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由于沪深300现货指数不是实际可交易的标的,且是由300支股票派许加权而成。所以在期现套利中需要对沪深300现货指数进行模拟,目前较常使用的是通过ETF基金组合来模拟。采用ETF基金组合
Since the CSI 300 Spot Index is not the subject of an actual tradable and is weighted by 300 stocks. Therefore, arbitrage in the current needs of the Shanghai and Shenzhen 300 stock index simulation, the more commonly used by the ETF portfolio to simulate. ETF portfolio