#交易策略误区

Inter-temporal Arbitrage: Based on the price relationship between contracts of the same futures variety with different expiration months on the same exchange. When the price difference between near-month contracts and far-month contracts deviates from a reasonable range, buy the relatively undervalued contract while selling the overvalued contract.

Inter-commodity Arbitrage: Utilizing the price ratio relationship between related commodities for arbitrage. For example, soybeans and soybean meal; when the price ratio between the two deviates from the normal range, corresponding buy and sell operations can be conducted.