指数套利

指数期货套利交易策略设计

The Strategic Design for Trading Stock Index Future Arbitrage

如何以股价指数期货套利

How to Arbitrage with Stock Index Futures

因此建议机构投资者着重关注期现套利和跨期套利，这两种套利策略是未来沪深300指数期货套利的主要策略选择，因此建议管理层应当给于股指期货套利政策上的支持。

Therefore , I recommend institutional investors focus on the current period intertemporal arbitrage and arbitrage which are key strategies in the future of the Shanghai and Shenzhen 300 index and management should give support on policies .

沪深300股票指数期货期现套利机制研究

Research on Index Arbitrage of Shanghai and Shenzhen 300 Index Futures

股票指数期货定价与套利实务研究

A Study on Making Stook Index Futures Price and Matter of Fact Arbitrage

本文首先对股票指数期货进行定价，然后就其成立的假设条件进行讨论，建立了实际的股票指数期货无套利数学模型，并结合实例对股票指数期货套利进行了实务研究。

This paper made the stock index futures price , discussed its tenable condition , established the actual no-arbitrage math model of stock index futures and studied the actual arbitrage of stock index futures .