本页面展示沪锌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:
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。
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。
关于沪锌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 | 20850.00 | 20900.00 | 20980.00 | 20670.00 | 21200.00 | 21250.00 | 21380.00 | 21050.00 | -350.00 | -350.00 | -400.00 | -380.00 |
| 2018-12-03 | 20380.00 | 20820.00 | 21275.00 | 20225.00 | 20700.00 | 21200.00 | 21645.00 | 20575.00 | -320.00 | -380.00 | -370.00 | -350.00 |
| 2018-11-30 | 20280.00 | 20685.00 | 20695.00 | 20240.00 | 19885.00 | 20325.00 | 20330.00 | 19880.00 | 395.00 | 360.00 | 365.00 | 360.00 |
| 2018-11-29 | 20200.00 | 20275.00 | 20400.00 | 20030.00 | 19850.00 | 19900.00 | 20145.00 | 19705.00 | 350.00 | 375.00 | 255.00 | 325.00 |
| 2018-11-28 | 20085.00 | 20225.00 | 20285.00 | 19845.00 | 19665.00 | 19855.00 | 19970.00 | 19480.00 | 420.00 | 370.00 | 315.00 | 365.00 |
| 2018-11-27 | 20525.00 | 20055.00 | 20545.00 | 19930.00 | 20255.00 | 19630.00 | 20285.00 | 19565.00 | 270.00 | 425.00 | 260.00 | 365.00 |
| 2018-11-26 | 20830.00 | 20600.00 | 20850.00 | 20330.00 | 20555.00 | 20355.00 | 20600.00 | 20100.00 | 275.00 | 245.00 | 250.00 | 230.00 |
| 2018-11-23 | 21055.00 | 20890.00 | 21270.00 | 20810.00 | 20835.00 | 20635.00 | 21045.00 | 20570.00 | 220.00 | 255.00 | 225.00 | 240.00 |
| 2018-11-22 | 21190.00 | 21025.00 | 21220.00 | 20980.00 | 21000.00 | 20765.00 | 21010.00 | 20750.00 | 190.00 | 260.00 | 210.00 | 230.00 |
| 2018-11-21 | 21440.00 | 21140.00 | 21465.00 | 20820.00 | 21275.00 | 20925.00 | 21290.00 | 20650.00 | 165.00 | 215.00 | 175.00 | 170.00 |
| 2018-11-20 | 21550.00 | 21485.00 | 21650.00 | 21340.00 | 21395.00 | 21305.00 | 21490.00 | 21170.00 | 155.00 | 180.00 | 160.00 | 170.00 |
| 2018-11-19 | 21450.00 | 21575.00 | 21710.00 | 21440.00 | 21195.00 | 21420.00 | 21490.00 | 21180.00 | 255.00 | 155.00 | 220.00 | 260.00 |
| 2018-11-16 | 21420.00 | 21515.00 | 21645.00 | 21280.00 | 21700.00 | 21810.00 | 21875.00 | 21575.00 | -280.00 | -295.00 | -230.00 | -295.00 |
| 2018-11-15 | 20785.00 | 21340.00 | 21360.00 | 20630.00 | 21230.00 | 21610.00 | 21615.00 | 21105.00 | -445.00 | -270.00 | -255.00 | -475.00 |
| 2018-11-14 | 21025.00 | 20765.00 | 21235.00 | 20680.00 | 21465.00 | 21230.00 | 21610.00 | 21190.00 | -440.00 | -465.00 | -375.00 | -510.00 |
| 2018-11-13 | 20900.00 | 21010.00 | 21110.00 | 20770.00 | 21350.00 | 21450.00 | 21560.00 | 21275.00 | -450.00 | -440.00 | -450.00 | -505.00 |
| 2018-11-12 | 20950.00 | 20930.00 | 21180.00 | 20715.00 | 21480.00 | 21405.00 | 21640.00 | 21260.00 | -530.00 | -475.00 | -460.00 | -545.00 |
| 2018-11-09 | 20785.00 | 20930.00 | 21085.00 | 20620.00 | 21355.00 | 21445.00 | 21550.00 | 21210.00 | -570.00 | -515.00 | -465.00 | -590.00 |
| 2018-11-08 | 20725.00 | 20780.00 | 20870.00 | 20500.00 | 21285.00 | 21360.00 | 21425.00 | 21085.00 | -560.00 | -580.00 | -555.00 | -585.00 |
| 2018-11-07 | 21210.00 | 20760.00 | 21240.00 | 20565.00 | 21665.00 | 21315.00 | 21670.00 | 21095.00 | -455.00 | -555.00 | -430.00 | -530.00 |
| 2018-11-06 | 20865.00 | 21210.00 | 21320.00 | 20735.00 | 21300.00 | 21670.00 | 21760.00 | 21260.00 | -435.00 | -460.00 | -440.00 | -525.00 |
| 2018-11-05 | 21445.00 | 20940.00 | 21480.00 | 20925.00 | 21885.00 | 21365.00 | 21895.00 | 21355.00 | -440.00 | -425.00 | -415.00 | -430.00 |
| 2018-11-02 | 21155.00 | 21465.00 | 21500.00 | 20985.00 | 21565.00 | 21885.00 | 21930.00 | 21405.00 | -410.00 | -420.00 | -430.00 | -420.00 |
