经济与社会科学2014sciencedirect.com
Tailspotting：识别并利用 CEO 度假行程获利
Tailspotting: Identifying and profiting from CEO vacation trips
入门 · 约 45 分钟读完前置知识：金融市场基础、统计基础
导读
这篇论文研究能否通过追踪 CEO 的度假出行信息来预测并从股价变动中获利，即利用公开的航班追踪数据识别高管行程并分析其与股票收益的关系。论文标题暗示这类'CEO 度假信号'可以带来可观的交易利润。
HN 关注点：HN 读者对利用公开数据（如 ADS-B 飞行追踪）进行套利和情报分析非常感兴趣，讨论焦点集中在航班数据的技术可行性、类似技术的其他应用，以及对'发表即失效'的市场获利策略的质疑。
HN 评论精选
这几条评论里：质疑 1 补充 2 亲历 1
亲历亲历者介绍 ADS-B 飞行数据公开可接收，追踪公司高管航班推断股价完全可行
几年前读到 ADS-B 在美国成为强制要求后，我立刻想到这一点，并花了几个月痴迷研究，成了我近年最有趣的爱好之一。ADS-B 本质上是飞机上的发射器，周期性报告注册号、高度、GPS 坐标和空速，数据实时且不像 FAA 数据源那样延迟或过滤。它不加密，任何有天线和设备的人都能接收通常 50-250 英里半径内所有装备飞机的位置。虽然许多美国国内飞机尚未装备，但到 2022 年必须全部装备；任何进入欧洲空域的飞机都必须装备，因此实际上所有国际航班都可追踪——包括大多数公务机。解码在软件层面非常简单，我运营着几个接收站……
phil21查看英文原文
This was what came to immediate mind after reading about ADS-B becoming mandatory in the US a few years back. This started a small few-month long obsession to understand it all, and became one of my more fun hobbies in the past few years. It already is mandatory in Europe. I didn't think of the vacationing correlation to stock prices, but simply tracking corporate movements and inferring future stock price movement from those movements. "Wall Street" of course coming to immediate mind here. For those not aware, ADS-B is essentially a transmitter in aircraft that periodically report registration number, altitude, GPS coordinates, and airspeed. This is to supplement the current air traffic control system, and eventually take it over. This data is in real time, and not delayed or censored like the FAA supplied data feeds are. It is not encrypted, so anyone with an antenna and the proper equipment can get the location information of every equipped aircraft within usually a 50-250mi radius, depending on antenna height, receiver quality, topology, etc. While many US domestic aircraft are not so equipped, this is rapidly changing as I believe all must be by 2022. Any aircraft that ever enters European airspace must be equipped, so that means for practical purposes any International flight can be tracked. This includes most corporate jets which are used to fly anywhere but within the United States. It's trivial to decode in software, and I run a couple installations with hacked up USB DBS TV dongles. They are not the highest quality (a few enterprising folks sell custom ASIC/boards for doing this better), but are cheap and easy to make work. It's a fun project to hack on for a weekend, I learned a bit about software defined radio among other things. Even fixed a bug in some code that accidentally calculated the aircraft's location to the wrong hemisphere :) Turns out GPS math is somewhat interesting, in the way they encode the data for the little bandwidth available. This is also the data that powers flightradar24, and probably some other sites out there. Basically a network of enthusiasts that run antenna installations reporting their data to a central server for visualization. I brought a small antenna and box on vacation with me to Jamaica a couple years back, and was able to track aircraft a good 300nm+ off the coast from the beach. It was fun watching the tracks route around storms and such.
补充补充：同样的航班追踪技术还被用于调查军火走私和 CIA 秘密航班
类似技术也可用于识别国际军火商、规避制裁者和 CIA 的引渡航班等。Alex Harrowell 偶尔会写这方面的博客，并附上几个链接：飞机调查资源、可疑的伊朗飞叙利亚航班、沙漠中神秘的 727 等。
pjc50查看英文原文
You can use a similar technique for identifying international arms dealers, sanction busters, CIA rendition flights, etc. Alex Harrowell occasionally blogs about this: http://www.harrowell.org.uk/blog/2011/01/09/a-quick-howto/ - aircraft investigation resources http://www.harrowell.org.uk/blog/2012/07/23/o-rly/ - Suspicious Iran-to-Syria flights http://www.harrowell.org.uk/blog/2009/12/23/mystery-jet-update-malian-727/ - mystery 727 in a desert
质疑质疑：声称能从股市获利的论文必然无效，否则作者不会发表
我从大学的统计/机器学习研究员那里听过一条最佳建议：如果一篇论文声称展示了在股市获利的技术，那它就是不管用的——真管用的话他们就不会发表了。话虽如此，这个领域有很多有趣的论文，从摘要看这篇的思路也挺有意思。
pserwylo查看英文原文
One of the best pieces of advice I heard from our resident stats/machine learning researcher at Uni was this: If a paper is published which claims to show a technique for profiting on the share market, then it doesn't work. If it did, they wouldn't have published it. Having said that, there is plenty of interesting papers in this area, and from the abstract, this paper seems to take an interesting approach too.
补充补充案例：2008 年有人靠追踪佩林的航班在预测市场获利 2.5 万美元
类似技术在 2008 年曾被用来'预测'莎拉·佩林成为竞选搭档。当时 John McCain 准备宣布副手人选，交易员 Fitzpatrick 等人监控所有竞争者的动向，打电话给其新闻秘书并查航班追踪网站。他们注意到一架从阿拉斯加安克雷奇飞往 McCain 集会地点的湾流公务机，于是买入了冷门的佩林。意外人选公布后，Fitzpatrick 赚了 2.5 万美元。（来源是 BuzzFeed，但这篇文章非常值得一读。）
paulgb查看英文原文
A similar technique was used to "predict" Sarah Palin's choice as running mate in 2008. > In 2008, as John McCain prepared to announce his running mate, Fitzpatrick and his fellow trader Joe Schilling were monitoring the movements of all the contenders, calling their press secretaries and checking a flight-tracking website. They noticed a Gulfstream jet from Anchorage, Alaska, bound for the site of a McCain rally, and bought Sarah Palin, a longshot. When the surprise pick was unveiled, Fitzpatrick took home $25,000. Source: http://www.buzzfeed.com/andrewrice/the-fall-of-intrade-and-the-business-of-betting-on-real-life (despite being from buzzfeed, the article is well worth reading)
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从这篇论文所有 HN 讨论帖的全部评论里整理出来的链接。
历次讨论
- 2014Hacker News 讨论帖232 分 · 54 评
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