ETF孪生品种的高频套利
登录后收藏学术论文
套利的微观结构：来自ETF的证据
Ben R. Marshall; Nhut H. Nguyen; Nuttawat Visaltanachoti
Massey University- Massey University - School of Economics and Finance
- Auckland University of Technology
- Massey University - Department of Economics and Finance
本篇策略设有付费墙
付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。