纯碱期货跨期套利数据回测

本页面展示纯碱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:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

如果您对期货套利以及其它低风险投资感兴趣,可以关注我们的公众号:财有你我 ,加群交流。

风险提示

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。

数据分析

关于纯碱期货跨期套利的详细数据分析,请查看文章:。

纯碱期货跨期套利年度差价数据

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
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纯碱期货跨期套利月度差价数据

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

纯碱期货跨期套利价差逐日数据

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
2023-01-16 2950.00 2919.00 2950.00 2890.00 2387.00 2421.00 2439.00 2372.00 563.00 498.00 511.00 518.00
2023-01-13 2909.00 2956.00 2962.00 2903.00 2379.00 2390.00 2393.00 2353.00 530.00 566.00 569.00 550.00
2023-01-12 2865.00 2904.00 2909.00 2859.00 2334.00 2372.00 2376.00 2328.00 531.00 532.00 533.00 531.00
2023-01-11 2787.00 2863.00 2867.00 2767.00 2304.00 2328.00 2348.00 2280.00 483.00 535.00 519.00 487.00
2023-01-10 2802.00 2783.00 2816.00 2753.00 2400.00 2294.00 2410.00 2293.00 402.00 489.00 406.00 460.00
2023-01-09 2810.00 2793.00 2827.00 2771.00 2399.00 2396.00 2419.00 2382.00 411.00 397.00 408.00 389.00
2023-01-06 2782.00 2819.00 2822.00 2758.00 2389.00 2404.00 2408.00 2372.00 393.00 415.00 414.00 386.00
2023-01-05 2764.00 2777.00 2796.00 2751.00 2383.00 2380.00 2401.00 2363.00 381.00 397.00 395.00 388.00
2023-01-04 2765.00 2773.00 2789.00 2748.00 2393.00 2391.00 2406.00 2370.00 372.00 382.00 383.00 378.00
2023-01-03 2740.00 2769.00 2781.00 2670.00 2385.00 2396.00 2412.00 2327.00 355.00 373.00 369.00 343.00
2022-12-30 2700.00 2740.00 2746.00 2680.00 2354.00 2381.00 2390.00 2344.00 346.00 359.00 356.00 336.00
2022-12-29 2725.00 2708.00 2734.00 2671.00 2372.00 2362.00 2381.00 2338.00 353.00 346.00 353.00 333.00
2022-12-28 2725.00 2731.00 2751.00 2705.00 2360.00 2377.00 2393.00 2352.00 365.00 354.00 358.00 353.00
2022-12-27 2695.00 2730.00 2746.00 2677.00 2336.00 2364.00 2382.00 2329.00 359.00 366.00 364.00 348.00
2022-12-26 2648.00 2688.00 2713.00 2629.00 2305.00 2334.00 2355.00 2290.00 343.00 354.00 358.00 339.00
2022-12-23 2645.00 2652.00 2656.00 2614.00 2297.00 2304.00 2314.00 2266.00 348.00 348.00 342.00 348.00
2022-12-22 2750.00 2648.00 2754.00 2647.00 2383.00 2302.00 2389.00 2301.00 367.00 346.00 365.00 346.00
2022-12-21 2731.00 2740.00 2752.00 2714.00 2362.00 2376.00 2391.00 2347.00 369.00 364.00 361.00 367.00
2022-12-20 2677.00 2724.00 2753.00 2664.00 2303.00 2356.00 2388.00 2294.00 374.00 368.00 365.00 370.00
2022-12-19 2754.00 2677.00 2754.00 2657.00 2389.00 2307.00 2389.00 2295.00 365.00 370.00 365.00 362.00
2022-12-16 2750.00 2754.00 2804.00 2715.00 2386.00 2387.00 2433.00 2342.00 364.00 367.00 371.00 373.00
