Excellent index tracking strategy would help winning a place in the future-stock arbitrage.
为在期现套利中赢得一席之地，就必须拥有优异的指数复制方法。
2
This chapter is about the application of 300 index futures arbitrage strategy analysis.
本文第四章是关于沪深300指数期货套利策略应用的研究。
3
On the basis of the relationship between the mispricing of index futures and arbitrage opportunities, the behavior of the mis-pricing features are described.