我的投资之路，连载更新30
找一个投资标的，比如欧元，黄金，或者英镑，随便哪种。一边重手做空，一边重手做多。为了简化问题，我们不考虑交易成本。一个账户必然爆仓，一个账户此时的净值一定翻番，也就是40000美元。
套利者无需知道价格的方向，要么在铁汇变成40000美元，扣除10000美元的赠金，还有30000美元。要么在正规账户上有40000美元现金，铁汇爆仓。
前者不赚不亏（交易成本另算是亏损的），后者可以白赚10000美元。
无须知道任何方向，没有任何判断。一半的概率白赚10000美元，投入30000美元。33%的收益。
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