文件名称:三币对冲-EA
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策略原理:它是两个直盘和一个交叉盘之间的相互对冲,也可以交叉盘之间的关联货币对冲。利用三种外汇对,合理交叉价格的暂时性偏离来实现对冲。
策略风险:由于外汇市场的高流通性,市场在大部分时间是有效的,然而市场有时候会出现短暂的失衡,使得交叉货币对的市场价格和合成价格发生偏离,当这种偏离足够抵消我们的交易成本时,我们可以使用三角套利的方法实现无风险套利。
三币对冲套利-EA:是指利用多种币种在不同的市场间的差价进行套利动作的交易策略,因其一次交易一般由三种币进行三次操作,形成一种三角关系,故称三币对冲套利。(The principle of strategy: it is the mutual hedging between two straight and one cross, or the related currency hedging between the cross. Using three kinds of foreign exchange pairs, reasonable cross price temporary deviation to achieve hedging.
Strategic risk: due to the high liquidity of the foreign exchange market, the market is efficient most of the time. However, sometimes there will be a short-term imbalance in the market, which makes the market price of cross currency pairs deviate from the composite price. When the deviation is enough to offset our transaction costs, we can use the method of triangular arbitrage to realize risk-free arbitrage.
Three kinds of currency arbitrage are used to carry out three kinds of arbitrage in the market.)
策略风险:由于外汇市场的高流通性,市场在大部分时间是有效的,然而市场有时候会出现短暂的失衡,使得交叉货币对的市场价格和合成价格发生偏离,当这种偏离足够抵消我们的交易成本时,我们可以使用三角套利的方法实现无风险套利。
三币对冲套利-EA:是指利用多种币种在不同的市场间的差价进行套利动作的交易策略,因其一次交易一般由三种币进行三次操作,形成一种三角关系,故称三币对冲套利。(The principle of strategy: it is the mutual hedging between two straight and one cross, or the related currency hedging between the cross. Using three kinds of foreign exchange pairs, reasonable cross price temporary deviation to achieve hedging.
Strategic risk: due to the high liquidity of the foreign exchange market, the market is efficient most of the time. However, sometimes there will be a short-term imbalance in the market, which makes the market price of cross currency pairs deviate from the composite price. When the deviation is enough to offset our transaction costs, we can use the method of triangular arbitrage to realize risk-free arbitrage.
Three kinds of currency arbitrage are used to carry out three kinds of arbitrage in the market.)
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下载文件列表
文件名 | 大小 | 更新时间 |
---|---|---|
三币对冲-EA.ex4 | 28710 | 2020-10-14 |
账号说明.txt | 351 | 2020-10-11 |
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