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- UID
- 223401
- 帖子
- 290
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Buy high - Sell low
if expected spot at t+1 is 105 but the Future is priced at 106 you can sell at 106 buy the sopt at 100(current spot) sell at 105 at t+1 and make an extra $1
once the future price the same as the expected spot you are indifferent as to whether to buy/sell future or spot. |
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发表于 2011-7-11 19:24
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