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.
结论就是:1。无论利用跨商品套利模型还是产业链跨商品套利模型都存在着套利机会,并能获得比较客观的收益,说明期货市场具有价格发现功能;
The conclusion: 1. The futures market has the function of price discovery, whether cross commodity arbitraging or the same industry cross commodity arbitraging, there are chances for arbitrage; 2.
阻止商品、服务以及资本的跨界自由流动是十分危险的,因为想要使市场发挥作用,你就必须令套利发挥作用。
Preventing the free flow of goods and services and capital across international boundaries. That is a danger because in order for markets to work, you need arbitrage to work.
阻止商品、服务以及资本的跨界自由流动是十分危险的,因为想要使市场发挥作用,你就必须令套利发挥作用。
Preventing the free flow of goods and services and capital across international boundaries. That is a danger because in order for markets to work, you need arbitrage to work.
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