Low-frequency statistical arbitrage is a high-yield, high-risk and large-capacity strategy type, which is not in the same dimension as high-frequency arbitrage. Assuming that the single winning rate is 70% and there are thousands of high-frequency transactions every day, according to the law of large numbers, the single-day winning rate almost converges to1; If you make a sum in a few days in the middle and low frequency, it is inevitable to withdraw the funds when you encounter structural changes in the price difference, but the profit you earn is better than the high frequency of 1000 yuan. It is the pursuit of these profits that ensures that the price difference between stock index futures contracts will not be greatly irrational: high frequency will eliminate micro-deviation, and medium and low frequency will eliminate macro-deviation. They perform their duties, respect each other and do not interfere in each other's internal affairs.