本页面展示沪镍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。
关于沪镍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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-03 | 91500.00 | 91800.00 | 93920.00 | 90200.00 | 90890.00 | 91400.00 | 93490.00 | 89790.00 | 610.00 | 400.00 | 430.00 | 410.00 |
| 2018-11-30 | 90100.00 | 91330.00 | 91640.00 | 90070.00 | 89560.00 | 90770.00 | 91070.00 | 89450.00 | 540.00 | 560.00 | 570.00 | 620.00 |
| 2018-11-29 | 89550.00 | 89920.00 | 90080.00 | 89030.00 | 89080.00 | 89330.00 | 89560.00 | 88210.00 | 470.00 | 590.00 | 520.00 | 820.00 |
| 2018-11-28 | 88790.00 | 89560.00 | 90270.00 | 88460.00 | 88180.00 | 89050.00 | 89680.00 | 88010.00 | 610.00 | 510.00 | 590.00 | 450.00 |
| 2018-11-27 | 89330.00 | 88690.00 | 89860.00 | 88080.00 | 89110.00 | 88180.00 | 89580.00 | 87670.00 | 220.00 | 510.00 | 280.00 | 410.00 |
| 2018-11-26 | 88400.00 | 89290.00 | 90200.00 | 88020.00 | 88790.00 | 88980.00 | 90330.00 | 88000.00 | -390.00 | 310.00 | -130.00 | 20.00 |
| 2018-11-23 | 90600.00 | 88490.00 | 90700.00 | 87660.00 | 90610.00 | 88810.00 | 90840.00 | 88070.00 | -10.00 | -320.00 | -140.00 | -410.00 |
| 2018-11-22 | 92050.00 | 90360.00 | 92240.00 | 90250.00 | 92240.00 | 90510.00 | 92400.00 | 90310.00 | -190.00 | -150.00 | -160.00 | -60.00 |
| 2018-11-21 | 93250.00 | 91850.00 | 93910.00 | 91430.00 | 93330.00 | 92000.00 | 93890.00 | 91660.00 | -80.00 | -150.00 | 20.00 | -230.00 |
| 2018-11-20 | 93120.00 | 93310.00 | 93580.00 | 92610.00 | 93140.00 | 93340.00 | 93590.00 | 92720.00 | -20.00 | -30.00 | -10.00 | -110.00 |
| 2018-11-19 | 94100.00 | 93200.00 | 95000.00 | 92910.00 | 93970.00 | 93170.00 | 94790.00 | 92830.00 | 130.00 | 30.00 | 210.00 | 80.00 |
| 2018-11-16 | 95200.00 | 94080.00 | 95500.00 | 93760.00 | 94980.00 | 93830.00 | 95170.00 | 93610.00 | 220.00 | 250.00 | 330.00 | 150.00 |
| 2018-11-15 | 93980.00 | 95250.00 | 95330.00 | 93510.00 | 93790.00 | 94980.00 | 95000.00 | 93400.00 | 190.00 | 270.00 | 330.00 | 110.00 |
| 2018-11-14 | 95170.00 | 93920.00 | 95650.00 | 93600.00 | 94880.00 | 93700.00 | 95300.00 | 93360.00 | 290.00 | 220.00 | 350.00 | 240.00 |
| 2018-11-13 | 94650.00 | 95180.00 | 95390.00 | 94230.00 | 94390.00 | 94870.00 | 95100.00 | 93910.00 | 260.00 | 310.00 | 290.00 | 320.00 |
| 2018-11-12 | 96100.00 | 94650.00 | 96220.00 | 94080.00 | 95940.00 | 94400.00 | 95950.00 | 93850.00 | 160.00 | 250.00 | 270.00 | 230.00 |
| 2018-11-09 | 96910.00 | 96310.00 | 97620.00 | 96190.00 | 96500.00 | 96070.00 | 97330.00 | 95950.00 | 410.00 | 240.00 | 290.00 | 240.00 |
| 2018-11-08 | 96980.00 | 97160.00 | 97360.00 | 95580.00 | 96550.00 | 96830.00 | 97000.00 | 95400.00 | 430.00 | 330.00 | 360.00 | 180.00 |
| 2018-11-07 | 98590.00 | 97120.00 | 98680.00 | 96440.00 | 98200.00 | 96760.00 | 98300.00 | 96200.00 | 390.00 | 360.00 | 380.00 | 240.00 |
| 2018-11-06 | 97160.00 | 98450.00 | 98480.00 | 96780.00 | 97100.00 | 98100.00 | 98100.00 | 96630.00 | 60.00 | 350.00 | 380.00 | 150.00 |
| 2018-11-05 | 98990.00 | 97340.00 | 99300.00 | 96950.00 | 98580.00 | 97190.00 | 98920.00 | 96800.00 | 410.00 | 150.00 | 380.00 | 150.00 |
| 2018-11-02 | 96900.00 | 98680.00 | 99110.00 | 96750.00 | 96800.00 | 98320.00 | 98720.00 | 96510.00 | 100.00 | 360.00 | 390.00 | 240.00 |
| 2018-11-01 | 97650.00 | 96730.00 | 97850.00 | 96010.00 | 97390.00 | 96470.00 | 97520.00 | 95820.00 | 260.00 | 260.00 | 330.00 | 190.00 |
| 2018-10-31 | 98200.00 | 97760.00 | 98890.00 | 97420.00 | 97950.00 | 97430.00 | 98600.00 | 97170.00 | 250.00 | 330.00 | 290.00 | 250.00 |
