作为一种新型的基金产品,ETF的产品特征、运作原理和套利机制迅速引起了市场的广泛关注。拟在前人研究的基础上,将ETF套利原理与我国上证50ETF的具体情况相结合,对上证50ETF在具体情况下的套利情况进行实证研究,得出结论,总结经验教训,以期能对ETF套利投资者提供一些值得借鉴的经验。 As a new type of fund product, ETF’s product characteristics, operating principle and arbitrage mechanism quickly aroused widespread concern in the market. On the basis of previous studies, this paper intends to combine the principle of ETF arbitrage with the specific situation of SSE 50 ETF in our country to carry out an empirical research on the arbitrage situation of SSE 50 ETF under specific circumstances, draw conclusions, summarize the experiences and lessons, and expect to be able to arbitrage the ETF Investors should provide some lessons to be learned.