冇話唔得
2025-06-06 06:44:03
其實係咪只要個貨幣既future contract有contango就做得?係. future同spot嘅spread其實就係兩隻currency interest rate嘅spread. 所以直接㨂最低interest rate嘅currency就得
技術上係咪risk free market-neutral? 嚴格嚟講, 係有chf同usd 0-3month tenor interest rate risk, 不過揸到期就guarantee返, 就好似3m bond咁.