| 2018-11-01 | 21635.00 | 21525.00 | 21710.00 | 21305.00 | 21250.00 | 21095.00 | 21335.00 | 20885.00 | 385.00 | 430.00 | 375.00 | 420.00 |
| 2018-10-31 | 21755.00 | 21740.00 | 21780.00 | 21470.00 | 21400.00 | 21370.00 | 21440.00 | 21135.00 | 355.00 | 370.00 | 340.00 | 335.00 |
| 2018-10-30 | 22110.00 | 21800.00 | 22255.00 | 21675.00 | 21800.00 | 21460.00 | 21930.00 | 21355.00 | 310.00 | 340.00 | 325.00 | 320.00 |
| 2018-10-29 | 22000.00 | 22030.00 | 22425.00 | 21995.00 | 21705.00 | 21715.00 | 22095.00 | 21675.00 | 295.00 | 315.00 | 330.00 | 320.00 |
| 2018-10-26 | 22170.00 | 21980.00 | 22270.00 | 21900.00 | 21850.00 | 21655.00 | 21945.00 | 21600.00 | 320.00 | 325.00 | 325.00 | 300.00 |
| 2018-10-25 | 22500.00 | 22165.00 | 22520.00 | 22090.00 | 22200.00 | 21845.00 | 22230.00 | 21760.00 | 300.00 | 320.00 | 290.00 | 330.00 |
| 2018-10-24 | 21890.00 | 22540.00 | 22575.00 | 21805.00 | 22330.00 | 22795.00 | 22835.00 | 22265.00 | -440.00 | -255.00 | -260.00 | -460.00 |
| 2018-10-23 | 22075.00 | 21890.00 | 22140.00 | 21830.00 | 22465.00 | 22340.00 | 22550.00 | 22295.00 | -390.00 | -450.00 | -410.00 | -465.00 |
| 2018-10-22 | 22070.00 | 22035.00 | 22100.00 | 21690.00 | 22420.00 | 22455.00 | 22480.00 | 22020.00 | -350.00 | -420.00 | -380.00 | -330.00 |
| 2018-10-19 | 22120.00 | 22140.00 | 22240.00 | 21945.00 | 22530.00 | 22475.00 | 22580.00 | 22205.00 | -410.00 | -335.00 | -340.00 | -260.00 |
| 2018-10-18 | 22380.00 | 22460.00 | 22780.00 | 22340.00 | 21870.00 | 22070.00 | 22300.00 | 21870.00 | 510.00 | 390.00 | 480.00 | 470.00 |
| 2018-10-17 | 22250.00 | 22385.00 | 22405.00 | 22160.00 | 21780.00 | 21895.00 | 21905.00 | 21650.00 | 470.00 | 490.00 | 500.00 | 510.00 |
| 2018-10-16 | 22630.00 | 22240.00 | 22655.00 | 22085.00 | 22055.00 | 21735.00 | 22160.00 | 21590.00 | 575.00 | 505.00 | 495.00 | 495.00 |
| 2018-10-15 | 22810.00 | 22555.00 | 22940.00 | 22480.00 | 22230.00 | 21995.00 | 22360.00 | 21880.00 | 580.00 | 560.00 | 580.00 | 600.00 |
| 2018-10-12 | 22705.00 | 22850.00 | 22935.00 | 22465.00 | 22090.00 | 22260.00 | 22320.00 | 21800.00 | 615.00 | 590.00 | 615.00 | 665.00 |
| 2018-10-11 | 22900.00 | 22615.00 | 22975.00 | 22450.00 | 22400.00 | 21965.00 | 22430.00 | 21835.00 | 500.00 | 650.00 | 545.00 | 615.00 |
| 2018-10-10 | 22660.00 | 22935.00 | 23110.00 | 22530.00 | 22100.00 | 22405.00 | 22585.00 | 22040.00 | 560.00 | 530.00 | 525.00 | 490.00 |
| 2018-10-09 | 22040.00 | 22620.00 | 22800.00 | 21970.00 | 21555.00 | 22055.00 | 22240.00 | 21510.00 | 485.00 | 565.00 | 560.00 | 460.00 |
| 2018-10-08 | 22055.00 | 21930.00 | 22235.00 | 21815.00 | 21650.00 | 21445.00 | 21840.00 | 21380.00 | 405.00 | 485.00 | 395.00 | 435.00 |
| 2018-09-28 | 21585.00 | 21915.00 | 22020.00 | 21200.00 | 21090.00 | 21490.00 | 21580.00 | 20775.00 | 495.00 | 425.00 | 440.00 | 425.00 |
| 2018-09-27 | 21620.00 | 21570.00 | 21720.00 | 21485.00 | 21130.00 | 21120.00 | 21250.00 | 21055.00 | 490.00 | 450.00 | 470.00 | 430.00 |
| 2018-09-26 | 21795.00 | 21560.00 | 21980.00 | 21375.00 | 22515.00 | 22370.00 | 22710.00 | 22240.00 | -720.00 | -810.00 | -730.00 | -865.00 |
| 2018-09-25 | 21740.00 | 21725.00 | 21825.00 | 21470.00 | 22680.00 | 22490.00 | 22695.00 | 22355.00 | -940.00 | -765.00 | -870.00 | -885.00 |
| 2018-09-21 | 21700.00 | 21570.00 | 21760.00 | 21520.00 | 22415.00 | 22430.00 | 22590.00 | 22330.00 | -715.00 | -860.00 | -830.00 | -810.00 |
| 2018-09-20 | 21610.00 | 21720.00 | 21820.00 | 21415.00 | 22115.00 | 22415.00 | 22445.00 | 22000.00 | -505.00 | -695.00 | -625.00 | -585.00 |