A shares and B shares are instantaneously positively correlated, which means any arbitrage efforts could be futile basing on the information differnece of these two markets.
这说明虽然B股交易量明显小于A股,但A、B股在反应市场信息方面是同步的,任何企图从这种领先-滞后效应中套利的想法都是不可能的。
This paper USES the financial engineering and information technology to calculate the arbitrage space to help investors gain more profits.
如何运用金融工程和信息技术来计算出其套利空间,为投资人赢得更多的利润,正是本研究的宗旨。
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