xiong et al financial innovation 2020 6 32 financial innovation https doi org 10 1186 s40854 020 00191 4 research open access cost benefit analysis of trading strategies in the ...
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...Xiong et al financial innovation https doi org s research open access cost benefit analysis of trading strategies in the stock index futures market yian cui xiaocong yan jun liu and shaoyi he correspondence yacui szse cn abstract institute shenzhen exchange china with introduction many derivatives into capital including full list author information is markets have been gradually available at end article enriched however there still no theoretical model that can determine whether these are effective what risks how costly webuilt an agent based cross platform includes five stocks one future constructed evaluation system for four dimensions effectiveness risk occupation impact results show informed strategy performs well all aspects technical relatively higher than other moreover both arbitrage finally wealth noise traders almost lost keywords shanghai csi contracts began april be generally divided addition unique such as hedg ing investors different produce benefits costs same time behav...