程序员的量化交易之路（9）--金融系统概念basis

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basis:基差

常见的几个概念有：

• Adjusted basis, the net cost of an asset after adjusting for various tax-related items
• Basis of futures, the value differential between a future and the spot price
• Basis (options), the value differential between a call option and a put option
• Basis point, 0.01%, often used in the context of interest rates
• Basis trading, a trading strategy consisting of the purchase of a security and the sale of a similar security
• Cost basis, in income tax law, the original cost of property adjusted for factors such as depreciation
• Tax basis, cost of an asset

程序员的量化交易之路（9）--金融系统概念basis

标签：量化交易   cloudtrade.top   云量化交易   basis   

原文地址：http://blog.csdn.net/minimicall/article/details/45955889