| 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) |