Intertemporal arbitrage (spd) refers to buying and selling two futures contracts with the same variety but different delivery months. The intertemporal arbitrage of buying a house should be to buy for the latest month and sell for the forward month.
Cross-product arbitrage (ips) refers to buying a futures contract and selling another futures contract with the same amount. Want to know more, go to futures experts. com。 And usually the delivery months of these two futures contracts are the same.
What do you mean by futures delivery?
Consideration: it is the price of selling one.
Queue price: that is, the price of buying one, buying two and buying three.
Continuous price chasing: I am not familiar with this and have never heard of it. I think it should be a wave of market pull-up process, and I have been chasing a new price.
Overpriced: If you overbought the price+1 set, you are in the position of buying a+first price; If it is oversold, it is the price of selling a file+a file.
Stop loss price: there are daily limit and daily limit, and each variety is different. You can open the quotation software F 10, and the introduction will also be displayed on the right side of the quotation sheet after the opening of the day.
How to place an order for arbitrage in futures trading;
Quotation method: "arbitrage code"+"a contract &; B contract "
Arbitrage instruction price = A contract price _ B contract price (negative when A contract price is less than B contract price)
The "SP" used by Dashang means intertemporal arbitrage. If you order to buy "sp m1809&; M 190 1 "refers to buying" m 1809 "contract and selling" m 190 1 "contract.
The purchase and sale quantity is equal; If you sell "sp m1809&; M 190 1 "refers to selling the" m 1809 "contract and buying the" m 190 1 "contract at the same time, and the buying and selling quantities are equal.
Use "SPC" to represent cross-species arbitrage. If you order to buy "SPC Y1809&; P 1809 "means to buy" y 1809 "contract and sell" p 1809 "contract at the same time, and the buying and selling quantity is equal;
If "SPC y1809 & P 1809 "means to sell the" y 1809 "contract and buy the" p 1809 "contract at the same time, and the buying and selling quantity is equal.
For example, the trader's declaration instruction is "buy second-hand SP M1809&; M 190 1, and the price limit is-100 yuan ",which means that the price of the previous contract must be lower than the price of the latter contract 100 yuan before the transaction can be concluded.
The following final transaction returns all meet the requirements: the previous contract bought 2 lots with a transaction price of 37 15 yuan, and the latter contract sold 2 lots with a transaction price of 38 15 yuan, with a price difference of-100 yuan.
Similarly, Zheng Shang used "SPD" to indicate intertemporal arbitrage. If he orders to buy "SPDCF 809 &；; CF90 1 "means to buy" CF809 "contract and sell" CF90 1 "contract at the same time, and the buying and selling quantity is equal;
If you sell "SPDCF 809&; "CF90 1" means to sell "CF809" contract and buy "CF90 1" contract at the same time, and the buying and selling quantity is equal.