Author(s)

Shanshan Zhang

Corresponding Author

Shanshan Zhang

Abstract

This paper mainly analyzes the relationship between optimal beta value and stock index futures trading. With the total value of the total investment determined, calculate the beta value of the optimal portfolio, and analyze how to preserve the optimal investment, how to change the value-saving effect if the Shanghai index rises, how to change the value-preserving effect if the Shanghai index falls, and summarizes the main role and trading advantages of stock index futures.

Keywords

Beta Index; Portfolio Futures Trading