本页面展示塑料期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:
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注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。
关于塑料期货跨期套利的详细数据分析,请查看文章:。
| 年份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 月份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 日期 | 主连开盘价 | 主连收盘价 | 主连最高价 | 主连最低价 | 次主连开盘价 | 次主连收盘价 | 次主连最高价 | 次主连最低价 | 开盘价差值 | 收盘价差值 | 最高价差值 | 最低价差值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 8370.00 | 8425.00 | 8435.00 | 8355.00 | 8900.00 | 8935.00 | 9000.00 | 8885.00 | -530.00 | -510.00 | -565.00 | -530.00 |
| 2018-12-03 | 8400.00 | 8360.00 | 8510.00 | 8335.00 | 8900.00 | 8920.00 | 9000.00 | 8860.00 | -500.00 | -560.00 | -490.00 | -525.00 |
| 2018-11-30 | 8310.00 | 8340.00 | 8340.00 | 8275.00 | 8695.00 | 8815.00 | 8820.00 | 8695.00 | -385.00 | -475.00 | -480.00 | -420.00 |
| 2018-11-29 | 8275.00 | 8270.00 | 8315.00 | 8245.00 | 8710.00 | 8685.00 | 8725.00 | 8655.00 | -435.00 | -415.00 | -410.00 | -410.00 |
| 2018-11-28 | 8190.00 | 8295.00 | 8305.00 | 8180.00 | 8615.00 | 8700.00 | 8730.00 | 8580.00 | -425.00 | -405.00 | -425.00 | -400.00 |
| 2018-11-27 | 8205.00 | 8150.00 | 8255.00 | 8130.00 | 8595.00 | 8550.00 | 8645.00 | 8525.00 | -390.00 | -400.00 | -390.00 | -395.00 |
| 2018-11-26 | 8200.00 | 8170.00 | 8250.00 | 8150.00 | 8430.00 | 8540.00 | 8595.00 | 8400.00 | -230.00 | -370.00 | -345.00 | -250.00 |
| 2018-11-23 | 8445.00 | 8250.00 | 8480.00 | 8250.00 | 8735.00 | 8515.00 | 8760.00 | 8505.00 | -290.00 | -265.00 | -280.00 | -255.00 |
| 2018-11-22 | 8600.00 | 8460.00 | 8600.00 | 8450.00 | 8900.00 | 8740.00 | 8905.00 | 8735.00 | -300.00 | -280.00 | -305.00 | -285.00 |
| 2018-11-21 | 8435.00 | 8600.00 | 8630.00 | 8335.00 | 8795.00 | 8895.00 | 8945.00 | 8655.00 | -360.00 | -295.00 | -315.00 | -320.00 |
| 2018-11-20 | 8630.00 | 8540.00 | 8690.00 | 8535.00 | 9015.00 | 8920.00 | 9065.00 | 8895.00 | -385.00 | -380.00 | -375.00 | -360.00 |
| 2018-11-19 | 8650.00 | 8645.00 | 8700.00 | 8625.00 | 9015.00 | 9030.00 | 9090.00 | 8980.00 | -365.00 | -385.00 | -390.00 | -355.00 |
| 2018-11-16 | 8650.00 | 8655.00 | 8750.00 | 8605.00 | 9075.00 | 9025.00 | 9120.00 | 8975.00 | -425.00 | -370.00 | -370.00 | -370.00 |
| 2018-11-15 | 9045.00 | 9060.00 | 9080.00 | 9010.00 | 8560.00 | 8635.00 | 8650.00 | 8555.00 | 485.00 | 425.00 | 430.00 | 455.00 |
| 2018-11-14 | 8875.00 | 9030.00 | 9030.00 | 8815.00 | 8425.00 | 8550.00 | 8550.00 | 8425.00 | 450.00 | 480.00 | 480.00 | 390.00 |
| 2018-11-13 | 8840.00 | 8960.00 | 9015.00 | 8830.00 | 8520.00 | 8595.00 | 8650.00 | 8485.00 | 320.00 | 365.00 | 365.00 | 345.00 |
| 2018-11-12 | 8960.00 | 8860.00 | 8990.00 | 8840.00 | 8600.00 | 8510.00 | 8635.00 | 8505.00 | 360.00 | 350.00 | 355.00 | 335.00 |
| 2018-11-09 | 9075.00 | 8960.00 | 9090.00 | 8935.00 | 8710.00 | 8610.00 | 8730.00 | 8600.00 | 365.00 | 350.00 | 360.00 | 335.00 |
| 2018-11-08 | 9085.00 | 9075.00 | 9145.00 | 9050.00 | 8720.00 | 8715.00 | 8750.00 | 8700.00 | 365.00 | 360.00 | 395.00 | 350.00 |
