New model uncovers profitable arbitrage opportunities in China's stock market.
The article explores how to make money by trading options on China's SSE 50ETF. By using a special model, the researchers found some opportunities to make more money than just putting it in a bank. However, these chances are not very common, and there are limits to how much money you can make this way. This shows that the market is very efficient, and the researchers considered all the costs involved to make sure their strategy works.