A, find out those stocks whose share prices have fallen below or are about to fall below the repurchase price.

B, it can't be done when the market is extremely depressed or falling.

C. On the trading day of 15 (the closer to the end point, the safer it is), find a technical buying point and sneak in.

D, within 30 trading days (the closer to the finish line, the safer it is), find a technology to buy and lurk in.

Brief introduction of arbitrage strategy

Arbitrage strategy is a strategy to gain profits by taking advantage of the temporary inconsistency between the prices and yields of some financial products in the financial market. At the same time, contracts in different delivery months are based on the same underlying index. Generally speaking, there should be a relatively stable spread relationship between futures contracts with different delivery dates. Affected by many factors, when the price difference between contracts with different maturities changes abnormally, there will be intertemporal arbitrage opportunities, that is, buying relatively undervalued contracts and selling overvalued contracts to achieve intertemporal arbitrage.

Arbitrage strategy risk

Because the arbitrage strategy is unstable, liquid and fast changing, it has certain risks. Intertemporal arbitrage strategy deals with the price difference between different stock index futures contracts. Considering the uncertainty of spread operation, investors need to predict the spread and spread operation of stock index futures contracts with different maturity months. So this form of arbitrage is not risk-free arbitrage.