#现货与合约策略 Spot + Contract Combination Strategy: Balance of Stability and Aggression

Experienced traders often combine spot and contracts. For example:

1) 70% of funds used for long-term spot holding;

2) 30% of funds used for contract trend trading;

3) Arbitrage strategies enhance returns.

In 2023, this combination strategy achieved a Sharpe ratio of 2.1, with a maximum drawdown of only 15%.