Etf fund t+0 can do T frequently, which requires investors to grasp the trend of the fund more accurately, otherwise it will not be worth the loss, and it is easy to sell the fund or buy the quilt cover. At the same time, doing T frequently increases the cost of investors' positions.

Investors can arbitrage by using the price difference between etf market and OTC market, that is, when the etf price is greater than the net value on the spot, investors will buy a basket of stocks from the secondary market, then convert them into etf fund shares in the primary market according to the net value, and then sell them at a high price in the secondary market to complete arbitrage, or when the etf price in the market is less than the net value, investors will buy etf fund shares at a low price in the secondary market, then redeem them at the net value in the primary market and then sell them in the secondary market.