念空公众号
021-50773837
CN | EN
Research Research

Sub high-frequency intraday CTA strategy for Stock Index Futures

日期: 2019-07-24
浏览次数: 72
2019 - 7 - 24

Strategy Type: Day trading arbitrage of stock index futures based on high frequency trading database.


Investment Targets: Stock index futures


Holding Period: 5-15 min. 


Preferred Market and P&L: Prefer high volatility market. P&L: annual return of 20%-50%, volatility of 5%-12%. 


Last:NONext:NO
Address:Suite 2412-2415,China Merchants Tower, No. 161 EastLujiazui RD., Pudong, Shanghai
TEL:021-50773837
Copyright © 2005 - 2013 Shanghai Goku Data Com Center (Limited Partnership)
Public number
Share to:
Zip code:330520
犀牛云提供云计算服务