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如何看待套利策略跟踪

2025-4-2
如何看待套利策略跟踪
套利策略跟踪数据来源:wind、宏源期货研究所1505合约卷螺差4002000-200-40056789101112123452205合约2305合约2405合约2505合约螺纹05合约盘面利润180014001000600200-20056789101112123452022202320242025热卷05合约盘面利润18001300800300-2005678920221112102023120242354202510月卷螺差500300100-100-300101112123456789102210合约2310合约2410合约2510合约05合约螺矿比9.008.007.006.005.004.003.00576rb2205/I22058109rb2305/I2305111212RB2405/I240534RB2505/I2505505合约卷矿比9.008.007.006.005.004.003.00576HC2205/I22058109HC2305/I230511112HC2405/I24052345HC2505/I2505