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    <title>鸡背蛋交易 - 套利·对冲</title>
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    <description>Latest 20 threads of 套利·对冲</description>
    <copyright>Copyright(C) 鸡背蛋交易</copyright>
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      <title>套利与对冲：赚定价偏差的钱</title>
      <link>https://trade.jibeidan.top/forum.php?mod=viewthread&amp;tid=27</link>
      <description><![CDATA[套利不赌方向，赌\&quot;价差回归\&quot;：

[*]期现套利：期货与现货价格偏离合理区间时，买低卖高等回归。

[*]跨期/跨品种套利：同一标的远近月、或相关性品种间的价差交易。

[*]统计套利：用历史相关性建模，偏离时反向开仓。

[*]对冲：持有股票同时用股指期货/期权对冲系统性 ...]]></description>
      <category>套利·对冲</category>
      <author>鸡背蛋</author>
      <pubDate>Thu, 13 Aug 2026 02:25:48 +0000</pubDate>
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