| 配对序列 ID | 资产 A (最新价) | 资产 B (最新价) | 对冲比例 (Hedge) | 历史价差 (Spread) | 动态 Z-Score | 套利开平仓指令 |
|---|---|---|---|---|---|---|
| PAIR_BJ920006_BJ920007 | BJ920006 (20.40) | BJ920007 (34.55) | 0.3388 | 5.3251 | 3.96 | 🔴 卖A 买B (做空价差) |
| PAIR_BJ920005_BJ920006 | BJ920005 (24.75) | BJ920006 (20.40) | 1.3764 | -8.3006 | -2.99 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920007_BJ920016 | BJ920007 (34.55) | BJ920016 (14.48) | 4.1535 | -10.0301 | -2.93 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920005_BJ920016 | BJ920005 (24.75) | BJ920016 (14.48) | 2.1404 | -4.9869 | -2.83 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920003_BJ920006 | BJ920003 (16.12) | BJ920006 (20.40) | 0.4325 | -3.4855 | -2.65 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920001_BJ920006 | BJ920001 (11.58) | BJ920006 (20.40) | 0.6135 | -4.2524 | -2.55 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920006_BJ920009 | BJ920006 (20.40) | BJ920009 (36.98) | 0.5256 | 3.8957 | 2.38 | 🔴 卖A 买B (做空价差) |
| PAIR_BJ920003_BJ920016 | BJ920003 (16.12) | BJ920016 (14.48) | 0.7430 | -2.4024 | -2.34 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920006_BJ920011 | BJ920006 (20.40) | BJ920011 (18.64) | 0.4636 | 4.7219 | 2.31 | 🔴 卖A 买B (做空价差) |
| PAIR_BJ920007_BJ920008 | BJ920007 (34.55) | BJ920008 (22.00) | 2.9481 | -8.3992 | -2.30 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920008_BJ920011 | BJ920008 (22.00) | BJ920011 (18.64) | 0.7097 | 2.7531 | 2.30 | 🔴 卖A 买B (做空价差) |
| PAIR_BJ920011_BJ920016 | BJ920011 (18.64) | BJ920016 (14.48) | 1.6466 | -4.5170 | -2.29 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920006_BJ920008 | BJ920006 (20.40) | BJ920008 (22.00) | 1.0337 | 2.6585 | 2.12 | 🔴 卖A 买B (做空价差) |
| PAIR_BJ920003_BJ920008 | BJ920003 (16.12) | BJ920008 (22.00) | 0.4754 | -2.1407 | -2.07 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920002_BJ920006 | BJ920002 (52.56) | BJ920006 (20.40) | 1.7662 | -10.6519 | -2.06 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920001_BJ920016 | BJ920001 (11.58) | BJ920016 (14.48) | 0.9560 | -2.7684 | -2.05 | 🟢 买A 卖B (做多价差) |
| PAIR_BJ920001_BJ920008 | BJ920001 (11.58) | BJ920008 (22.00) | 0.6695 | -2.4408 | -1.64 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920008 | BJ920005 (24.75) | BJ920008 (22.00) | 1.4689 | -4.4042 | -1.63 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920005 | BJ920000 (14.50) | BJ920005 (24.75) | 0.4048 | 2.0760 | 1.60 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920003 | BJ920000 (14.50) | BJ920003 (16.12) | 0.9588 | 2.1508 | 1.53 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920006_BJ920016 | BJ920006 (20.40) | BJ920016 (14.48) | 1.4431 | 2.0415 | 1.50 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920016 | BJ920002 (52.56) | BJ920016 (14.48) | 2.7577 | -6.3639 | -1.49 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920010 | BJ920003 (16.12) | BJ920010 (9.52) | 0.9171 | -2.5875 | -1.45 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920007 | BJ920000 (14.50) | BJ920007 (34.55) | 0.2048 | 2.0609 | 1.44 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920016 | BJ920009 (36.98) | BJ920016 (14.48) | 2.7468 | -3.8446 | -1.40 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920010_BJ920011 | BJ920010 (9.52) | BJ920011 (18.64) | 0.4445 | 1.3186 | 1.38 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920009 | BJ920003 (16.12) | BJ920009 (36.98) | 0.2539 | -1.5421 | -1.35 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920001 | BJ920000 (14.50) | BJ920001 (11.58) | 0.8276 | 2.1043 | 1.32 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920006_BJ920012 | BJ920006 (20.40) | BJ920012 (50.92) | 0.0323 | 3.2902 | 1.30 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920010 | BJ920001 (11.58) | BJ920010 (9.52) | 1.3292 | -3.0646 | -1.27 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920015_BJ920016 | BJ920015 (38.31) | BJ920016 (14.48) | 0.6733 | -7.8458 | -1.24 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920010 | BJ920007 (34.55) | BJ920010 (9.52) | 5.9314 | -10.9792 | -1.23 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920011_BJ920015 | BJ920011 (18.64) | BJ920015 (38.31) | -0.0473 | -4.3838 | -1.23 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920014 | BJ920003 (16.12) | BJ920014 (9.10) | 0.7272 | -2.4194 | -1.22 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920010 | BJ920005 (24.75) | BJ920010 (9.52) | 