2014-13 比特币套利 BITCOIN Arbitradge-- a lesson from what happened in NOV 2013

我从不建议任何人买比特币，但是我现在觉得各位投资者朋友，特别是投资TMT的，应该买一两个比特币，亏光了也无所谓，但是通过买一个币的过程，再到提现，确认，查询，钱包，体验下个世纪的金融科技，也许会对你们有所启发，这不是钱能买来的。

For example, let's assume that bitcoin is worth 109 USD on Bitstamp in Europe and 612 RMB on BTCChina. I have 20000 RMB and the exchange rate is (6.12 RMB : 1 USD).  109 USD is 667.08 RMB. Clearly, I should buy 32.67 BTC for 612 RMB each and then sell my 32.67 BTC for 109 USD (667.09 RMB). Now I have 21790.89 RMB! Well, it's not as easy as it appears. 

Let's look at the process in detail:
First, I need to buy bitcoin on BTCChina. If I use my bank account to deposit money at BTCChina, it will cost about 10 RMB. Next, I use my 19990 RMB to buy bitcoin for 612 RMB per bitcoin. I can buy 32.66 BTC. As we know, sending the 32.66 BTC to Europe is easy and costs almost nothing. Now, I pay .5% in trading fees to sell the 32.66 BTC for 109 USD: 32.66 x .995  x 109 = 3542.14. But now I need to send the money back to China. Withdrawing the money from Bitstamp back to my Chinese bank account will have a .09% fee. 3542.14 x .991 = 3510.26. Finally, I need to convert the money back to RMB. This will usually cost another 1%, so I may only receive 6.05 RMB for each USD instead of 6.12.  3510.26 x 6.05 = 21237.07 RMB. We started with 20000 RMB. Even though we paid 552.93 RMB in fees, we still had a total profit of 1237.07 RMB. 

Risk:
BTC几个大的交易平台的确经常会出现很大差价，但这些交易平台一般的提取充值的手续费在1%左右，这不够成什么问题，但是，他们充值的确认时间比较长（提现甚至需要几天，充值需要3个小时多）就有问题了。
ＢＴＣ的价格波动比较剧烈（一天十几个百分点纯属正常，我个人经历了从１９００一夜醒来变成８００，欲哭无泪啊）。所以等把一个交易平台的BTC搬到另一个交易平台时，价格早已大变。
当然，在ＢＴＣ价格稳定的某些日子，BTC的投机者们也偶尔会进行此类套利，我们称之为搬砖。
PS.在ＢＴＣ中文论坛上看帖子时，居然发现我在知乎上的这个提问。。。