Flower2024-07-14 21:30:04
FlowerIf the basis is positive, a trader would make a profit by “selling the basis”—that is, selling the bond and buying the futures. In contrast, when the basis is negative, the trader would make a profit by “buying the basis,” in which the trader would purchase the bond and short the futures.怎么理解
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Simon2024-07-15 13:23:33
Simon同学，上午好。
basis=现货价格-期货价格
1. 如果basis＞0，即现货价格高于期货，而随着到期日接近，现货和期货价格会趋于一致，所以应该卖出现货，买进期货。这种操作也叫sell the basis。
2．相反，如果basis＜0 ，应该买现货，卖期货，这个操作也叫做buy the basis。（basis会随着时间变化归0，所以negative时，就买入，之后会从负涨到0。）
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