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利用沪深300股指期货进行期现套利过程中,期现套利的现货标的物选择是决定套利效果的关键。在当前市场情况下选择出最佳现货标的物以最大限度减少跟踪误差,获得良好的套利效果是本文要讨论的内容。
The use of Shanghai and Shenzhen 300 stock index futures arbitrage process, the spot arbitrage is the selection of the subject matter is the key to arbitrage. In the current market conditions to choose the best spot in order to minimize the tracking error, to obtain a good arbitrage effect is the content of this article.