#我的策略演变 Cross-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 near-month and far-month contracts deviates from a reasonable range, buy the relatively undervalued contract while selling the overvalued contract.

Cross-Variety Arbitrage: Utilize the price ratio relationship between related varieties 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 performed.