spot arbitrage
英 [spɒt ˈɑːbɪtrɑːʒ]
美 [spɑːt ˈɑːrbɪtrɑːʒ]
【经】现汇套购
双语例句
- Product quality attestation inspection, quality Supervision spot test inspection, quality arbitrage, new product appraisal;
产品质量认证检验、质量监督抽查检验、质量仲裁、新产品鉴定； - The spot rate is higher in london, an arbitrage dealer would quickly buy dollars with pounds in New York and sell the dollars in London for pounds.
如果伦敦的现汇率较高，套汇者就会赶快在纽约用英镑买进美元，然后在伦敦卖出美元，买进英镑。 - In current market environment, arbitrage of futures and spot is not entirely risk-free, many uncertainties will affect the effectiveness of arbitrage, or even threaten the success or failure of arbitrage.
针对在现有的市场环境下，股指期货的套利行为并非完全无风险，诸多不确定因素会影响套利行为的效果，甚至威胁到套利行为的成败。 - The stock index future futures-spot arbitrage behavior in the whole process of analysis of the effects of arbitrage the effect of various factors, put forward the corresponding spot allocation solutions, with a view to arbitrage investors arbitrage activities help.
作者从股期期现套利行为的全过程入手，分析了影响套利效果的各种因素，提出解决方案，并对其中关键的现货选择提供了具体配置方案，以期对套利投资者的套利实践有所帮助。 - But the arbitrage of stock index futures is not without risk, the tracking error of arbitrage spot portfolio, the compulsory liquidation, the settlement price risk, liquidity constraints could effect the arbitrage return.
但股指期货套利并不是无风险的，套利现货组合的跟踪误差、强制平仓、结算价差风险、相关市场流动性的制约等因素都会影响套利效果。 - Constructing the spot combinations on target index of tracking the better, the period of arbitrage risk is smaller.
构建的现货组合对目标指数的跟踪效果越好，则期现套利的套利风险就越小。 - The dynamic balance research in derivative market and spot market and the hedge or arbitrage in cross-market always is being the important study work in derivatives researcher.
衍生性市场与现货市场的动态均衡研究及跨市场交易的避险套利行为，一直是衍生性金融商品研究者的重要研究课题。 - An effective spot portfolio will not only capture arbitrage opportunities in time and increase arbitrage returns, but also promote the function of price discovery more effectively. Therefore the research on the construction of spot portfolios has important practical significance.
有效地构建现货组合不仅可以及时捕捉套利机会，增加套利收益，而且能促进股指期货更有效地发挥价格发现功能，所以现货组合的构建研究具有重要的现实意义。 - Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.
现货组合的构建是股指期货期现套利的关键问题之一。