白银价差套利
关键词：白银价差套利
现货白银具有类金融期货的特点，在期货套利当中，如果涉及到商品期货，价差不一定会回归，投资者想要实现套利的收益就必然会涉及到现货的交割，而商品交割流程相对复杂，作为一个专业的投资者并不希望牵涉到现货交割的问题。而对于白银来说，因为不存在现货交割的问题，所以现货白银套利的机会比较多，只要懂得合理的利用白银的价差来赚取差价就可以轻松获利。
第一，我们可以利用现货白银投资交易的品种不同来套利。从价差的波动性来看，由于国内外白银价差的均值并不稳定，因此采用固定点位作为仓位控制的标准不适合（这也是我们采用布林带策略的原因），我们可以考虑动态价差回归策略：就是当白银在两个或更多的交易所进行交易时，由于区域间的地理差别，各市场的白银间存在一定的价差关系。如果两者价差超过正常的套利空间，就存在跨市场套利的机会。具体操作方面要考虑两个市场的交易成本、标的一致性、交割等级的差异。
如果运用上述的策略来操作，我们可以用伦敦银和白银来举例：当投资者买入白银TD和伦敦银价差是800的时候，我们选择在白银TD市场做空，同时在伦敦伦银市场做多，而等到白银TD和伦敦银价差是260的时候，我们可以选择两边同时抛单，一手获利800-260=540块，白银TD手续费20左右，伦敦银20左右，就可以一手净赚500块了。
第二，当交易品种相同的时候，对投资者来说，其实最简单的价差套利就是，当你在买入伦敦银价时，你在白银3900块的时候买100千克，当白银涨到4000块的时候，你就获利10000块了。
由于白银价差套利涉及品种上的不同，所以利用其价差来获取收益的方法也有所不同，建议如果是初入门的投资者，采取第二种方式会比较简单，而且承担的风险会比较小，获利的方式也相对较为直观。
本文来源： 大田环球贵金属
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