期货策略

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第3章期貨的交易策略

在市場上同時持有期貨的多頭部位及相關期貨的空頭部位,是. 為商品間價差交易(Intercommodity Spreads)。 ❑ 泰德價差交易即為典型的商品間價差交易。泰德價差(TED. Spreads) ...

www.bestwise.com.tw·419.3 KB
存货战略:在 浪中的期货市场中赚钱的新利器

Geert Rouwenhorst)和⾼顿. 教授合著的新书,阐释商品的存货情况对应的期货交易策略。他们的结论是,存货较低时,. 商品价格波动就会放⼤,这样投资回报—或“风险溢⽔”会⽐较⾼。

knowledge.wharton.upenn.edu·291.1 KB
商品期货分析与交易策略

综合来看,国内工业品期货指数整体承压震荡,对胶价的影响以波. 动和压力为主,继续关注美伊谈判的进展。行业方面,利多占据主导,. 原料价格延续强势上涨局面, ...

www.doto-futures.com·265.8 KB
股指期货多因子择时策略

本文将选择期货基本面因子、期货持仓类因子、指数基本面因子、动量类因子构成策略。下图3. 具体说明了使用的因子数据。 图表3: 择时因子体系. 来源: ...

www.yhqh.com.cn·23.1 KB
商品期货CTA 截面策略初探

该策略基于“强者恒强”的市场行为假设,旨在捕捉品种间趋势延续所带来的超额收益。 实现方式:每日计算标的池内所有期货品种的动量因子值(如过去n 日收益率),将其从小到 ...

www.yhqh.com.cn·23.1 KB

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