{"id":8099,"date":"2024-10-04T22:24:40","date_gmt":"2024-10-04T22:24:40","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=8099"},"modified":"2025-11-30T17:00:22","modified_gmt":"2025-11-30T17:00:22","slug":"pairs-trading-setup-for-futures-vs-spot-trading","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/vi\/pairs-trading-setup-for-futures-vs-spot-trading\/","title":{"rendered":"Thi\u1ebft l\u1eadp Pairs Trading cho giao d\u1ecbch Futures so v\u1edbi Spot"},"content":{"rendered":"

T\u1ed5ng quan:<\/strong><\/p>\n

    \n
  1. C\u00e1c l\u1ee3i th\u1ebf ch\u00ednh c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c Arbitrage Pairs Trading v\u1edbi Futures so v\u1edbi Spot<\/li>\n
  2. L\u1ea5y th\u00f4ng s\u1ed1 k\u1ef9 thu\u1eadt c\u1ee7a c\u00f4ng c\u1ee5 giao d\u1ecbch<\/li>\n
  3. Thi\u1ebft l\u1eadp Symbols trong SharpTrader Connectors<\/li>\n
  4. C\u00e1c tham s\u1ed1 c\u00e0i \u0111\u1eb7t chi\u1ebfn l\u01b0\u1ee3c<\/li>\n
  5. K\u1ebft lu\u1eadn<\/li>\n
  6. F.A.Q.<\/li>\n<\/ol>\n

    C\u00e1c l\u1ee3i th\u1ebf ch\u00ednh khi s\u1eed d\u1ee5ng chi\u1ebfn l\u01b0\u1ee3c Pairs Trading v\u1edbi Futures so v\u1edbi Spot<\/strong><\/h3>\n
      \n
    1. Gi\u1ea3m r\u1ee7i ro th\u1ecb tr\u01b0\u1eddng<\/strong>: B\u1eb1ng c\u00e1ch giao d\u1ecbch c\u00e1c t\u00e0i s\u1ea3n c\u00f3 t\u01b0\u01a1ng quan cao nh\u01b0 futures v\u00e0 spot, b\u1ea1n c\u00f3 th\u1ec3 hedge v\u1ecb th\u1ebf v\u00e0 gi\u1ea3m t\u00e1c \u0111\u1ed9ng c\u1ee7a bi\u1ebfn \u0111\u1ed9ng th\u1ecb tr\u01b0\u1eddng.<\/li>\n
    2. C\u01a1 h\u1ed9i arbitrage<\/strong>: Gi\u00e1 futures v\u00e0 spot th\u01b0\u1eddng kh\u00e1c nhau do s\u1ef1 k\u00e9m hi\u1ec7u qu\u1ea3 c\u1ee7a th\u1ecb tr\u01b0\u1eddng. Chi\u1ebfn l\u01b0\u1ee3c arbitrage Pairs Trading<\/a> cho ph\u00e9p b\u1ea1n ki\u1ebfm l\u1ee3i t\u1eeb c\u00e1c ch\u00eanh l\u1ec7ch n\u00e0y v\u00e0 t\u1eadn d\u1ee5ng vi\u1ec7c \u0111\u1ecbnh gi\u00e1 sai.<\/li>\n
    3. L\u1ee3i \u00edch \u0111\u00f2n b\u1ea9y<\/strong>: Futures th\u01b0\u1eddng cung c\u1ea5p \u0111\u00f2n b\u1ea9y cao h\u01a1n spot, gi\u00fap khu\u1ebfch \u0111\u1ea1i l\u1ee3i nhu\u1eadn ti\u1ec1m n\u0103ng trong khi v\u1eabn gi\u1eef r\u1ee7i ro c\u00e2n b\u1eb1ng nh\u1edd t\u00ednh ch\u1ea5t hedge c\u1ee7a chi\u1ebfn l\u01b0\u1ee3c.<\/li>\n
    4. Chi ph\u00ed giao d\u1ecbch th\u1ea5p h\u01a1n<\/strong>: Giao d\u1ecbch futures c\u00f3 th\u1ec3 c\u00f3 chi ph\u00ed th\u1ea5p h\u01a1n, \u0111\u1eb7c bi\u1ec7t v\u1edbi k\u00edch th\u01b0\u1edbc h\u1ee3p \u0111\u1ed3ng l\u1edbn, khi\u1ebfn chi\u1ebfn l\u01b0\u1ee3c hi\u1ec7u qu\u1ea3 h\u01a1n v\u1ec1 chi ph\u00ed.<\/li>\n
    5. \u0110a d\u1ea1ng h\u00f3a danh m\u1ee5c<\/strong>: N\u1eafm gi\u1eef v\u1ecb th\u1ebf \u1edf c\u1ea3 futures v\u00e0 spot gi\u00fap \u0111a d\u1ea1ng h\u00f3a m\u1ee9c \u0111\u1ed9 ti\u1ebfp x\u00fac v\u00e0 gi\u1ea3m r\u1ee7i ro ph\u1ee5 thu\u1ed9c v\u00e0o m\u1ed9t th\u1ecb tr\u01b0\u1eddng duy nh\u1ea5t.<\/li>\n
    6. Hi\u1ec7u qu\u1ea3 v\u1ed1n<\/strong>: H\u1ee3p \u0111\u1ed3ng futures th\u01b0\u1eddng y\u00eau c\u1ea7u k\u00fd qu\u1ef9 ban \u0111\u1ea7u th\u1ea5p h\u01a1n so v\u1edbi gi\u1eef v\u1ecb th\u1ebf spot, gi\u00fap s\u1eed d\u1ee5ng v\u1ed1n hi\u1ec7u qu\u1ea3 h\u01a1n cho hedge ho\u1eb7c \u0111\u1ea7u c\u01a1.<\/li>\n
    7. T\u00ednh linh ho\u1ea1t trong giao d\u1ecbch<\/strong>: B\u1ea1n c\u00f3 th\u1ec3 \u0111i\u1ec1u ch\u1ec9nh v\u1ecb th\u1ebf theo \u0111i\u1ec1u ki\u1ec7n th\u1ecb tr\u01b0\u1eddng\u2014d\u00f9ng futures cho l\u1ee3i nhu\u1eadn ng\u1eafn h\u1ea1n v\u00e0 spot cho c\u00e1c l\u1ec7nh gi\u1eef d\u00e0i h\u1ea1n h\u01a1n.<\/li>\n
    8. Gi\u1ea3m r\u1ee7i ro t\u1ef7 gi\u00e1<\/strong>: H\u1ee3p \u0111\u1ed3ng futures \u0111\u01b0\u1ee3c chu\u1ea9n h\u00f3a v\u1ec1 k\u00edch th\u01b0\u1edbc h\u1ee3p \u0111\u1ed3ng v\u00e0 ti\u1ec1n t\u1ec7, gi\u00fap gi\u1ea3m r\u1ee7i ro t\u1ef7 gi\u00e1 so v\u1edbi giao d\u1ecbch spot.<\/li>\n<\/ol>\n

