What are the specific costs to be considered in high-frequency (minute) intertemporal arbitrage of agricultural futures? What is the difference between transaction cost and common intertemporal arbitrage? The costs to be considered are:

1, handling fee, this is very important, because the profit of high-frequency trading is not high during the profit period, and the high handling fee may not necessarily earn back the handling fee.

2, slippery, slippery too much, basically can't make money. As for how to control it, that's a personal matter.

3, other inputs, high-frequency transactions are generally semi-automatic or fully automatic, which should take into account the hardware costs, such as the cost of the server, of course, this is a one-off