Stock Index Futures On Arbitrage Strategies And Risk Management Research

After ten years of development, China's domestic capital markets including the stock market and futures markets have undergone profound changes, various securities laws, regulations and risk management systems and other measures to regulate the market were introduced, the basic formation of a unified regulatory system, The development of stock index futures already have a good system to protect and market environment.With the introduction of stock index futures, for their problems of theorists and practitioners to become the focus of attention, but also by the majority of the close attention of investors, especially institutional investors in China.This article concerns the hot spot as the stock index futures market as a research subject, a combination of domestic and international stock index futures on arbitrage trading strategy theory, mainly on the stock index futures on arbitrage trading two trading strategies, including arbitrage and risk-free Statistical arbitrage. It also described the basic theory of the two trading strategies, trading and risk management processes, and to A Company's actual operation, for example, through case analysis, validation of the stock index futures on arbitrage trading strategies in both the actual transaction In income can be achieved, compared to risk-free arbitrage, statistical arbitrage with its relatively stable earnings, better suited to China's institutional investors to participate.