An innovative high-frequency statistical arbitrage in Chinese futures market
The primary use of futures is hedging risk. Traders in the spot market can hedge certain risks through the futures market. With the development of the futures market, the arbitrage transactions around futures have attracted increasingly attention. The aim of this paper is to establish an innovative...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2023-10-01
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Series: | Journal of Innovation & Knowledge |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2444569X23001257 |