| 2018-10-30 | 98400.00 | 98390.00 | 99250.00 | 97920.00 | 98220.00 | 98070.00 | 98950.00 | 97700.00 | 180.00 | 320.00 | 300.00 | 220.00 |
| 2018-10-29 | 99180.00 | 98210.00 | 99600.00 | 98150.00 | 98960.00 | 97950.00 | 99430.00 | 97900.00 | 220.00 | 260.00 | 170.00 | 250.00 |
| 2018-10-26 | 101810.00 | 99310.00 | 102080.00 | 99220.00 | 101650.00 | 99160.00 | 101750.00 | 99000.00 | 160.00 | 150.00 | 330.00 | 220.00 |
| 2018-10-25 | 102910.00 | 102040.00 | 103490.00 | 100160.00 | 103340.00 | 102140.00 | 103670.00 | 100620.00 | -430.00 | -100.00 | -180.00 | -460.00 |
| 2018-10-24 | 102440.00 | 103230.00 | 103740.00 | 102360.00 | 102550.00 | 103380.00 | 103960.00 | 102550.00 | -110.00 | -150.00 | -220.00 | -190.00 |
| 2018-10-23 | 103950.00 | 102720.00 | 104050.00 | 102420.00 | 104260.00 | 103100.00 | 104330.00 | 102830.00 | -310.00 | -380.00 | -280.00 | -410.00 |
| 2018-10-22 | 103750.00 | 104220.00 | 104700.00 | 102810.00 | 104050.00 | 104460.00 | 104880.00 | 103250.00 | -300.00 | -240.00 | -180.00 | -440.00 |
| 2018-10-19 | 101000.00 | 103440.00 | 103780.00 | 100820.00 | 101570.00 | 103900.00 | 104000.00 | 101470.00 | -570.00 | -460.00 | -220.00 | -650.00 |
| 2018-10-18 | 102860.00 | 101140.00 | 103320.00 | 100390.00 | 103110.00 | 101600.00 | 103730.00 | 101200.00 | -250.00 | -460.00 | -410.00 | -810.00 |
| 2018-10-17 | 102560.00 | 103140.00 | 103470.00 | 102150.00 | 102970.00 | 103510.00 | 103760.00 | 102630.00 | -410.00 | -370.00 | -290.00 | -480.00 |
| 2018-10-16 | 104790.00 | 102370.00 | 105500.00 | 101860.00 | 105080.00 | 102790.00 | 105710.00 | 102220.00 | -290.00 | -420.00 | -210.00 | -360.00 |
| 2018-10-15 | 105310.00 | 104200.00 | 105800.00 | 104150.00 | 105510.00 | 104590.00 | 106030.00 | 104430.00 | -200.00 | -390.00 | -230.00 | -280.00 |
| 2018-10-12 | 103550.00 | 105510.00 | 105980.00 | 103460.00 | 103670.00 | 105670.00 | 106170.00 | 103670.00 | -120.00 | -160.00 | -190.00 | -210.00 |
| 2018-10-11 | 105880.00 | 103170.00 | 106320.00 | 103040.00 | 106110.00 | 103360.00 | 106400.00 | 103250.00 | -230.00 | -190.00 | -80.00 | -210.00 |
| 2018-10-10 | 105350.00 | 106210.00 | 107120.00 | 104700.00 | 105000.00 | 106090.00 | 106850.00 | 104440.00 | 350.00 | 120.00 | 270.00 | 260.00 |
| 2018-10-09 | 103050.00 | 105470.00 | 105650.00 | 102850.00 | 102850.00 | 105170.00 | 105330.00 | 102650.00 | 200.00 | 300.00 | 320.00 | 200.00 |
| 2018-10-08 | 104680.00 | 103230.00 | 104680.00 | 102450.00 | 104330.00 | 102860.00 | 104490.00 | 102210.00 | 350.00 | 370.00 | 190.00 | 240.00 |
| 2018-09-28 | 103900.00 | 104550.00 | 104590.00 | 102670.00 | 103590.00 | 104190.00 | 104200.00 | 102600.00 | 310.00 | 360.00 | 390.00 | 70.00 |
| 2018-09-27 | 105930.00 | 104130.00 | 106080.00 | 103920.00 | 105620.00 | 103900.00 | 105700.00 | 103700.00 | 310.00 | 230.00 | 380.00 | 220.00 |
| 2018-09-26 | 105480.00 | 105710.00 | 106600.00 | 105110.00 | 105160.00 | 105330.00 | 106080.00 | 104800.00 | 320.00 | 380.00 | 520.00 | 310.00 |
| 2018-09-25 | 105520.00 | 105390.00 | 105870.00 | 104530.00 | 105040.00 | 104830.00 | 105550.00 | 104010.00 | 480.00 | 560.00 | 320.00 | 520.00 |
| 2018-09-21 | 103210.00 | 104870.00 | 105230.00 | 103030.00 | 103390.00 | 104520.00 | 104690.00 | 103190.00 | -180.00 | 350.00 | 540.00 | -160.00 |
| 2018-09-20 | 103340.00 | 102910.00 | 103770.00 | 102620.00 | 103420.00 | 103060.00 | 103880.00 | 102810.00 | -80.00 | -150.00 | -110.00 | -190.00 |