Super-fair Platforms Widely Hidden in Multinational Securities Business

A general phenomenon puzzles all investors is that on one hand, most individual investors believe they need to construct the portfolio consisting of 15 or more stocks to prevent risk because that large investment companies frequently get high returns is due to they obey the existing investment theory to make the portfolio consisting of more than 100 stocks, but the individual investors loss their wealth averagely. On the other hand, a few risk-likes bravely invest their total money on at most 3-4 securities with high “risk” and they get higher returns frequently. Fantastically, every single manager of these large investment companies only supervises 3-4 securities even though the whole portfolio consists of more than 100 securities. This phenomenon seems slightly against the existing investment theory, so we propose a new view, the super-fair platforms, to explain it. To answer the suspicion of the potential users, we prove that number of the super-fair platforms is big and the size of each super-fair platform is big enough so that any large investment company in this world can find a super-fair platform to fit his hopes. And we give an alarming function to hint the buying and shelling times so that the users can adjust their amount of securities for getting much higher returns. where, Oi is the odds that means a gambler would get Oi dollars by the end of the horse race for every dollar if the ith horse wins. The economical meaning of the super-fairness is that the organizers will contribute money to enlarge the odds Oi. So, the super-fairness does not exist in really horse race. However, it is very popular in securities businesses. For showing this issue, we introduce some concepts as follows: Odds: Let X be a security, we say the odds of X is O if we may get dollars with a certain probability while we invest every dollar at the beginning of the term. O Let Ai be the events of the ith securities arrives at its odds Oi, then the probability of Ai was denoted by pi (1,2,...,i n =). Let Ai denote the opposite event of, then ( ) i i p A p − = 1 A positive number OΣ is called expectable odds if it satisfies Completed wave: We assume all investors have known Ralph Nelson Elliott’s Wave Principle; they can familiarly to recognize the start point, the wave 1 and wave 2, the left shoulder, the head, the right shoulder and the last bottom as shown in the figure 1. Thus for most investors, they will get the odds