2、指数套利(Index Arbitrage) 指数套利是指,利用构造的跟踪指数的投资组合与相关指数产品之间的定 价偏差获得收益的技术,相关指数产品包括股指期货及股指期...
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... 指数加权移动平均方法 exponentially-weighted moving xdyerage 指数套戥 index arbitrage 指数参与单位 index participation unit ...
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Stock Index Arbitrage 股票指数套利
haha index arbitrage 指数套戥
Research on Index Arbitrage 股指期现套利研究
Stock index future arbitrage 股指期货期现套利
index fund arbitrage 指数基金套利
Stock index futures of arbitrage 股指期货期现套利
The index arbitrage can stabilize and control stock prices, strengthen the roles of the spot market in allocating resources, and avoid the troubles in choosing stocks frequently.
其特有的指数套利交易策略的存在,客观上具有稳定及调节股价的功能,降低现货市场的波动性,加强现货市场的配置资源功能。
参考来源 - 试论股指期货在中国的发展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
以上来源于: WordNet
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。
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