股指期货期现套利 Stock index future arbitrage ; Stock index futures of arbitrage
Carrying out of futures-cash arbitrage can not leave these three aspects: the theory modeling, the system design as well as the risk distinguishes and controls.
期现套利的交易实现离不开理论建模、系统设计以及风险识别和控制这三方面的支撑。
参考来源 - 股指期现套利建模及交易实现研究 （研究生论文）We have to investigate in index replication because the spot-future arbitrage has to buy or sell spot portfolios.
期现套利要买卖现货,这就提出了指数复制的问题。 期现套利又分为正向套利和反向套利。
参考来源 - 若干指数复制方法及其实证研究 （研究生论文）During future-spot arbitrage analysis, two different types of index replication method including industry stratified sampling and ETF portfolio replication are investigated.
在期现套利研究中,分析了行业分层抽样和ETF基金组合这两种现货指数复制策略。
参考来源 - 沪深300股指期货套利研究Therefore, index arbitrage is considered as the key research topic in this paper. The fundamental issue of index arbitrage concerns how to price the stock index futures reasonably.
研究期现套利的根本在于如何对股指期货进行合理定价。
参考来源 - 股指期现套利研究·2,447,543篇论文数据，部分数据来源于NoteExpress
现货组合的构建是股指期货期现套利的关键问题之一。
Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
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