运用套利策略交易的单笔获利往往很小,需要通过较高频率的交易来积少成多地积累利润。较之常规的市场中性策略,套利策略的运用相对被动,对程序化交易的依赖程度更高。不过,由于套利策略获利的概率很大,其风险较低。套利策略属于一种广义上的市场中性策略,是指利用不同资产或不同市场之间不合理的价格关系,通过 Single profits from trading with arbitrage strategies tend to be small and require more accumulated profits through higher frequency trading. Compared with the conventional market neutral strategy, the arbitrage strategy is relatively passive and its dependence on programmed transactions is higher. However, the arbitrage strategy has a low probability of being profitable because of its high probability of being profitable. Arbitrage strategy belongs to a broad market neutral strategy, refers to the use of different assets or different markets unreasonable price relationship, through