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.
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.
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;
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