2022-12-15 2665.00 2747.00 2754.00 2660.00 2287.00 2380.00 2383.00 2286.00 378.00 367.00 371.00 374.00
2022-12-14 2663.00 2662.00 2677.00 2645.00 2286.00 2287.00 2302.00 2262.00 377.00 375.00 375.00 383.00
2022-12-13 2651.00 2660.00 2683.00 2631.00 2305.00 2287.00 2319.00 2234.00 346.00 373.00 364.00 397.00
2022-12-12 2632.00 2654.00 2678.00 2632.00 2285.00 2301.00 2329.00 2282.00 347.00 353.00 349.00 350.00
2022-12-09 2578.00 2640.00 2655.00 2573.00 2715.00 2777.00 2778.00 2710.00 -137.00 -137.00 -123.00 -137.00
2022-12-08 2525.00 2570.00 2575.00 2514.00 2673.00 2712.00 2714.00 2662.00 -148.00 -142.00 -139.00 -148.00
2022-12-07 2520.00 2521.00 2553.00 2497.00 2670.00 2673.00 2692.00 2657.00 -150.00 -152.00 -139.00 -160.00
2022-12-06 2525.00 2520.00 2534.00 2482.00 2670.00 2670.00 2689.00 2650.00 -145.00 -150.00 -155.00 -168.00
2022-12-05 2588.00 2519.00 2643.00 2516.00 2709.00 2662.00 2725.00 2657.00 -121.00 -143.00 -82.00 -141.00
2022-12-02 2718.00 2707.00 2721.00 2690.00 2545.00 2580.00 2589.00 2528.00 173.00 127.00 132.00 162.00
2022-12-01 2705.00 2718.00 2745.00 2688.00 2543.00 2543.00 2599.00 2512.00 162.00 175.00 146.00 176.00
2022-11-30 2700.00 2697.00 2708.00 2678.00 2526.00 2531.00 2541.00 2505.00 174.00 166.00 167.00 173.00
2022-11-29 2701.00 2700.00 2728.00 2680.00 2470.00 2528.00 2538.00 2465.00 231.00 172.00 190.00 215.00
2022-11-28 2710.00 2699.00 2724.00 2681.00 2431.00 2461.00 2483.00 2408.00 279.00 238.00 241.00 273.00
2022-11-25 2685.00 2710.00 2714.00 2665.00 2414.00 2428.00 2428.00 2381.00 271.00 282.00 286.00 284.00
2022-11-24 2635.00 2688.00 2695.00 2632.00 2350.00 2412.00 2430.00 2348.00 285.00 276.00 265.00 284.00
2022-11-23 2610.00 2635.00 2638.00 2598.00 2334.00 2351.00 2352.00 2314.00 276.00 284.00 286.00 284.00
2022-11-22 2618.00 2609.00 2643.00 2601.00 2335.00 2329.00 2364.00 2321.00 283.00 280.00 279.00 280.00
2022-11-21 2608.00 2620.00 2626.00 2579.00 2354.00 2333.00 2360.00 2287.00 254.00 287.00 266.00 292.00
2022-11-18 2593.00 2610.00 2615.00 2575.00 2380.00 2353.00 2387.00 2325.00 213.00 257.00 228.00 250.00
2022-11-17 2577.00 2591.00 2604.00 2556.00 2348.00 2378.00 2383.00 2320.00 229.00 213.00 221.00 236.00
2022-11-16 2541.00 2575.00 2594.00 2534.00 2260.00 2344.00 2364.00 2253.00 281.00 231.00 230.00 281.00
2022-11-15 2514.00 2538.00 2546.00 2505.00 2261.00 2260.00 2283.00 2249.00 253.00 278.00 263.00 256.00
2022-11-14 2525.00 2514.00 2568.00 2503.00 2220.00 2256.00 2318.00 2220.00 305.00 258.00 250.00 283.00
2022-11-11 2511.00 2520.00 2548.00 2506.00 2148.00 2219.00 2239.00 2143.00 363.00 301.00 309.00 363.00
2022-11-10 2482.00 2518.00 2534.00 2470.00 2151.00 2145.00 2165.00 2122.00 331.00 373.00 369.00 348.00
2022-11-09 2473.00 2489.00 2496.00 2463.00 2142.00 2155.00 2165.00 2133.00 331.00 334.00 331.00 330.00
