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根据货币相关性对冲套利,各货币正负关系80%的货币兑,给我们提供了高效底风险的套利环境,比如今天欧美EUR/USD&USD/CHF的负相关度高达90%,利用均值回归的方法同时做多或者同时做空,在这里只是提供交易思路供大家讨论,本人账户暂时测试黄金&美日对冲~~

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