Seeing a lot of strategies on the market for capital rate arbitrage, I also learned a few hedging tricks, and then combined them with practice to say my thoughts: 1st, the price difference between Taker and Maker is too big, I'm currently using Taker mode only, the price difference is terrible, and it could be a price difference when hedged. 2 Consider a single foot and the right supplement. 3, the new version adds the consideration of handling fees, plus the recent market is not so good, basically close to the point of not being able to pay ((not be able to pay if you do not reach the profit threshold)) 4, there is a risky game, in order to eat a high rate, without considering the hedge, open the card eat the rate and withdraw, currently 2 days are set once, open the time of optimization is not set ((but this does not prove that there is no risk, this game is more complicated, small funds can play, large funds are still more stable hedging)) 5, and finally, listen to everyone's opinion, if the Taker is optimized for Maker, then the profit will be much more, and the opening rate will also increase, but the optimization process and logic will be a bit of a hassle (for example, how to hang the order without a deal, how to hang the single foot... etc.), if this problem can be solved, the return becomes possible!
I look forward to your discussion...
Probability: Gain 10 points a week, but since most cases are unhedged, volatile and prone to large stop losses, we are currently looking at ways to optimize
randyshuI'm going to start with the fact that I'm going to have to do a lot of work to get my money's worth.
randyshuMost of the time you want to eat a high rate, you basically can't do the hedging, so you just do the U-bit alone, you don't do the hedging, so the fees are less, and you can do the maker, which is if you get sued, stop/unsued, how do you figure it out?
randyshuI want to do all of the taker for maker (except for the cash, because there is no cash that can't be paid for), so it would be better to do a little bit of all of the u for maker.
The NobleIf you lose the key difference, you can directly buy Martin stock at a lower cost, and eat part of the difference.
The NobleGive a suggestion, contract hangmaker, contract maker transaction spot taker, that will solve some of the slippage and handling issues without missing the transaction opportunity And then if you eat the money directly in a few seconds, the capacity of the money is not big and the competition is fierce, it's better to hedge it reasonably.
randyshuI'm currently eating the rate, I'm hanging the flat order at the same price, but one time there was no transaction, which directly made me lose 10 points!!!
The grassThe procedure fees are indeed a problem, the pursuit of a high rate of frequent opening of the settlement, currently the premium of eating a single open position is not so high.
randyshuGood idea, I was just thinking about a spot-taker, then a contractmaker... If the amount is a spot contract, it seems impossible to open a contract without a spot.
randyshuMartin's strategy is fine, but I'm full stock, I don't have the funds to stock up.
randyshuYes, it's not possible to open a book often, given the fees and the hedging.