4 thoughts on “Please give me a detailed introduction of futures cross -moon arbitrage?”

  1. 1. Technical analysis
    The outflow cross -moon arbitrage, you can call out the "differential chart" of two different months of contracts through the game master market software. Operate according to this.
    2, fundamental analysis
    This has many rules. For example, in September soybean and soybean arbitrage in January of the following year, the basic aspects are two different seasons in September and January. Seasonal differences are a good basis for your operation.
    File speculation is very similar to the stock market, but it is very distinct.
    I. The stock with a small fight is a full transaction, that is, how much money can you only buy, and the futures are the deposit system, that is, only 5%to 10%of the transaction amount can be paid. Transaction. For example, investors have 10,000 yuan, and they can only buy stocks of 10,000 yuan, and investment futures can be counted at 10%of the margin, and they can sign (buy and sell) 100,000 yuan of commodity futures contracts. funds.
    . Two -way transaction stocks are one -way transactions. They can only buy stocks before they can be sold; and futures can be bought or sold first. This is two -way transactions, and bear markets can also make money.
    . The futures transactions are generally commodities. The fundamentals are more transparent. The number of contracts signed (buying and selling) is theoretically infinite. The trend is relatively stable and it is not easy to manipulate. The number of stocks is limited, the fundamentals are opaque, and it is easily manipulated by the evil dealer.
    . The rise and fall of the futures are small, generally 3%-6%. When the unilaterally stops for three consecutive stops, the exchange can arrange customers who want to stop losing. The range of the stock rising and falling is 10%, and there are more than 10 consecutive days of limit.
    5. Futures due to the implementation of the deposit system, additional margin system, and forcibly liquidation of the maturity, so that it has the characteristics of high yield and high risk. If the full -warehouse operation, the futures can make you get rich overnight, or you may lose your light (burst) instantly, so the risk is very high, but you can control (holding the volume). Investors should invest carefully, remember not to be full of warehouse operations. There is basically no light for stocks.
    6. Futures are T 0 transactions. You can trade several times a day. After the position is built, you can close the position immediately. The handling fee is lower than the stock (about one tenth to five in 10,000, and the position is free of charge on the day. About eight thousandths of the turnover.

  2. I will answer you.
    1. Technical analysis
    Futures cross -moon arbitrage, you can call out the "differential chart" of two different months of contracts through the game master market software. Operate according to this.

    2, fundamental analysis
    This has many rules. For example, in September soybean and soybean arbitrage in January of the following year, the basic aspects are two different seasons in September and January. Seasonal differences are a good basis for your operation.等等rn------------------rn友情提示:跨越套利不失为一条很稳健的期货做法,多研究必有收获的一天。
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    Is supplemented: Yes, the principle of arbitrage is what you understand. The cause of such a big difference is mainly because the market expects that the economic situation will improve next year.
    friendship reminder: You choose to make arbitrage at 0910 and 1007, there may be a situation where 1007 is difficult to deal; the operability is not very strong.

  3. Your problem is a cross -term transaction situation with a difference in water increase. The expected price difference will be reduced. You should make more recent contracts and short -term contracts at the same time. To make more 0910 contracts in the case, it is correct. At the same time, you can earn the income of changes to the difference. If the price difference between the position is expanded, a loss will occur, and the loss is also the amplitude of the difference.

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