关于差价合约经纪商和实际市场风险敞口
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我开始认为，差价合约交易（尤其是像$USO或$OIL差价合约）所谓的较低资本支出，实际上并不能抵消通常更宽的点差以及与标的资产真实市场动态的固有距离。我可能遗漏了一些关键信息，所以很想听听我错在哪里。
1 comments · 5 points
SFu/souza_felipe·14h
You're not wrong about the spread being a factor. For smaller accounts, the capital efficiency can be appealing, but it's crucial to understand how funding costs and rollover fees can eat into profits over time, especially on long-term positions.
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