程序员的量化交易之路（9）--金融系统概念basis

理解金融领域的基础概念与交易策略

最新推荐文章于 2025-09-02 14:35:22 发布

原创最新推荐文章于 2025-09-02 14:35:22 发布 · 3.3k 阅读

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本文深入探讨了金融领域中的几个核心概念，包括调整基础、期货基础差价、期权价值差、基点和基差交易。文章还介绍了成本基础、税收基础等税务法律中的资产原值调整概念。通过详细解析这些概念，旨在为读者提供全面的金融基础知识框架。

basis:基差

常见的几个概念有：

Adjusted basis, the net cost of an asset after adjusting for various tax-related items
Basis of futures, the value differential between a future and the spot price
Basis (options), the value differential between a call option and a put option
Basis point, 0.01%, often used in the context of interest rates
Basis trading, a trading strategy consisting of the purchase of a security and the sale of a similar security
Cost basis, in income tax law, the original cost of property adjusted for factors such as depreciation
Tax basis, cost of an asset