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ETF(ExchangeTradedFund) is a widely used investment method. It is a fund that is issued and traded by the stock exchange. Its essence is a basket of stocks, including all the stocks in the index to which the ETF fund belongs. It can be regarded as an investment tool similar to mutual fund, but it can be traded in the stock market at any time like stocks.

intraday revolving trading arbitrage of ETF refers to an investment strategy in which investors achieve arbitrage by quickly switching between ETF and spot market in ETF market, that is, by linking ETF trading with the spot trading of the index they track in a short time, so as to gain profits from the extremely short price difference between ETF and spot market. ETF daytime arbitrage refers to arbitrage through the trading of ETF itself, the underlying varieties of the index tracked by ETF, buying or selling contracts with close or expired maturities, and buying or selling contracts with far maturities at the same time, or arbitrage with stock index futures. The characteristic of this strategy is that the holding time is very short, even second-level operation, which requires quick response and operation ability in the capital market and continuous tracking and analysis of the market. < P > So, is the intraday revolving arbitrage of ETF really attractive and advantageous?

first of all, the advantages of intraday revolving trading arbitrage of ETF are that it is easy to operate and simple, unlike futures operations, which need to consider more factors and risks, and the time period is short, so it can achieve arbitrage benefits without holding for a long time. ETF intraday arbitrage market is very stable, product liquidity is generally good, and the transaction volume is large, which can minimize the risk of holding positions. Secondly, ETF has a high intraday arbitrage rate and high capital utilization rate. By taking advantage of the extremely short fluctuation gap in ETF market, it can be bought and sold quickly, and it will be profitable to sell it, and high-frequency trading will be easier. Moreover, ETF intraday revolving trading can avoid market risks and guarantee considerable returns, which is one of the reasons why many investors prefer to choose this kind of strategy.

however, ETF intraday revolving arbitrage also faces some challenges. The cost of ETF trading is relatively high. When trading, you need to pay different transaction fees and price difference fees. At the same time, you need to find ways to avoid market risks and prevent losses caused by market influence. Moreover, because ETF trading market is different from traditional stock market, it needs stricter trading discipline and market analysis ability.

to sum up, the intraday revolving trading strategy of ETF is a very attractive investment method. The correctness of this strategy has a great relationship with the benefits brought by using it. It requires investors to have good market analysis ability and quick response ability, and at the same time, it is necessary to establish a reasonable risk control system for fund management in order to obtain considerable profits from the arbitrage strategy of intraday revolving trading of ETF.