arbitrager

If the price efficiency underlying index after the listing of 50ETF isn’t improved, liquidity traders will sustain losses with information traders, speculator and arbitrager can’t profit.

如果50ETF上市后上证50指数市场的定价效率没有提高，那么，一方情交与情交行交时就会遭受损失；另一方投机和套利行ETF套利时也往往能获得利润，甚至可能发生亏损。