Redian新闻
>
twtr 2/7 65 call和 2/14 65 call有套利机会啊
avatar
twtr 2/7 65 call和 2/14 65 call有套利机会啊# Stock
C*U
1
是不是这些小钱都没人赚啊
卖出2/7的65 c**[email protected]
买入2/14的65 c**[email protected]
除去手续费
一个赚几块吧
大账户的牛牛们可以赚很多吧 ?
avatar
c*y
2
i am very sure it's trades at different time?
if you quote calendar spread, the spread of the spread is quite big.
you won't get filled with negative price.
it's different if you get filled separately.
certainly not arb in that case.

【在 C***U 的大作中提到】
: 是不是这些小钱都没人赚啊
: 卖出2/7的65 c**[email protected]
: 买入2/14的65 c**[email protected]
: 除去手续费
: 一个赚几块吧
: 大账户的牛牛们可以赚很多吧 ?

avatar
C*U
3
没有 刚才闭市的时候 的价格啊

【在 c*******y 的大作中提到】
: i am very sure it's trades at different time?
: if you quote calendar spread, the spread of the spread is quite big.
: you won't get filled with negative price.
: it's different if you get filled separately.
: certainly not arb in that case.

avatar
C*U
4
几乎是同时的

【在 c*******y 的大作中提到】
: i am very sure it's trades at different time?
: if you quote calendar spread, the spread of the spread is quite big.
: you won't get filled with negative price.
: it's different if you get filled separately.
: certainly not arb in that case.

avatar
s*d
5
check options rolling

★ 发自iPhone App: ChineseWeb 7.8

【在 C***U 的大作中提到】
: 是不是这些小钱都没人赚啊
: 卖出2/7的65 c**[email protected]
: 买入2/14的65 c**[email protected]
: 除去手续费
: 一个赚几块吧
: 大账户的牛牛们可以赚很多吧 ?

avatar
y*d
6
这种机会的存在是不make sense的,你太鄙视搞high frequency的那些firm了
你报的这个两个价钱是买入价还是卖出价?
avatar
c*y
7
you need better tape reading.
just check the ask price for the calendar spread from SMART routing, high
end of each bar/candle.
and good luck if you try direct routing.

【在 C***U 的大作中提到】
: 没有 刚才闭市的时候 的价格啊
相关阅读
logo
联系我们隐私协议©2024 redian.news
Redian新闻
Redian.news刊载任何文章,不代表同意其说法或描述,仅为提供更多信息,也不构成任何建议。文章信息的合法性及真实性由其作者负责,与Redian.news及其运营公司无关。欢迎投稿,如发现稿件侵权,或作者不愿在本网发表文章,请版权拥有者通知本网处理。