C***U
发帖数: 2406 | 1 是不是这些小钱都没人赚啊
卖出2/7的65 c**[email protected]
买入2/14的65 c**[email protected]
除去手续费
一个赚几块吧
大账户的牛牛们可以赚很多吧 ? |
c*******y
发帖数: 1630 | 2 i am very sure it's trades at different time?
if you quote calendar spread, the spread of the spread is quite big.
you won't get filled with negative price.
it's different if you get filled separately.
certainly not arb in that case.
【在 C***U 的大作中提到】
: 是不是这些小钱都没人赚啊
: 卖出2/7的65 c**[email protected]
: 买入2/14的65 c**[email protected]
: 除去手续费
: 一个赚几块吧
: 大账户的牛牛们可以赚很多吧 ?
|
C***U
发帖数: 2406 | 3 没有 刚才闭市的时候 的价格啊
【在 c*******y 的大作中提到】
: i am very sure it's trades at different time?
: if you quote calendar spread, the spread of the spread is quite big.
: you won't get filled with negative price.
: it's different if you get filled separately.
: certainly not arb in that case.
|
C***U
发帖数: 2406 | 4 几乎是同时的
【在 c*******y 的大作中提到】
: i am very sure it's trades at different time?
: if you quote calendar spread, the spread of the spread is quite big.
: you won't get filled with negative price.
: it's different if you get filled separately.
: certainly not arb in that case.
|
s***d
发帖数: 15421 | 5 check options rolling
★ 发自iPhone App: ChineseWeb 7.8
【在 C***U 的大作中提到】
: 是不是这些小钱都没人赚啊
: 卖出2/7的65 c**[email protected]
: 买入2/14的65 c**[email protected]
: 除去手续费
: 一个赚几块吧
: 大账户的牛牛们可以赚很多吧 ?
|
y*d
发帖数: 2226 | 6 这种机会的存在是不make sense的，你太鄙视搞high frequency的那些firm了
你报的这个两个价钱是买入价还是卖出价？ |
c*******y
发帖数: 1630 | 7 you need better tape reading.
just check the ask price for the calendar spread from SMART routing, high
end of each bar/candle.
and good luck if you try direct routing.
【在 C***U 的大作中提到】
: 没有 刚才闭市的时候 的价格啊
|
