Group 1 - The core concept of intraday swing arbitrage strategy is based on delayed trading, also known as intraday trend trading, which carries higher risks compared to premium/discount arbitrage [1] - Intraday bullish trends involve two operational methods: buying sufficient ETF shares at relatively low levels to redeem a basket of stocks and selling them after market rebounds, or buying a basket of stocks at low levels to subscribe to ETF products and selling ETF shares after market rebounds [1] - Intraday bearish trends allow investors to short sell ETF shares at relatively high levels and buy them back after market declines, with the potential need to pay overnight interest due to the inability to return shares on the same day [1] Group 2 - Investors engaging in intraday swing trend trading must pay attention to the liquidity of constituent stocks and ETFs, as well as the premium/discount situation at the time of purchase [2] - The specific operational steps for intraday swing arbitrage require quick decision-making and real-time risk control, necessitating sensitivity to sudden information events regarding individual stocks and sectors [1]

深圳证券交易所 SHENZHEN 深交所ETF投资问答(45) 901 FIFT PE (D) - 编者按 - 日内看涨行情 ▶ 投资者有两种操作方法: 一是在相对低位买入足够的ETF份额, 赎回获得一篮子股票组合,待市场反 弹后将赎回得到的股票卖出; 二是在相对低位买入一篮子股票,申 购ETF产品,获得基金份额,等到市场 反弹后场内卖出ETF基金份额。 日内看跌行情 投资者可以在相对高位融券,在二级 市场卖出ETF份额,待市场下跌后,在 二级市场买入ETF份额,其后进行还券。 由于当日不可还券,投资者可能需要 支付隔夜利息。 日内看涨 間内看跌 相对高 17 1) 2 保障要入ETF g x 股票 融券定HHETF 假网买入eTF 度回股票 ED网ETF 反弹起出股票 提号 STHETF 投资者进行日内波段趋势交易,需要 关注成份股以及ETF二级市场的流动性、 买入时点的折溢价情况。若标的指数 在日内频繁地上下波动,日内波段趋 势交易投资策略可以反复进行多次。 近年来我国指数型基金迅速发展,交易型开 放式指数基金(ETF) 备受关注。为帮助广 大投资者系统全面认识ETF,了解相关投资 方法,特摘编由深圳证券 ...