Hedies are the most common in the foreign exchange market, focusing on avoiding the risk of single -line trading . The so -called single -line buying and selling is to buy short (or 揸 揸) for a certain currency, to light a certain currency, and do short -selling (empty warehouse). If the judgment is correct, the profit is naturally much; but if the judgment is wrong, the loss will be hedge. The so -called hedging is to buy a foreign currency at the same time and be short. In addition, it is necessary to sell another currency, that is, short -selling. Theoretically, when buying a currency and short -selling one currency, the same silver code is the real hedging disk, otherwise the size of the sides will not be the same as hedging. The reason for this is that the world's foreign exchange market is used as a computing unit in the US dollar. The rise and fall of all foreign currencies use US dollars as relative exchange rates. The US dollar is strong, that is, weaker foreign currency; the foreign currency is strong, the US dollar is weak. The rise and fall of the US dollar affects the rise and fall of all foreign currencies. Therefore, if you are optimistic about a currency, but to reduce risks, you need to sell a non -deny currency at the same time. Buying strong currencies and selling disadvantaged currencies, if it is estimated correctly, the US dollar is weak, the strong currency bought will rise; even if the error is estimated, the dollar is strong, and the currency bought will not fall too much. The short -selling disadvantaged currency has fallen heavy, making less erosion, and it can still make profits as a whole.
The stock index futures hedge The stock index futures hedging refers to the use of unreasonable prices in the stock index futures market, and at the same time participate in the stock index futures and stock spot market transactions, or at the same time, different periods, different (but similar to similar (but similar ) Category stock index contract transactions to earn a difference. The stock index futures arbitrage is divided into duration of hedging, cross -off sketching, cross -market hedge and cross -variety hedge C product futures hedging is similar to stock index futures hedging. Commodity futures also have hedge strategies. While planting futures contracts, selling or buying related contracts, and at the same time at a certain time, two contracts are closed at the same time. In the form of transaction, it is similar to the hedging of the set period, but the hedging period is to buy (or sell) real goods in the spot market, and at the same time sell (or buy) futures contracts in the futures market; but the arbitrage is only in Trading contracts on the futures market does not involve spot transactions. Product futures arbitrage mainly has four types of hedging, cross -sectional hedging, cross -market arbitrage and cross -product arbitrage A statistical hedge is different from risk -free hedging. Statistical hedging is the historical statistical law of securities prices. The arbitrage is a risk arbitrage, and its risk lies in whether this historical statistical law continues to exist in the future. The main idea of statistical hedging is to find out the best correlation with investment varieties (stocks or futures, etc.), and then find out the long -term equilibrium relationship (coexistence relationship) of each pair of investment varieties. (The residual of the integration equation) Began to build a position when it deviates from to a certain degree -buying a relatively underestimated variety and a relatively overestimated variety, and wait until the price difference returns to balance. The main contents of statistical hedging include stock pairing transactions, stock index hedging, securities margin hedge and foreign exchange hedge transactions. Ollar hedging OPTION, also known as options, is a derivative financial instrument generated on the basis of futures. In essence, options are essentially priced in the separation of rights and obligations in the financial field, so that the transferee of the rights must exercise its rights on whether to transaction within the specified time, and the obligations must perform. During the transaction of options, the party purchased by options is called the buyer, and the party who sells options is called the seller; the buyer is the assignee of the right, and the seller must fulfill the obligation of the buyer to exercise its rights. The advantage of options is that the income is unlimited and the risk loss is limited. Therefore, in many cases, the use of options to replace futures for short and hedging transactions will have smaller risks and higher yields than simply using futures arbitrage.