2022-11-08 2401.00 2469.00 2472.00 2399.00 2097.00 2134.00 2136.00 2091.00 304.00 335.00 336.00 308.00
2022-11-07 2415.00 2401.00 2428.00 2362.00 2105.00 2096.00 2117.00 2070.00 310.00 305.00 311.00 292.00
2022-11-04 2300.00 2405.00 2406.00 2297.00 2015.00 2097.00 2100.00 2011.00 285.00 308.00 306.00 286.00
2022-11-03 2321.00 2311.00 2343.00 2308.00 2034.00 2021.00 2049.00 2015.00 287.00 290.00 294.00 293.00
2022-11-02 2359.00 2328.00 2365.00 2300.00 2060.00 2038.00 2061.00 2004.00 299.00 290.00 304.00 296.00
2022-11-01 2307.00 2353.00 2362.00 2300.00 2006.00 2052.00 2062.00 1987.00 301.00 301.00 300.00 313.00
2022-10-31 2370.00 2307.00 2378.00 2282.00 2064.00 2008.00 2070.00 1981.00 306.00 299.00 308.00 301.00
2022-10-28 2410.00 2373.00 2411.00 2361.00 2110.00 2068.00 2110.00 2055.00 300.00 305.00 301.00 306.00
2022-10-27 2410.00 2403.00 2440.00 2400.00 2120.00 2105.00 2145.00 2101.00 290.00 298.00 295.00 299.00
2022-10-26 2382.00 2408.00 2421.00 2378.00 2100.00 2114.00 2134.00 2096.00 282.00 294.00 287.00 282.00
2022-10-25 2391.00 2382.00 2405.00 2375.00 2138.00 2100.00 2153.00 2095.00 253.00 282.00 252.00 280.00
2022-10-24 2428.00 2391.00 2476.00 2390.00 2150.00 2137.00 2188.00 2137.00 278.00 254.00 288.00 253.00
2022-10-21 2440.00 2432.00 2460.00 2425.00 2160.00 2153.00 2173.00 2142.00 280.00 279.00 287.00 283.00
2022-10-20 2448.00 2436.00 2463.00 2425.00 2171.00 2153.00 2174.00 2150.00 277.00 283.00 289.00 275.00
2022-10-19 2450.00 2448.00 2474.00 2437.00 2159.00 2169.00 2186.00 2156.00 291.00 279.00 288.00 281.00
2022-10-18 2486.00 2457.00 2486.00 2428.00 2188.00 2165.00 2188.00 2139.00 298.00 292.00 298.00 289.00
2022-10-17 2483.00 2482.00 2490.00 2444.00 2190.00 2184.00 2199.00 2153.00 293.00 298.00 291.00 291.00
2022-10-14 2470.00 2486.00 2503.00 2461.00 2184.00 2192.00 2209.00 2174.00 286.00 294.00 294.00 287.00
2022-10-13 2503.00 2485.00 2514.00 2473.00 2212.00 2194.00 2222.00 2184.00 291.00 291.00 292.00 289.00
2022-10-12 2490.00 2509.00 2523.00 2479.00 2191.00 2214.00 2223.00 2181.00 299.00 295.00 300.00 298.00
2022-10-11 2533.00 2484.00 2537.00 2472.00 2244.00 2187.00 2261.00 2176.00 289.00 297.00 276.00 296.00
2022-10-10 2547.00 2530.00 2558.00 2476.00 2220.00 2243.00 2263.00 2169.00 327.00 287.00 295.00 307.00
2022-09-30 2498.00 2537.00 2538.00 2480.00 2166.00 2201.00 2208.00 2162.00 332.00 336.00 330.00 318.00
2022-09-29 2477.00 2488.00 2499.00 2442.00 2147.00 2160.00 2169.00 2116.00 330.00 328.00 330.00 326.00
2022-09-28 2471.00 2467.00 2484.00 2451.00 2156.00 2139.00 2163.00 2129.00 315.00 328.00 321.00 322.00
2022-09-27 2430.00 2466.00 2466.00 2407.00 2102.00 2147.00 2148.00 2094.00 328.00 319.00 318.00 313.00