      S\u1ef1 k\u1ebft h\u1ee3p gi\u1eefa Pairs Trading<\/strong> v\u1edbi c\u00f4ng c\u1ee5 futures v\u00e0 spot t\u1ea1o ra m\u1ed9t ph\u01b0\u01a1ng ph\u00e1p v\u1eefng ch\u1eafc \u0111\u1ec3 c\u00e2n b\u1eb1ng r\u1ee7i ro\u2013l\u1ee3i nhu\u1eadn trong khi t\u1eadn d\u1ee5ng c\u00e1c \u0111i\u1ec3m k\u00e9m hi\u1ec7u qu\u1ea3 c\u1ee7a th\u1ecb tr\u01b0\u1eddng.<\/p>\n

      C\u00e1ch thi\u1ebft l\u1eadp chi\u1ebfn l\u01b0\u1ee3c arbitrage Pairs Trading trong SharpTrader cho Futures vs. Spot<\/strong><\/h2>\n

      Thi\u1ebft l\u1eadp SharpTrader Connector<\/strong><\/h3>\n

      Tr\u01b0\u1edbc h\u1ebft, c\u1ea7n ki\u1ec3m tra th\u00f4ng s\u1ed1 k\u1ef9 thu\u1eadt c\u1ee7a t\u1eebng c\u00f4ng c\u1ee5 giao d\u1ecbch \u0111\u1ec3 c\u1ea5u h\u00ecnh phi\u00ean l\u00e0m vi\u1ec7c cho \u0111\u00fang:<\/p>\n

