股指期货无风险套利正式版(2)

将时间,价格输入就会有结果

期货佣金现货资金成本期货资金成本误差+冲击成本总成本期现差值0.212564.2719346851.0300715841.513.361606279.920.2133611.07109262.6795677811.521.8110603817.920.215523.470716325.7376609321.537.2709172539.320.2176245.1700578211.150920351.564.3856381760.520.04%621.63%

0.57%54.01%

0.13%40.64%

3.67%30.09%

0.53%20.01%

4.68%10.00%收益率-0.15%-0.16%0.09%-0.16%年化股息率