论文标题
元CTA交易策略和理性市场失败
Meta-CTA Trading Strategies and Rational Market Failures
论文作者
论文摘要
投资者贸易转移价格，投资组合价值以及借贷能力。集中所有权，高价影响和低抵押要求对套利有利。
Investors trade shifting prices, portfolio values, and in turn their ability to borrow. Concentrated ownership, high price impact and low collateral requirements are propitious for arbitrage.
