CL MAR09 Futures CLH9 44.060 USD NYMEX 09:26:51 winlp471 88.00
+ BOT 32 CL MAR09 Futures CLH9 44.080 USD NYMEX 09:31:33 winlp471 88.00
+ BOT 51 EUR MAR09 Futures 6EH9 1.320 USD GLOBEX 09:33:02 winlp471 145.35
+ BOT 70 AAPL FEB09 100.0 CALL Option QAABT .860 USD PSE 09:34:35 ywang469 66.10
+ BOT 12 AUD MAR09 Futures 6AH9 .660 USD GLOBEX 09:34:45 winlp471 34.20
+ BOT 3783007 EUR EUR.USD Cash 1.322 USD IDEALPRO 09:35:09 winlp471 100.00
BOT 5 FSLR FEB09 155.0 CALL Option HJQBK 6.60 USD PSE 09:35:24 ywang469 3.50
BOT 5 FSLR FEB09 150.0 CALL Option HJQBJ 8.30 USD PSE 09:36:44 ywang469 3.50
+ SLD 51 EUR MAR09 Futures 6EH9 1.321 USD GLOBEX 09:43:14 winlp471 145.35
+ SLD 32 YM MAR09 Futures YM MAR 09 8,147.000 USD ECBOT 09:45:06 winlp471 68.16
+ SLD 3804800 EUR EUR.USD Cash 1.322 USD IDEALPRO 09:46:38 winlp471 100.60
+ BOT 101 YM MAR09 Futures YM MAR 09 8,122.218 USD ECBOT 09:49:21 winlp471 215.13
+ SLD 51 YM MAR09 Futures YM MAR 09 8,128.000 USD ECBOT 09:55:06 winlp471 108.63
+ SLD 100 YM MAR09 Futures YM MAR 09 8,139.000 USD ECBOT 09:55:57 winlp471 213.00
+ BOT 51 YM MAR09 Futures YM MAR 09 8,114.000 USD ECBOT 09:59:05 winlp471 108.63
+ BOT 51 EUR MAR09 Futures 6EH9 1.319 USD GLOBEX 09:59:41 winlp471 145.35
+ BOT 51 YM MAR09 Futures YM MAR 09 8,082.000 USD ECBOT 10:02:55 winlp471 108.63
+ BOT 51 EUR MAR09 Futures 6EH9 1.314 USD GLOBEX 10:05:33 winlp471 145.35
+ BOT 7587253 AUD AUD.USD Cash .659 USD IDEALPRO 10:10:59 winlp471 100.00
+ BOT 3154491 EUR EUR.USD Cash 1.313 USD IDEALPRO 10:38:20 winlp471 82.87
+ SLD 52 EUR MAR09 Futures 6EH9 1.318 USD GLOBEX 11:10:03 winlp471 148.20
+ SLD 50 EUR MAR09 Futures 6EH9 1.316 USD GLOBEX 11:27:40 winlp471 142.50
+ SLD 7572316 AUD AUD.USD Cash .660 USD IDEALPRO 11:30:04 winlp471 100.00
+ SLD 21 YM MAR09 Futures YM MAR 09 8,135.000 USD ECBOT 11:30:10 winlp471 44.73
+ BOT 15 EUR MAR09 Futures 6EH9 1.314 USD GLOBEX 11:35:23 winlp471 42.75
+ BOT 51 YM MAR09 Futures YM MAR 09 8,105.000 USD ECBOT 11:36:35 winlp471 108.63
+ BOT 51 YM MAR09 Futures YM MAR 09 8,104.745 USD ECBOT 11:42:30 winlp471 108.63
SLD 15 EUR MAR09 Futures 6EH9 1.3156 USD GLOBEX 11:46:49 winlp471 42.75
附件三:
+ SLD 50 YM MAR09 Futures YM MAR 09 8,097.000 USD ECBOT 08:02:29 winlp471 106.50
+ BOT 50 CL MAR09 Futures CLH9 45.170 USD NYMEX 09:05:06 winlp471 137.50
+ BOT 32 YM MAR09 Futures YM MAR 09 8,120.000 USD ECBOT 09:14:01 winlp471 68.16
+ SLD 12 CL MAR09 Futures CLH9 43.950 USD NYMEX 09:26:27 winlp471 33.00
+ SLD 52 CL MAR09 Futures CLH9 43.883 USD NYMEX 09:26:31 winlp471 143.00
+ SLD 32 CL MAR09 Futures CLH9 44.060 USD NYMEX 09:26:51 winlp471 88.00
