d**s
发帖数: 920 | 1 I recently read two ETF books, both books claim there are Arbitrage
opportunities for ETF.
How do you think about it ?
Is it only for big guys (or institutional investor? ) | t**********a
发帖数: 166 | 2 arbitrage in what sense?
If it is the arbitrage in no arbitrage pricing theory, I can't believe it...
If it is statistical, that's useless.
【在 d**s 的大作中提到】
: I recently read two ETF books, both books claim there are Arbitrage
: opportunities for ETF.
: How do you think about it ?
: Is it only for big guys (or institutional investor? )
| h*y
发帖数: 1289 | 3 as far as i know, arbitrage opportunity does exist in theory for ETF. But th
ere are some other issues that prevent you taking advatange of it.
..
【在 t**********a 的大作中提到】
: arbitrage in what sense?
: If it is the arbitrage in no arbitrage pricing theory, I can't believe it...
: If it is statistical, that's useless.
| b*******r
发帖数: 32 | 4 What are the ETF books you read? Can you describe arbitrage
opportunities mentioned in the books? | g****3
发帖数: 49 | 5 Can you explain in detail, what kind if issue will prevent you taking
advantage of miss pricing opportunities of ETFs?
And for LZ, can you represent the arb strategies, is it arbitrage between
ETFs or between ETF and underlying?
Thanks,
George
th
【在 h*y 的大作中提到】
: as far as i know, arbitrage opportunity does exist in theory for ETF. But th
: ere are some other issues that prevent you taking advatange of it.
:
: ..
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