Investors can achieve intraday band arbitrage through a similar way of discount premium arbitrage, that is, if investors are bullish that day, they can buy ETFs at the low point after the opening, redeem the relevant stocks, and sell them after rising or rebounding in intraday trading; Or buy a basket of stocks at the low point after the opening, buy ETF shares, and sell them after rising or rebounding in intraday trading; If you are bearish in the day, reverse the operation.

In addition, for some floor ETFs, T+0 trading mode can be adopted, so that investors can arbitrage by using the trend of the day, or use the bottom position to buy floor funds at the low position of the day, and then sell the bottom position at the high position for arbitrage.