价差套利

商品期货价差套利投资决策理论与应用研究

Study on Theory and Application of Commodity Futures Spread Trading

随着我国期货市场的进一步发展，市场和投资者都对价差套利的理论和应用提出了更高的要求。

With the development of Chinese futures markets , both of the market and investors require more for study on the theory and application of spread .

对这些公司来说，能够在多个平台开展交易，并利用其中的价差进行套利，对它们的交易战略十分重要。

For such firms , being able to trade on multiple platforms and arbitraging between price differentials on them is important to their trading strategies .

一家香港大宗商品经纪商的数据显示，目前有数只规模达10亿至20亿美元的中国本土基金将重点完全放在铜等大宗商品的交易及国内外价差的套利上。

There are now several domestic Chinese funds that have reached $ 1bn - $ 2bn in size focused entirely on trading and arbitraging the price differences between commodities such as copper inside and outside China , according to one Hong Kong-based commodities broker .

当今，更多拥有不同方向持仓头寸的投资者及其投资机构热衷于股票指数期货的价差交易和套利交易，这个现代金融工具在全球正显示出其强大的力量。

Nowadays more investors and investment institutions with varied directions are wild about stock index futures speculation and arbitrage , and the modern financial tool is showing its power all over the world .