| 2018-11-07 | 9075.00 | 9070.00 | 9100.00 | 9010.00 | 8715.00 | 8715.00 | 8740.00 | 8675.00 | 360.00 | 355.00 | 360.00 | 335.00 |
| 2018-11-06 | 9125.00 | 9085.00 | 9150.00 | 9015.00 | 8785.00 | 8750.00 | 8805.00 | 8700.00 | 340.00 | 335.00 | 345.00 | 315.00 |
| 2018-11-05 | 9120.00 | 9125.00 | 9165.00 | 9105.00 | 8760.00 | 8780.00 | 8815.00 | 8740.00 | 360.00 | 345.00 | 350.00 | 365.00 |
| 2018-11-02 | 8950.00 | 9115.00 | 9135.00 | 8905.00 | 8735.00 | 8765.00 | 8785.00 | 8630.00 | 215.00 | 350.00 | 350.00 | 275.00 |
| 2018-11-01 | 9045.00 | 8965.00 | 9065.00 | 8920.00 | 8820.00 | 8710.00 | 8830.00 | 8685.00 | 225.00 | 255.00 | 235.00 | 235.00 |
| 2018-10-31 | 9105.00 | 9055.00 | 9150.00 | 9015.00 | 8860.00 | 8835.00 | 8905.00 | 8795.00 | 245.00 | 220.00 | 245.00 | 220.00 |
| 2018-10-30 | 9170.00 | 9105.00 | 9205.00 | 9070.00 | 8960.00 | 8870.00 | 8970.00 | 8850.00 | 210.00 | 235.00 | 235.00 | 220.00 |
| 2018-10-29 | 9310.00 | 9165.00 | 9325.00 | 9125.00 | 9045.00 | 8950.00 | 9065.00 | 8910.00 | 265.00 | 215.00 | 260.00 | 215.00 |
| 2018-10-26 | 9345.00 | 9285.00 | 9375.00 | 9250.00 | 9050.00 | 9035.00 | 9085.00 | 9010.00 | 295.00 | 250.00 | 290.00 | 240.00 |
| 2018-10-25 | 9445.00 | 9335.00 | 9460.00 | 9280.00 | 9150.00 | 9045.00 | 9155.00 | 9005.00 | 295.00 | 290.00 | 305.00 | 275.00 |
| 2018-10-24 | 9395.00 | 9465.00 | 9475.00 | 9385.00 | 9150.00 | 9155.00 | 9160.00 | 9110.00 | 245.00 | 310.00 | 315.00 | 275.00 |
| 2018-10-23 | 9440.00 | 9430.00 | 9470.00 | 9430.00 | 9180.00 | 9170.00 | 9190.00 | 9160.00 | 260.00 | 260.00 | 280.00 | 270.00 |
| 2018-10-22 | 9430.00 | 9445.00 | 9505.00 | 9425.00 | 9155.00 | 9175.00 | 9200.00 | 9145.00 | 275.00 | 270.00 | 305.00 | 280.00 |
| 2018-10-19 | 9410.00 | 9420.00 | 9465.00 | 9405.00 | 9170.00 | 9140.00 | 9195.00 | 9135.00 | 240.00 | 280.00 | 270.00 | 270.00 |
| 2018-10-18 | 9350.00 | 9415.00 | 9425.00 | 9330.00 | 9135.00 | 9170.00 | 9180.00 | 9100.00 | 215.00 | 245.00 | 245.00 | 230.00 |
| 2018-10-17 | 9400.00 | 9385.00 | 9435.00 | 9365.00 | 9175.00 | 9165.00 | 9190.00 | 9120.00 | 225.00 | 220.00 | 245.00 | 245.00 |
| 2018-10-16 | 9510.00 | 9400.00 | 9540.00 | 9335.00 | 9260.00 | 9170.00 | 9280.00 | 9135.00 | 250.00 | 230.00 | 260.00 | 200.00 |
| 2018-10-15 | 9580.00 | 9520.00 | 9590.00 | 9515.00 | 9305.00 | 9265.00 | 9325.00 | 9265.00 | 275.00 | 255.00 | 265.00 | 250.00 |
| 2018-10-12 | 9540.00 | 9565.00 | 9575.00 | 9500.00 | 9260.00 | 9305.00 | 9315.00 | 9225.00 | 280.00 | 260.00 | 260.00 | 275.00 |
| 2018-10-11 | 9575.00 | 9535.00 | 9605.00 | 9485.00 | 9365.00 | 9275.00 | 9365.00 | 9250.00 | 210.00 | 260.00 | 240.00 | 235.00 |
| 2018-10-10 | 9805.00 | 9670.00 | 9825.00 | 9640.00 | 9565.00 | 9420.00 | 9565.00 | 9395.00 | 240.00 | 250.00 | 260.00 | 245.00 |
| 2018-10-09 | 9755.00 | 9825.00 | 9840.00 | 9705.00 | 9360.00 | 9540.00 | 9550.00 | 9360.00 | 395.00 | 285.00 | 290.00 | 345.00 |
| 2018-10-08 | 9525.00 | 9715.00 | 9720.00 | 9525.00 | 9230.00 | 9335.00 | 9335.00 | 9210.00 | 295.00 | 380.00 | 385.00 | 315.00 |