1, intertemporal arbitrage: it is an arbitrage model that buys and sells futures contracts of the same commodity with different maturities in the same market, and uses the price difference of contracts with different maturities to make profits. What we offer you this time is the arbitrage of soybean and natural rubber varieties.
2. Cross-variety arbitrage: it is to hedge profits by using price changes between two different but interrelated commodities. That is, buy a commodity futures contract in a certain month and sell another interrelated commodity futures contract in a similar delivery month. Mainly (1): arbitrage between related commodities (this time, it provides arbitrage between copper and aluminum). Arbitrage between raw materials and finished products (such as arbitrage between soybeans and soybean meal)
3. Cross-market arbitrage: that is, buying (selling) a commodity futures contract in one futures market and selling (buying) the same contract in another market to hedge the profit-taking at favorable opportunities. This time we offer the most mature arbitrage between Shanghai Copper and London Copper, and the arbitrage between Dalian Soybean and CBOT Soybean.