Chinese SSE 50ETF options market shows rare arbitrage opportunities
The study looked at how well the Chinese SSE 50ETF options market works. They tested different ways to make money from price differences in the market. They found that there are some chances to make money, but not very often. The best way to make money was by comparing the prices of put and call options. This worked well when the Chinese stock market was very up and down in 2015. They also found that it was easier to make money from options that were not traded very often. Overall, the Chinese SSE 50ETF options market seems to work okay, but there are not many chances to make easy money.