The statistical arbitrage between the CSI 300 index futures and SGX FTSE China A50 index futures

Liu, Guoquan (PI)

Department of Intelligent Operations and Marketing

Project: Internal Research Project

Project Title (In Chinese)

沪深300股指期货与新加坡富时新华A50指数期货间套利交易研究

Fund Amount (RMB)

85000.00

Project Category	RDF-A
Status	Finished
Effective start/end date	1/01/16 → 28/02/17