What is Cash-and-Carry-Arbitrage? скачать в хорошем качестве

What is Cash-and-Carry-Arbitrage?

Cash-and-carry-arbitrage is a market-neutral strategy involving the purchase of an asset and the sale of a futures contract on the same asset. The goal is to profit from pricing inefficiencies between the spot and futures markets. The strategy involves carrying the asset for physical delivery until the futures contract's expiration, but it is not entirely risk-free due to potential expenses associated with carrying the asset. An example of this would be buying an asset at $100 and selling the one-month futures contract at $104, resulting in a riskless profit of $1. 370a