The Research Of Natural Rubber Arbitrage

The major arbitrage strategies standard arbitrage, nonstandard arbitrage, calendar spread and inter-exchange spread. To design these strategies, lots of investors use the regression model and cointegration Model. After analyzing the features of rubber's price fluctuation, due to the reasonable contract design and investors' trust, those price fluctuation are high correlation.This article use the quantized tools to analysis the invest opportunity in rubber arbitrage.Among the rubber arbitrage strategies, the standard arbitrage is one of the most normal one. Few years ago , the standard arbitrage is very popular. Since more and more investors used this strategy,the profit of standard arbitrage decline quickly. While lots of invests become focus on the nonstandard arbitrage lately because of its high profit. In addition, this article also introduced calendar spread and inter-exchange spread.By analyzing the rubber arbitrage opportunities and risk, this article designed the "Rubber Standard Arbitrage Strategy" ; "Rubber Nonstandard Arbitrage Strategy" ; "Rubber Calendar Spread Arbitrage Strategy".