1)Calendar Spread Arbitrage跨期套利 1.Calendar Spread Arbitrage Strategy Model for Index Futures Based on Co-integration Rule;基于协整的股指期货跨期套利策略模型 英文短句/例句 1.The Models of Commodity Futures Interdelivery Spread and Their Empirical Studies;商品期货跨期套利模型及其实证分析 2.Based on...
网络跨期套利 网络释义 1. 跨期套利 跨期套利(calendar spread arbitrage)跨期套利是套利交易中最普遍的一种,是股指期货的跨期套利(calendar spread arbitrage) … www.3sir.com|基于48个网页 例句 释义: 全部,跨期套利
Calendar Spread is a term for a group of options trading strategies. It is not the name of a single options strategy as there are many different types of Calendar Spreads. Calendar Spreads have been gaining popularity recently as a way of profiting from time decay in the short term while ...
Calendar Spread Arbitrage Strategy Model for Index Futures Based on Co-integration Rule With the index future of Hu Shen 300 about to be listed before long,simulating trading is occurring now.Some papers abroad indicate that statistical arbitr... ZQ Qiu,XJ Cheng - 《Systems Engineering》 被引量...
According to the theory of calendar spread arbitrage, we proposed a strategy which is effective in practice. Moreover, we test the effectiveness of this strategy using historical market data and record the opportunities and profits of arbitrage. The results show...
If the spread has increased beyond the upper range of 1.7205, it means either the near month contract has increased in value or the current month contract has reduced in value. The rule of thumb in any arbitrage is to always buy the asset in the cheaper market and sell the same asset in...
The Calendar Call Spread, being one of the three popular forms of Calendar Spreads (the other 2 being the Calendar Put Spread and the Ratio Calendar Spread), is a neutral options strategy that profits when the underlying stock remains stagnant or trades within a tight price range. A ...
Options Arbitrage Box Spread Calendar Arbitrage Strike Arbitrage Conversion / Reversal Dividend Arbitrage Deep In The Money Covered Call Calendar Spreads Calendar Strangle Calendar Straddle Calendar Call Spread Horizontal Calendar Call Spread Diagonal Calendar Call Spread Calendar Put Spread Horizontal Calendar ...
Short Horizontal Calendar Call Spread - Introduction The Short Horizontal Calendar Call Spread, also known as the Short Call Horizontal Calendar Spread or Horizontal Short Calendar Call Spread, is a volatile options trading strategy that profits when the underlying stock breaks out to upside or ...
1. Calendar Spread Arbitrage Strategy Model for Index Futures Based on Co-integration Rule; 基于协整的股指期货跨期套利策略模型更多例句>> 2) futures calendar spread trading 期货跨期套利 1. Comparative empirical study on the margin setting of stock index futures calendar spread trading; 股指期货...