請教一個關於期貨是否零和的問題 - 期貨
By Christine
at 2021-01-07T13:57
at 2021-01-07T13:57
Table of Contents
朋友圈一直都是台指期的愛好者 雖然我還沒有進場實際操作 但一直很有興趣
因此有一個小問題的想請教版上的先進
「台指期」就是以加權指數為標的物的「指數型期貨」
正如同原物料期貨以原物料為標的物一樣 當現貨結算時交易為原物料
而台指期現貨則為當時之加權指數
所以第一個問題是 股市指數自記錄較完整的1912年始 若長遠看來為正和遊戲
(即使不算上股利 就單論股價的資本利得仍然可成立此結論)
如果用歷史較短的台灣股市的加權指數來看也是成立(至少到今年為止)
那以追蹤台灣加權指數的期貨 他是否也可能是一個正和遊戲而非零和呢?
(除去手續費的外部干擾因素 單純論期貨本身交易的價格)
之所以會有這種想法是因為受到股票版一個版友的啟發 與其買0050
不如買台指期更有優勢?
而且我很好奇如果真的有一天 只有做多期貨 沒人要做空
此時造市商該如何報價呢?
希望版友能解答我的疑惑 感謝
--
因此有一個小問題的想請教版上的先進
「台指期」就是以加權指數為標的物的「指數型期貨」
正如同原物料期貨以原物料為標的物一樣 當現貨結算時交易為原物料
而台指期現貨則為當時之加權指數
所以第一個問題是 股市指數自記錄較完整的1912年始 若長遠看來為正和遊戲
(即使不算上股利 就單論股價的資本利得仍然可成立此結論)
如果用歷史較短的台灣股市的加權指數來看也是成立(至少到今年為止)
那以追蹤台灣加權指數的期貨 他是否也可能是一個正和遊戲而非零和呢?
(除去手續費的外部干擾因素 單純論期貨本身交易的價格)
之所以會有這種想法是因為受到股票版一個版友的啟發 與其買0050
不如買台指期更有優勢?
而且我很好奇如果真的有一天 只有做多期貨 沒人要做空
此時造市商該如何報價呢?
希望版友能解答我的疑惑 感謝
--
Tags:
期貨
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