① 只持有永利度假村(WYNN)的收益为:5.61%
② (WYNN vs SCO)按1:1配对交易,对冲风险组合收益为:100.81%
③ (WYNN vs ERY)按1:1配对交易,对冲风险组合收益为:98.27%
④ (WYNN vs VIIX)按1:1配对交易,对冲风险组合收益为:81.34%
⑤ (WYNN vs VIXY)按1:1配对交易,对冲风险组合收益为:81.25%
⑥ (WYNN vs VXX)按1:1配对交易,对冲风险组合收益为:80.42%
⑦ (WYNN vs VIXM)按1:1配对交易,对冲风险组合收益为:79.67%
⑧ (WYNN vs VXZ)按1:1配对交易,对冲风险组合收益为:79.65%
⑨ (WYNN vs KGC)按1:1配对交易,对冲风险组合收益为:76.96%
ⓐ (WYNN vs LAKE)按1:1配对交易,对冲风险组合收益为:73.56%
ⓑ (WYNN vs TMF)按1:1配对交易,对冲风险组合收益为:70.47%