Digo says Ethereum
for small projects, you can even use net / HTTP HTTP - the go programming language
common libraries to mature top - go search
the web back end of golang is much faster than PHP, ruby and Python even if it is not concurrent
using concurrent in golang is really convenient and fast, Golang scale is a very large web project with low cost
if you want, the deployment of golang can be more convenient than PHP. You can use go get and HTTP. Serveandlisten() instead of nginx and Apache
it's not a big problem to recompile for file changes. Look at Pilu / fresh · GitHub. In fact, you can write your own shell script (you can also use go directly, The reason why people don't use C / C + + to write web apps is that they are not the best choice for writing web apps.
after being compiled, the code written by golang is more robust than that written by scripting language, because go compiler forces some best practices
later 001 returned, and little monk was replaced by big box head, which gathered six people
check whether the network state is stable. It's suggested that the owner delete the cache and restart the game
Lingqi is about 580 at a time. It seems that I didn't pay attention to this problem. Half day mine, half day repair task
1、 What is arbitrage? What is hedging? Arbitrage, usually refers to a kind of physical assets or financial assets (in the same market or different markets) have two prices, buy at a lower price, sell at a higher price, so as to obtain risk-free returns. Arbitrage is the act of profiting from correcting anomalies in market prices or yields. Abnormal situation usually refers to the significant price difference of the same proct in different markets. Arbitrage means buying low and selling high, which leads to the price return to the equilibrium level. Arbitrage usually involves taking a position in one market or financial instrument and then taking a position in another market or financial instrument that offsets the previous position. After the price returns to the equilibrium level, all positions can be closed to take profits. Hedging is an investment designed to rece the risk of another investment. It is a way to rece business risks while still making profits in investment. General hedging is to carry out two transactions which are related to the market, opposite in direction, equal in quantity and balanced in profit and loss at the same time. Market correlation means that there is identity between supply and demand in the market which affects the prices of two kinds of goods. If the supply and demand change, it will affect the prices of two kinds of goods, and the direction of price change is roughly the same. Opposite direction refers to the opposite trading direction of two transactions, so that no matter what direction the price changes, there is always a profit and a loss. Of course, in order to balance the profits and losses, the quantity of the two transactions must be determined according to the range of their respective price changes, so that the quantity is roughly equal. 2、 What is the difference between arbitrage and hedging? By definition, arbitrage and hedging belong to the nature of "buying strong and throwing weak". In a sense, arbitrage is also a form of hedging. Arbitrage is more about "correcting the internal mistakes and irrationalities of the market and making it reasonable". It is often similar to "counter trend" trading. Generally, it requires that there should be a high degree of correlation between arbitrage varieties, that is, both rising and falling, and the relative profits are earned. For example, the recent empty soybean oil is more palm oil. Soybean oil and palm oil both rise and fall, but palm oil rises more, and this arbitrage will make money. The arbitrage part aside, the general sense of hedging is a strong buy weak trade, belongs to the "homeopathy" trade, not necessarily related between varieties, just need the strength of volatility. For example, some people do long copper this year, short cotton is hedging. Without a high degree of correlation, it is generally impossible to avoid systemic risk, that is, both varieties may earn or lose. 3、 What is the function of arbitrage hedging? 1. Greatly rece the risk, almost no risk profit. 2. It is concive to the improvement of the market. 3. Suitable for investors with low risk tolerance and large amount of capital
arbitrage usually refers to buying at a lower price and selling at a higher price when a physical asset or financial asset (in the same market or different markets) has two prices, so as to obtain risk-free return. Arbitrage is the act of profiting from correcting anomalies in market prices or yields. Abnormal situation usually refers to the significant price difference of the same proct in different markets. Arbitrage means buying low and selling high, which leads to the price return to the equilibrium level. Arbitrage usually involves taking a position in one market or financial instrument and then taking a position in another market or financial instrument that offsets the previous position. After the price returns to the equilibrium level, all positions can be closed to take profits
hedging, an investment designed to rece the risk of another investment. It is a way to rece business risks while still making profits in investment. General hedging is to carry out two transactions which are related to the market, opposite in direction, equal in quantity and balanced in profit and loss at the same time. Market correlation means that there is identity between supply and demand in the market which affects the prices of two kinds of goods. If the supply and demand change, it will affect the prices of two kinds of goods, and the direction of price change is roughly the same. Opposite direction refers to the opposite trading direction of two transactions, so that no matter what direction the price changes, there is always a profit and a loss. Of course, in order to balance the profits and losses, the quantity of the two transactions must be determined according to the range of their respective price changes, so that the quantity is roughly equal< Second, what is the difference between arbitrage and Hedging:
by definition, both arbitrage and hedging belong to the nature of "buy strong and sell weak". In a sense, arbitrage is also a form of hedging
arbitrage is more about "correcting the inherent mistakes and irrationalities of the market and making it reasonable". It is often similar to "counter trend" trading. Generally speaking, it requires that there should be a high degree of correlation between arbitrage varieties, that is, both rising and falling, so as to earn relative profits. For example, the recent empty soybean oil is more palm oil. Soybean oil and palm oil both rise and fall, but palm oil rises more, and this arbitrage will make money< In general, hedging is a trade of buying strong and selling weak, which belongs to the "homeopathy" trade. There is not necessarily a correlation between varieties, but only the strength of volatility. For example, some people do long copper this year, short cotton is hedging. Without a high degree of correlation, it is generally impossible to avoid systemic risk, that is, both varieties may earn or lose.
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