Delayed arbitrage refers to investors buying and selling ETF funds and some stocks, and completing the whole forward transaction asynchronously. After the instantaneous arbitrage is extended, it becomes delayed arbitrage, which is also very suitable for ETF fund arbitrage. In practice, in order to reduce risks and stabilize returns, a trading cycle is usually completed on the same day, which is more like T+0 trading.

Advantages of delayed arbitrage

1, delay arbitrage has many arbitrage opportunities every day, which belongs to band operation. Different from the band operation of ETF, delayed arbitrage is the trading rule of T+0, which has more operation opportunities, and can operate most of the fluctuations and obtain greater benefits.

2. Based on the T+0 rule, many systemic risks can be effectively avoided. After the market closed, a lot of government bad news was introduced, which led to the stock crash the next day;

3. There is a good stop loss mechanism. Under the mechanism of T+ 1, if the price drops sharply after buying, it can only be sold the next day, which will bear greater losses, while delayed arbitrage can be sold immediately to better avoid risks;

4. Delayed arbitrage can save the transaction cost in trading, and investors can strive for lower transaction cost with securities companies when trading. On the other hand, the transaction cost of ETF market value and market spread has also been solved.