Operation / risk
Cash-Futures Arbitrage rare
Cash Futures Arbitrage
Definition
A strategy that exploits the basis spread between the spot and futures markets.
Boundary
Execution depends on borrowing, funding, and delivery costs, and the basis can widen beyond tolerance.
2 Strategies
0 Text mentions
0 Code hits
Role distribution
Market regimes
Uptrend0/0Downtrend0/0Range0/0Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection0/0All Regimes0/0
Common parameters
No parameter samples.
Frequent co-occurrence
Semantic relations
- Basis ← BasisCash-futures arbitrage trades the basis.
Evidence strategies
- 基于真实波幅的加权移动平均跨期策略True-Range-Based-Weighted-Moving-Average-Cross-Period-StrategyRisk control
- 震荡K线量化交易策略Oscillator-Candles-Momentum-Trading-StrategyContextInferred
Corpus quotes
No quotes.