#交易策略误区 Inter-Period 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 the near-term contract and the distant contract deviates from a reasonable range, buy the relatively undervalued contract while selling the overvalued contract.

Inter-Commodity Arbitrage: Arbitrage using the price ratio relationship between related commodities. For example, soybeans and soybean meal; when the price ratio between the two deviates from the normal range, corresponding buying and selling operations can be performed.