Taking the commodity futures market as an example, the double-turn strategy of futures can take advantage of the spread arbitrage between futures and spot markets. Operators buy futures contracts as a hedge to sell spot goods, and then sell them when the futures contracts expire. Once the futures contract is sold, it will be restored by buying the spot, thus realizing the double transfer of futures. This strategy mainly depends on the analysis of the trend of commodity futures market and the actual supply and demand relationship of spot commodities, which can correctly judge the investment risk.
Futures double conversion has high market risk and operational risk, which requires investors to have certain market experience, analytical ability and risk control ability. This strategy can make use of the price difference between commodity futures market and spot market to arbitrage, and get rich profits, but there is also the risk of operational errors. In addition, investors need to keep an eye on market trends and master industry news and policy changes at any time, which requires more time and energy.