现货组合的构建是股指期货期现套利的关键问题之一。
Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
为在期现套利中赢得一席之地，就必须拥有优异的指数复制方法。
Excellent index tracking strategy would help winning a place in the future-stock arbitrage.
为在期现套利中赢得一席之地，就必须拥有优异的指数复制方法。
Excellent index tracking strategy would help winning a place in the future-stock arbitrage.
应用推荐