2. Establishing the short sale will decrease the chance of calendar spread arbitrage, but the profit space doesn't change apparently.
二、在一个国家内建立卖空交易条件,跨期套利机会会减少,跨期套利收益空间则变化不是很显著。
参考来源 - 股指期货与市场卖空交易的关系研究·2,447,543篇论文数据,部分数据来源于NoteExpress
Establishing the short sale will decrease the chance of calendar spread arbitrage, but the profit space doesn't change apparently.
在一个国家内建立卖空交易条件,跨期套利机会会减少,跨期套利收益空间则变化不是很显著。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
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