Baidu baike
The so-called intertemporal arbitrage is to establish equal trading positions in different month contracts of the same futures product, and finally end the transaction by hedging or delivery to obtain income. The simplest intertemporal arbitrage is to buy recent futures and sell forward futures.
Personal point of view
Don't worry about this, you just need to know when you can make money. For example, there is an obvious price difference between Shang Bo rubber and futures rubber, so you can buy Shang Bo rubber directly and sell it in the futures market.
The following is what I integrated (updated on June 20th14, 16).
1. Cross-market arbitrage of rubber and rubber futures in Shang Bo.
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Second, the cross-market arbitrage of Shang Bo glass and futures glass.
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3. Cross-market arbitrage between Champo PTA and futures PTA.
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Four. Cross-market arbitrage of Shang Bo coke and futures coke.
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Verb (abbreviation of verb) Cross-market arbitrage between Shang Bo coking coal and futures coking coal.
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Six, about the cross-market arbitrage of Shang Bo white sugar and futures white sugar.
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7. Cross-market arbitrage of silver and futures silver in Shang Bo Research Institute.
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