2022-09-26 2379.00 2425.00 2435.00 2371.00 2062.00 2098.00 2103.00 2053.00 317.00 327.00 332.00 318.00
2022-09-23 2398.00 2397.00 2419.00 2385.00 2089.00 2076.00 2099.00 2069.00 309.00 321.00 320.00 316.00
2022-09-22 2315.00 2399.00 2408.00 2314.00 2038.00 2084.00 2096.00 2037.00 277.00 315.00 312.00 277.00
2022-09-21 2320.00 2318.00 2329.00 2282.00 2048.00 2040.00 2058.00 2019.00 272.00 278.00 271.00 263.00
2022-09-20 2300.00 2319.00 2339.00 2286.00 2034.00 2048.00 2068.00 2023.00 266.00 271.00 271.00 263.00
2022-09-19 2283.00 2307.00 2335.00 2282.00 2034.00 2037.00 2058.00 2032.00 249.00 270.00 277.00 250.00
2022-09-16 2296.00 2282.00 2315.00 2266.00 2041.00 2034.00 2057.00 2021.00 255.00 248.00 258.00 245.00
2022-09-15 2305.00 2301.00 2330.00 2285.00 2047.00 2044.00 2072.00 2034.00 258.00 257.00 258.00 251.00
2022-09-14 2360.00 2306.00 2362.00 2287.00 2085.00 2047.00 2088.00 2031.00 275.00 259.00 274.00 256.00
2022-09-13 2325.00 2360.00 2374.00 2320.00 2060.00 2090.00 2097.00 2053.00 265.00 270.00 277.00 267.00
2022-09-09 2275.00 2306.00 2323.00 2273.00 2028.00 2046.00 2060.00 2025.00 247.00 260.00 263.00 248.00
2022-09-08 2285.00 2276.00 2303.00 2263.00 2019.00 2028.00 2056.00 2013.00 266.00 248.00 247.00 250.00
2022-09-07 2274.00 2279.00 2298.00 2244.00 2038.00 2017.00 2056.00 1996.00 236.00 262.00 242.00 248.00
2022-09-06 2347.00 2288.00 2365.00 2280.00 2097.00 2050.00 2109.00 2043.00 250.00 238.00 256.00 237.00
2022-09-05 2306.00 2345.00 2350.00 2287.00 2071.00 2096.00 2100.00 2054.00 235.00 249.00 250.00 233.00
2022-09-02 2310.00 2302.00 2323.00 2274.00 2604.00 2601.00 2629.00 2577.00 -294.00 -299.00 -306.00 -303.00
2022-09-01 2360.00 2315.00 2373.00 2305.00 2643.00 2609.00 2669.00 2596.00 -283.00 -294.00 -296.00 -291.00
2022-08-31 2327.00 2367.00 2384.00 2326.00 2115.00 2130.00 2140.00 2111.00 212.00 237.00 244.00 215.00
2022-08-30 2394.00 2338.00 2404.00 2322.00 2142.00 2119.00 2152.00 2113.00 252.00 219.00 252.00 209.00
2022-08-29 2420.00 2386.00 2425.00 2344.00 2160.00 2139.00 2161.00 2118.00 260.00 247.00 264.00 226.00
2022-08-26 2373.00 2418.00 2423.00 2366.00 2140.00 2154.00 2159.00 2129.00 233.00 264.00 264.00 237.00
2022-08-25 2367.00 2373.00 2443.00 2362.00 2138.00 2142.00 2167.00 2124.00 229.00 231.00 276.00 238.00
2022-08-24 2375.00 2365.00 2385.00 2351.00 2144.00 2128.00 2155.00 2121.00 231.00 237.00 230.00 230.00
2022-08-23 2363.00 2373.00 2402.00 2337.00 2130.00 2144.00 2170.00 2118.00 233.00 229.00 232.00 219.00
2022-08-22 2238.00 2358.00 2367.00 2236.00 2061.00 2129.00 2139.00 2057.00 177.00 229.00 228.00 179.00
2022-08-19 2315.00 2238.00 2316.00 2223.00 2138.00 2063.00 2139.00 2049.00 177.00 175.00 177.00 174.00
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