Shenlian (SL) Decoction, a Traditional Chinese Medicine Compound, May Ameliorate Blood Glucose via Mediating the Gut Microbiota in db/db Mice.

Shenlian (SL) decoction is a herbal formula composed of Coptis and ginseng, of which berberine and ginsenoside are the main constituents. Even though SL decoction is widely used in treating diabetes in China, the mechanism of its antidiabetes function still needs further study. Gut microbiota disorder is one of the important factors that cause diabetes. To explore the effect of SL decoction on intestinal microbiota, gut microbiota of mice was analyzed by sequencing the gut bacterial 16S rRNA V3+V4 region and metagenomics. In this study, results demonstrated that SL decoction had a better hypoglycemic effect and ß cell protection effect than either ginseng or Coptis chinensis. Alpha diversity analysis showed that all interventions with ginseng, Coptis, and SL decoction could reverse the increased diversity and richness of gut microbiota in db/db mice. PCoA analysis showed oral SL decoction significantly alters gut microbiota composition in db/db mice. 395 OTUs showed significant differences after SL treatment, of which 37 OTUs enriched by SL decoction showed a significant negative correlation with FBG, and 204 OTUs decreased by SL decoction showed a significant positive correlation with FBG. Results of KEGG analysis and metagenomic sequencing showed that SL decoction could reduce the Prevotellaceae, Rikenellaceae, and Helicobacteraceae, which were related to lipopolysaccharide biosynthesis, riboflavin metabolism, and peroxisome, respectively. It could also upregulate the abundance of Bacteroidaceae, which contributed to the metabolism of starch and sucrose as well as pentose-glucuronate interconversions. In the species level, SL decoction significantly upregulates the relative abundance of Bacteroides_acidifaciens which showed a significant negative correlation with FBG and was reported to be a potential agent for modulating metabolic disorders such as diabetes and obesity. In conclusion, SL decoction was effective in hypoglycemia and its mechanism may be related to regulating gut microbiota via upregulating Bacteroides_acidifaciens.

[Pulmonary alveolar proteinosis treated with whole-lung lavage utilizing extracorporeal membrane oxygenation: a case report and review].

OBJECTIVE: To improve the treatment of severe hypoxaemia in patients with pulmonary alveolar proteinosis (PAP). METHODS: The clinical data of a patient with pathologically proven PAP treated with whole-lung lavage utilizing extracorporeal membrane oxygenation (ECMO) were described and the literature was reviewed. RESULTS: This 57-year-old man was admitted because of cough and progressive dyspnea for 12 months. His PaO(2) was 46 mm Hg (1 mm Hg = 0.133 kPa) and saturation of pulse oximeter (SpO(2)) was from 85% to 88% with oxygen 5 L/min by nasal cannula. His chest CT, bronchoscopy with bronchoalveolar lavage and transbronchial biopsies were consistent with PAP. Whole-lung lavage was performed in the operation room under general anesthesia. A double-lumen tube was intubated in order to selectively ventilate and lavage a single lung independently. During mechanical ventilation for both lungs, the SpO(2) was from 80% to 90%, but when a single right lung ventilation was tried, the SpO(2) (from 68% to 80%) dropped significantly. To ensure adequate oxygen supply during lavage, a veno-arterial ECMO was set up by inserting catheters percutaneously into the right femoral artery and right femoral vein respectively. Then the SpO(2) improved, from 89% to 97% during single right lung ventilation. The left lung was lavaged with a total of 20.8 L of normal saline. The SpO(2) ranged from 80% to 94% during the lavage. After the lavage, the patient no longer experienced shortness of breath. Then 28 days later the right lung was lavaged without the aid of ECMO. A month after the second lavage, his chest CT showed marked improvement in infiltrates of both lungs. CONCLUSION: When a patient with PAP has refractory hypoxemia prior to the lavage procedure, ECMO should be considered in order to avoid severe hypoxaemia with fatal consequences during lavage.

Investment strategies used as spectroscopy of financial markets reveal new stylized facts.

We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed order flow on the Shenzhen Stock Exchange of China for the whole year of 2003. This enormous dataset allows us to compare (i) a closed national market (A-shares) with an international market (B-shares), (ii) individuals and institutions, and (iii) real traders to random strategies with respect to timing that share otherwise all other characteristics. We find in general that more trading results in smaller net return due to trading frictions, with the exception that the net return is independent of the trading frequency for A-share individual traders. We unveiled quantitative power laws with non-trivial exponents, that quantify the deterioration of performance with frequency and with holding period of the strategies used by traders. Random strategies are found to perform much better than real ones, both for winners and losers. Surprising large arbitrage opportunities exist, especially when using zero-intelligence strategies. This is a diagnostic of possible inefficiencies of these financial markets.

Tests of nonuniversality of the stock return distributions in an emerging market.

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail exponents are universal at least for mature markets in the sense that they do not depend on stock market, industry sector, and market capitalization. We investigate the distributions of intraday returns at different time scales ( Δt=1, 5, 15, and 30 min) of all the A-share stocks traded in the Chinese stock market, which is the largest emerging market in the world. We find that the returns can be well fitted by the q-Gaussian distribution and the tails have power-law relaxations with the exponents increasing with Δt and being well outside the Lévy stable regime for individual stocks. We provide statistically significant evidence showing that, at small time scales Δt<15 min, the exponents logarithmically decrease with the turnover rate and increase with the market capitalization. When Δt>15 min, no conclusive evidence is found for a possible dependence of the tail exponent on the turnover rate or the market capitalization. Our findings indicate that the intraday return distributions at small time scales are not universal in emerging stock markets but might be universal at large time scales.