In finance, hedge refers to the investment of another investment risk. Hedel is a way to make a profit in investment while reducing business risks. Generally hedging is a transaction with two quotes related, the opposite direction, the equivalent quantity, and the offset. n00:00 / 01: 4770% shortcut keys to describe space: Play / suspend ESC: exit full screen ↑: increased by 10% ↓: reduced volume decrease by 10% →: single fast forward 5 seconds ←: single fast retreat 5 seconds Press hold down and hold it holding up. Here you can drag no longer appear in the player settings to reopen the small window shortcut key description
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Hedies are the most common in the foreign exchange market, focusing on avoiding the risk of single -line trading
. The so -called single -line buying and selling is to buy short (or 揸 揸) for a certain currency, to light a certain currency, and do short -selling (empty warehouse). If the judgment is correct, the profit is naturally much; but if the judgment is wrong, the loss will be hedge. The so -called hedging is to buy a foreign currency at the same time and be short. In addition, it is necessary to sell another currency, that is, short -selling. Theoretically, when buying a currency and short -selling one currency, the same silver code is the real hedging disk, otherwise the size of the sides will not be the same as hedging. The reason for this is that the world's foreign exchange market is used as a computing unit in the US dollar. The rise and fall of all foreign currencies use US dollars as relative exchange rates. The US dollar is strong, that is, weaker foreign currency; the foreign currency is strong, the US dollar is weak. The rise and fall of the US dollar affects the rise and fall of all foreign currencies. Therefore, if you are optimistic about a currency, but to reduce risks, you need to sell a non -deny currency at the same time. Buying strong currencies and selling disadvantaged currencies, if it is estimated correctly, the US dollar is weak, the strong currency bought will rise; even if the error is estimated, the dollar is strong, and the currency bought will not fall too much. The short -selling disadvantaged currency has fallen heavy, making less erosion, and it can still make profits as a whole.
The stock index futures hedge
The stock index futures hedging refers to the use of unreasonable prices in the stock index futures market, and at the same time participate in the stock index futures and stock spot market transactions, or at the same time, different periods, different (but similar to similar (but similar ) Category stock index contract transactions to earn a difference. The stock index futures arbitrage is divided into duration of hedging, cross -off sketching, cross -market hedge and cross -variety hedge
C product futures hedging
is similar to stock index futures hedging. Commodity futures also have hedge strategies. While planting futures contracts, selling or buying related contracts, and at the same time at a certain time, two contracts are closed at the same time. In the form of transaction, it is similar to the hedging of the set period, but the hedging period is to buy (or sell) real goods in the spot market, and at the same time sell (or buy) futures contracts in the futures market; but the arbitrage is only in Trading contracts on the futures market does not involve spot transactions. Product futures arbitrage mainly has four types of hedging, cross -sectional hedging, cross -market arbitrage and cross -product arbitrage
A statistical hedge
is different from risk -free hedging. Statistical hedging is the historical statistical law of securities prices. The arbitrage is a risk arbitrage, and its risk lies in whether this historical statistical law continues to exist in the future. The main idea of statistical hedging is to find out the best correlation with investment varieties (stocks or futures, etc.), and then find out the long -term equilibrium relationship (coexistence relationship) of each pair of investment varieties. (The residual of the integration equation) Began to build a position when it deviates from to a certain degree -buying a relatively underestimated variety and a relatively overestimated variety, and wait until the price difference returns to balance. The main contents of statistical hedging include stock pairing transactions, stock index hedging, securities margin hedge and foreign exchange hedge transactions.
Ollar hedging
OPTION, also known as options, is a derivative financial instrument generated on the basis of futures. In essence, options are essentially priced in the separation of rights and obligations in the financial field, so that the transferee of the rights must exercise its rights on whether to transaction within the specified time, and the obligations must perform. During the transaction of options, the party purchased by options is called the buyer, and the party who sells options is called the seller; the buyer is the assignee of the right, and the seller must fulfill the obligation of the buyer to exercise its rights. The advantage of options is that the income is unlimited and the risk loss is limited. Therefore, in many cases, the use of options to replace futures for short and hedging transactions will have smaller risks and higher yields than simply using futures arbitrage.
In finance, hedge refers to the investment of another investment risk. Hedel is a way to make a profit in investment while reducing business risks. Generally hedging is a transaction with two quotes related, the opposite direction, the equivalent quantity, and the offset.
n00:00 / 01: 4770% shortcut keys to describe space: Play / suspend ESC: exit full screen ↑: increased by 10% ↓: reduced volume decrease by 10% →: single fast forward 5 seconds ←: single fast retreat 5 seconds Press hold down and hold it holding up. Here you can drag no longer appear in the player settings to reopen the small window shortcut key description
n00:00 / 03: 2570% shortcut keys to describe space: Play / suspend ESC: exit full screen ↑: increase volume 10% ↓: reduced volume decrease by 10% →: single fast forward 5 seconds studio Here you can drag no longer appear in the player settings to reopen the small window shortcut key description