Yes, first of all, from a fundamental point of view, the two are related. Secondly, you can export their data in the futures market software, and then do correlation calculation. Then, do regression to their data, find the center line, then do arbitrage interval, and finally verify the historical data. The above is the feasibility analysis of arbitrage in theory. In the actual process, you also need to consider the setting of capital positions, the cost of closing positions, and the handling of abnormal situations. I hope you can find the most suitable arbitrage scheme in practice.