+ BOT 32 CL MAR09 Futures CLH9 44.080 USD NYMEX 09:31:33 winlp471 88.00
+ BOT 51 EUR MAR09 Futures 6EH9 1.320 USD GLOBEX 09:33:02 winlp471 145.35
+ BOT 70 AAPL FEB09 100.0 CALL Option QAABT .860 USD PSE 09:34:35 ywang469 66.10
+ BOT 12 AUD MAR09 Futures 6AH9 .660 USD GLOBEX 09:34:45 winlp471 34.20
+ BOT 3783007 EUR EUR.USD Cash 1.322 USD IDEALPRO 09:35:09 winlp471 100.00
BOT 5 FSLR FEB09 155.0 CALL Option HJQBK 6.60 USD PSE 09:35:24 ywang469 3.50
BOT 5 FSLR FEB09 150.0 CALL Option HJQBJ 8.30 USD PSE 09:36:44 ywang469 3.50
+ SLD 51 EUR MAR09 Futures 6EH9 1.321 USD GLOBEX 09:43:14 winlp471 145.35
+ SLD 32 YM MAR09 Futures YM MAR 09 8,147.000 USD ECBOT 09:45:06 winlp471 68.16
+ SLD 3804800 EUR EUR.USD Cash 1.322 USD IDEALPRO 09:46:38 winlp471 100.60
+ BOT 101 YM MAR09 Futures YM MAR 09 8,122.218 USD ECBOT 09:49:21 winlp471 215.13
+ SLD 51 YM MAR09 Futures YM MAR 09 8,128.000 USD ECBOT 09:55:06 winlp471 108.63
+ SLD 100 YM MAR09 Futures YM MAR 09 8,139.000 USD ECBOT 09:55:57 winlp471 213.00
+ BOT 51 YM MAR09 Futures YM MAR 09 8,114.000 USD ECBOT 09:59:05 winlp471 108.63
+ BOT 51 EUR MAR09 Futures 6EH9 1.319 USD GLOBEX 09:59:41 winlp471 145.35
+ BOT 51 YM MAR09 Futures YM MAR 09 8,082.000 USD ECBOT 10:02:55 winlp471 108.63
+ BOT 51 EUR MAR09 Futures 6EH9 1.314 USD GLOBEX 10:05:33 winlp471 145.35
+ BOT 7587253 AUD AUD.USD Cash .659 USD IDEALPRO 10:10:59 winlp471 100.00
+ BOT 3154491 EUR EUR.USD Cash 1.313 USD IDEALPRO 10:38:20 winlp471 82.87
+ SLD 52 EUR MAR09 Futures 6EH9 1.318 USD GLOBEX 11:10:03 winlp471 148.20
+ SLD 50 EUR MAR09 Futures 6EH9 1.316 USD GLOBEX 11:27:40 winlp471 142.50
+ SLD 7572316 AUD AUD.USD Cash .660 USD IDEALPRO 11:30:04 winlp471 100.00
+ BOT 15 EUR MAR09 Futures 6EH9 1.314 USD GLOBEX 11:35:23 winlp471 42.75
+ BOT 51 YM MAR09 Futures YM MAR 09 8,105.000 USD ECBOT 11:36:35 winlp471 108.63
+ BOT 51 YM MAR09 Futures YM MAR 09 8,104.745 USD ECBOT 11:42:30 winlp471 108.63
SLD 15 EUR MAR09 Futures 6EH9 1.3156 USD GLOBEX 11:46:49 winlp471 42.75
+ BOT 33 EUR MAR09 Futures 6EH9 1.315 USD GLOBEX 12:06:49 winlp471 94.05
+ SLD 52 YM MAR09 Futures YM MAR 09 8,135.000 USD ECBOT 12:18:14 winlp471 110.76
+ SLD 29 AUD MAR09 Futures 6AH9 .659 USD GLOBEX 12:28:09 winlp471 82.65
+ SLD 52 YM MAR09 Futures YM MAR 09 8,168.000 USD ECBOT 12:28:52 winlp471 110.76
+ BOT 50 CL MAR09 Futures CLH9 43.820 USD NYMEX 12:30:19 winlp471 137.50
+ SLD 33 EUR MAR09 Futures 6EH9 1.318 USD GLOBEX 12:31:10 winlp471 94.05
+ BOT 4 EUR MAR09 Futures 6EH9 1.316 USD GLOBEX 12:37:02 winlp471 11.40
+ BOT 24 EUR MAR09 Futures 6EH9 1.317 USD GLOBEX 12:40:14 winlp471 68.40