套利仓位要点

套折价,母基仓位越低越安全,净值跌的空间小(但也失去上涨的净值收益)。

套溢价,母基仓位越高越好,净值上涨的空间大,这样B才可以有上涨的动力(但同时下跌的幅度也大,所以要看趋势)。

以上不知道对不对

21,588 thoughts on “套利仓位要点”

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