For a long time, the stock price will not be in a continuous upward or downward channel, and will eventually return to the mean range. The traditional mean regression theory generally exists in the research of stock market, which reveals the operation law of single asset price. In the new research, the mean regression theory is applied to two kinds of related assets, and the relationship between different asset returns also follows the mean regression law. Mean regression theory is applied to a variety of asset arbitrage, emphasizing the relationship between the return of related assets: if the return of improper assets is equal, no matter what asset is invested, there is no difference; If the rate of return of some assets is higher than that of other assets, investors will choose the assets with higher rate of return, and the capital will flow from the products with lower rate of return to the assets with higher rate of return. Such a mechanism will make the rate of return of different assets return to the same level. Mean regression theory promotes the rational regression of the non-equilibrium market and makes the price difference relationship return to a reasonable range and range, which is also the theoretical basis of cross variety arbitrage.<br>
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