3.0765 | -5.4335 | -1.20 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920002 | BJ920000 (14.50) | BJ920002 (52.56) | 0.2893 | 1.6741 | 1.15 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920009 | BJ920001 (11.58) | BJ920009 (36.98) | 0.3045 | -1.7994 | -1.15 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920008 | BJ920002 (52.56) | BJ920008 (22.00) | 1.9127 | -5.5108 | -1.14 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920011_BJ920014 | BJ920011 (18.64) | BJ920014 (9.10) | 1.7319 | -2.6994 | -1.13 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920014_BJ920015 | BJ920014 (9.10) | BJ920015 (38.31) | 0.0084 | -2.4867 | -1.13 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920011 | BJ920000 (14.50) | BJ920011 (18.64) | 0.2495 | 1.4693 | 1.12 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920015 | BJ920003 (16.12) | BJ920015 (38.31) | 0.1642 | -2.6260 | -1.12 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920009 | BJ920000 (14.50) | BJ920009 (36.98) | 0.2907 | 1.1566 | 1.11 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920009 | BJ920005 (24.75) | BJ920009 (36.98) | 0.7058 | -2.6795 | -1.09 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920015 | BJ920005 (24.75) | BJ920015 (38.31) | 0.3717 | -7.4681 | -1.09 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920015 | BJ920001 (11.58) | BJ920015 (38.31) | 0.2251 | -3.2567 | -1.08 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920015 | BJ920007 (34.55) | BJ920015 (38.31) | 0.7324 | -15.2519 | -1.08 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920012_BJ920016 | BJ920012 (50.92) | BJ920016 (14.48) | 2.4065 | -10.4710 | -1.08 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920014 | BJ920001 (11.58) | BJ920014 (9.10) | 1.1954 | -2.6314 | -1.03 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920009 | BJ920007 (34.55) | BJ920009 (36.98) | 1.5295 | -4.6982 | -1.03 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920010 | BJ920002 (52.56) | BJ920010 (9.52) | 3.4637 | -8.0018 | -1.01 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920014 | BJ920007 (34.55) | BJ920014 (9.10) | 5.7439 | -7.9336 | -0.95 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920006 | BJ920000 (14.50) | BJ920006 (20.40) | 0.5986 | -1.1730 | -0.93 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920014 | BJ920005 (24.75) | BJ920014 (9.10) | 2.7619 | -4.4456 | -0.90 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920010_BJ920015 | BJ920010 (9.52) | BJ920015 (38.31) | 0.0121 | -1.8832 | -0.90 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920014 | BJ920002 (52.56) | BJ920014 (9.10) | 2.9681 | -7.2744 | -0.86 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920007 | BJ920003 (16.12) | BJ920007 (34.55) | 0.1582 | -0.9060 | -0.86 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920014_BJ920016 | BJ920014 (9.10) | BJ920016 (14.48) | 0.4992 | -1.0958 | -0.84 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920006_BJ920014 | BJ920006 (20.40) | BJ920014 (9.10) | 1.9406 | 2.6206 | 0.83 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920012_BJ920014 | BJ920012 (50.92) | BJ920014 (9.10) | 1.5667 | -8.4948 | -0.82 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920015 | BJ920002 (52.56) | BJ920015 (38.31) | 0.7358 | -6.8795 | -0.81 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920002 | BJ920001 (11.58) | BJ920002 (52.56) | 0.3193 | -0.9807 | -0.75 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920009 | BJ920002 (52.56) | BJ920009 (36.98) | 0.8961 | -3.4270 | -0.75 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920005 | BJ920003 (16.12) | BJ920005 (24.75) | 0.3518 | -0.6563 | -0.75 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920010 | BJ920009 (36.98) | BJ920010 (9.52) | 3.2963 | -4.8013 | -0.74 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920012 | BJ920003 (16.12) | BJ920012 (50.92) | 0.1348 | -1.0394 | -0.72 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920012_BJ920015 | BJ920012 (50.92) | BJ920015 (38.31) | 0.3144 | -7.1586 | -0.69 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920011_BJ920012 | BJ920011 (18.64) | BJ920012 (50.92) | 0.2453 | -1.5630 | -0.65 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920015 | BJ920009 (36.98) | BJ920015 (38.31) | 0.5489 | -5.3422 | -0.63 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920012 | BJ920001 (11.58) | BJ920012 (50.92) | 0.1640 | -0.8453 | -0.62 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920012 | BJ920007 (34.55) | BJ920012 (50.92) | 0.3309 | -4.1694 | -0.58 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920009 | BJ920008 (22.00) | BJ920009 (36.98) | 0.5001 | 0.9745 | 0.57 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920012 | BJ920008 (22.00) | BJ920012 (50.92) | 0.1376 | 1.3061 | 0.55 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920016 | BJ920008 (22.00) | BJ920016 (14.48) | 1.3410 | -0.7754 | -0.52 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920014 | BJ920009 (36.98) | BJ920014 (9.10) | 2.9999 | -3.3307 | -0.52 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920012 | BJ920002 (52.56) | BJ920012 (50.92) | 0.3727 | -2.3057 | -0.51 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920015 | BJ920008 (22.00) | BJ920015 (38.31) | 0.2445 | -2.3622 | -0.51 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920005 | BJ920001 (11.58) | BJ920005 (24.75) | 0.4455 | -0.5570 | -0.50 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920006_BJ920010 | BJ920006 (20.40) | BJ920010 (9.52) | 2.0211 | 1.6284 | 0.50 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920010_BJ920016 | BJ920010 (9.52) | BJ920016 (14.48) | 0.4758 | -0.5715 | -0.48 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920007 | BJ920001 (11.58) | BJ920007 (34.55) | 0.2199 | -0.7034 | -0.47 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920012 | BJ920005 (24.75) | BJ920012 (50.92) | 0.2551 | -1.7306 | -0.46 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920003 | BJ920002 (52.56) | BJ920003 (16.12) | 3.3599 | 1.3505 | 0.40 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920012 | BJ920000 (14.50) | BJ920012 (50.92) | 0.0079 | 0.5970 | 0.38 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920010 | BJ920008 (22.00) | BJ920010 (9.52) | 1.9293 | -1.0510 | -0.35 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920003_BJ920011 | BJ920003 (16.12) | BJ920011 (18.64) | 0.5238 | -0.2409 | -0.34 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920011 | BJ920005 (24.75) | BJ920011 (18.64) | 1.2431 | 0.6016 | 0.34 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920011 | BJ920009 (36.98) | BJ920011 (18.64) | 0.9375 | 1.0496 | 0.32 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920015 | BJ920000 (14.50) | BJ920015 (38.31) | 0.1469 | -0.9063 | -0.31 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920009_BJ920012 | BJ920009 (36.98) | BJ920012 (50.92) | 0.1307 | -1.2658 | -0.29 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920008 | BJ920000 (14.50) | BJ920008 (22.00) | 0.6112 | 0.3780 | 0.25 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920011 | BJ920001 (11.58) | BJ920011 (18.64) | 0.5550 | -0.2296 | -0.24 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920010_BJ920012 | BJ920010 (9.52) | BJ920012 (50.92) | 0.0824 | 0.3656 | 0.22 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920016 | BJ920000 (14.50) | BJ920016 (14.48) | 0.9099 | 0.2005 | 0.18 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920001_BJ920003 | BJ920001 (11.58) | BJ920003 (16.12) | 1.1436 | -0.1796 | -0.15 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920010_BJ920014 | BJ920010 (9.52) | BJ920014 (9.10) | 0.8321 | 0.1421 | 0.15 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920005_BJ920007 | BJ920005 (24.75) | BJ920007 (34.55) | 0.4946 | -0.3052 | -0.14 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920014 | BJ920000 (14.50) | BJ920014 (9.10) | 1.1171 | 0.2751 | 0.12 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920007 | BJ920002 (52.56) | BJ920007 (34.55) | 0.6265 | -0.5872 | -0.12 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920007_BJ920011 | BJ920007 (34.55) | BJ920011 (18.64) | 2.0150 | 0.3886 | 0.10 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920000_BJ920010 | BJ920000 (14.50) | BJ920010 (9.52) | 1.2093 | -0.1987 | -0.09 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920005 | BJ920002 (52.56) | BJ920005 (24.75) | 1.2636 | -0.2347 | -0.06 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920008_BJ920014 | BJ920008 (22.00) | BJ920014 (9.10) | 1.8264 | -0.1744 | -0.06 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920002_BJ920011 | BJ920002 (52.56) | BJ920011 (18.64) | 1.4470 | -0.0904 | -0.03 | ⚪ 区间震荡 (空仓观望) |
| PAIR_BJ920006_BJ920015 | BJ920006 (20.40) | BJ920015 (38.31) | 0.2449 | 0.1586 | 0.03 | ⚪ 区间震荡 (空仓观望) |