Excellent index tracking strategy would help winning a place in the future-stock arbitrage.
为在期现套利中赢得一席之地，就必须拥有优异的指数复制方法。
This chapter is about the application of 300 index futures arbitrage strategy analysis.
本文第四章是关于沪深300指数期货套利策略应用的研究。
On the basis of the relationship between the mispricing of index futures and arbitrage opportunities, the behavior of the mis-pricing features are described.
在对指数期货的错误定价与套利机会的关系进行阐释的基础上，对错误定价的行为特征进行了描述。
Stock Index Futures prices have found that hedging, arbitrage and speculation, to create products, and other functions.
股指期货具有价格发现、套期保值、套利、投机、产品创造等功能。
Finally, the CSI 300 Index futures hedging and arbitrage sets of the application process some problems may exist, the corresponding policy recommendations.
最后，结合沪深300指数期货套保值和套利应用过程中可能存在的一些问题，提出了相应的政策建议。
The paper concerns on the index replication problem after arbitrage opportunity are owned, and then a mathematical model is established to aim at minimizing tracking error.
文章通过研究在发现套利机会后，以追踪误差最小化为目标建立指数复制的问题及其数学模型。
This paper written before the launch of HS300 index futures, and made a general reference to investors those who want to arbitrage on high-discount closed-end funds.
本文写在沪深300指数期货推出之前，旨在提供给套利者一种实用的针对封闭式基金高折价的套利方法，为广大投资者以参考。
A trust company may engage in stock index futures trading for the purpose of hedging, arbitrage or speculation with its single trust business.
信托公司单一信托业务可以套期保值、套利和投机为目的开展股指期货交易。
The stock index future arbitrage tactics studies.
股指期货的套利策略研究。
This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.
本文主要研究了沪深300股指期货的期现套利与跨期套利。
Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.
目前，国内外有关股指期货的研究主要集中在定价、价格发现、投机套利、套期保值等方面。
The stock Index Futures is a kind of financial derivative instrument used to offset the systemic risks of stock investment and achieve the arbitrage.
股指期货是一项用以对冲股票投资系统风险，对现货资产进行套期保值的金融衍生工具。
Therefore, researching the arbitrage model of stock index futures has important practical significance.
因此，研究股指期货的套利交易模型具有重要的现实意义。
Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
现货组合的构建是股指期货期现套利的关键问题之一。
The approaches of the stock index futures to evade the systematic risks include hedge and arbitrage.
利用股指期货规避系统性风险的实质是风险转移。
The approaches of the stock index futures to evade the systematic risks include hedge and arbitrage.
利用股指期货规避系统性风险的实质是风险转移。
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