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Quant版 - how to arbitrage in stock index future?
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进入Quant版参与讨论
1 (共1页)
x****x
发帖数: 87
1
i try to arbitrage in stock index future in china.
and i have known some models about it, but i need more.
would you so kind let me know relative papers or books?
Email: f****************[email protected]
many thanks
T*C
发帖数: 14
2
stop working on papers/books. put your money into market!
k****y
发帖数: 4083
3
what u mean by have known some models about it?
f********c
发帖数: 21
4
transaction cost probably makes it not worth it... unless you have A LOT of
money...

【在 x****x 的大作中提到】
: i try to arbitrage in stock index future in china.
: and i have known some models about it, but i need more.
: would you so kind let me know relative papers or books?
: Email: f****************[email protected]
: many thanks

r**u
发帖数: 69
5
actually, i'm kind of curious.
are there any chinese index futures traded on any exchanges right now?

【在 x****x 的大作中提到】
: i try to arbitrage in stock index future in china.
: and i have known some models about it, but i need more.
: would you so kind let me know relative papers or books?
: Email: f****************[email protected]
: many thanks

o*****c
发帖数: 241
6
heng seng index futures have been traded for a while.
CME released xinhua 25 index futures this year.
Shanghai and shenzhen 300 index futures will be ready in China financial
futures exchange soon, probably at the end of 2007.

【在 r**u 的大作中提到】
: actually, i'm kind of curious.
: are there any chinese index futures traded on any exchanges right now?

1 (共1页)
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