[討論]價差套利
現貨和期貨現在有基差超過150點
不拿來利用一下好像滿可惜的
隨手算了一下..
做法:放空0050和做多小台指
算了一下一組30萬不到(4.5張0050和1口小台指)
手續費/稅不算的話,應該可以套個8~9000 or more..
不知道手續費扣掉剩多少就是了XD
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