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国泰君安一项研究报告显示,上证央企50ETF指数的成份股全部包含在沪深300指数成份股之列,投资者可以利用上证央企ETF进行股指期货的期现套利操作,其实证研究也表明有较好的抽样效果和跟
Guotai Junan a research report shows that the constituent stocks of the Shanghai ETF 50ETF index are all included in the constituent stocks of Shanghai and Shenzhen 300 Index, investors can use the Shanghai Stock Exchange ETF index futures arbitrage, the empirical studies also showed that there is a better Sampling effects and follow