        \n
      1. T\u00ean Symbol<\/li>\n
      2. S\u1ed1 ch\u1eef s\u1ed1 th\u1eadp ph\u00e2n<\/li>\n
      3. K\u00edch th\u01b0\u1edbc h\u1ee3p \u0111\u1ed3ng<\/li>\n
      4. Gi\u00e1 tr\u1ecb Tick<\/li>\n
      5. Gi\u1edd giao d\u1ecbch<\/li>\n<\/ol>\n

        B\u1ea1n c\u00f3 th\u1ec3 l\u1ea5y th\u00f4ng tin n\u00e0y t\u1eeb broker b\u1eb1ng c\u00e1ch y\u00eau c\u1ea7u b\u1ea3ng th\u00f4ng s\u1ed1 c\u00f4ng c\u1ee5 ho\u1eb7c ki\u1ec3m tra tr\u1ef1c ti\u1ebfp tr\u00ean n\u1ec1n t\u1ea3ng giao d\u1ecbch.<\/p>\n

        V\u00ed d\u1ee5, trong cTrader<\/strong>, gi\u1ea3 s\u1eed ch\u00fang ta giao d\u1ecbch ch\u1ec9 s\u1ed1 JPN225 vs. futures JPN225<\/strong>.<\/p>\n

        \"Th\u00f4ng<\/p>\n

        D\u01b0\u1edbi \u0111\u00e2y l\u00e0 v\u00ed d\u1ee5 th\u00f4ng s\u1ed1 cho c\u00e1c c\u00f4ng c\u1ee5 n\u00e0y:<\/p>\n

        \"Th\u00f4ng<\/p>\n

        B\u1ea1n c\u0169ng c\u1ea7n \u0111i\u1ec1u ch\u1ec9nh Th\u1eddi gian giao d\u1ecbch<\/strong> d\u1ef1a tr\u00ean th\u1eddi gian VPS v\u00e0 th\u1eddi gian server c\u1ee7a broker. V\u00ed d\u1ee5, n\u1ebfu VPS \u1edf UTC (GMT=0) v\u00e0 broker \u1edf GMT+3 th\u00ec b\u1ea1n s\u1ebd \u0111i\u1ec1u ch\u1ec9nh th\u1eddi gian giao d\u1ecbch th\u00e0nh 00:00\u201321:00<\/strong>.<\/p>\n

        Thi\u1ebft l\u1eadp Symbols giao d\u1ecbch trong SharpTrader:<\/strong><\/p>\n

        Th\u00eam symbols trong ph\u1ea7n c\u00e0i \u0111\u1eb7t phi\u00ean t\u1ea1i tab Symbols<\/strong> c\u1ee7a n\u1ec1n t\u1ea3ng arbitrage SharpTrader<\/a>. L\u1ea5y Japan Stock Market Index (JPN225) vs. futures c\u1ee7a n\u00f3 (JPN225.Z4) v\u00e0 th\u00eam USDJPY n\u1eefa. \u0110\u1ec3 t\u00ednh l\u1ee3i nhu\u1eadn ch\u00ednh x\u00e1c, b\u1ea1n ph\u1ea3i th\u00eam \u0111\u1ed3ng ti\u1ec1n c\u01a1 s\u1edf c\u1ee7a ch\u1ec9 s\u1ed1\/futures\u2014trong tr\u01b0\u1eddng h\u1ee3p n\u00e0y l\u00e0 JPY<\/strong> cho JPN225.<\/p>\n

        \"SharpTrader:<\/p>\n

        Trong Session Settings<\/strong> tab Indices<\/strong>, nh\u1eadp Lot Multiplier<\/strong> theo Contract Size<\/strong> v\u00e0 ch\u1ecdn \u0111\u00fang Base Currency<\/strong>.<\/p>\n

        \"SharpTrader:<\/p>\n

        N\u1ebfu d\u00f9ng hai t\u00e0i kho\u1ea3n, h\u00e3y c\u1ea5u h\u00ecnh phi\u00ean ri\u00eang cho t\u1eebng t\u00e0i kho\u1ea3n t\u01b0\u01a1ng \u1ee9ng.<\/p>\n

        Thi\u1ebft l\u1eadp chi\u1ebfn l\u01b0\u1ee3c Pairs Trading trong SharpTrader<\/strong><\/h3>\n

        Trong tab Settings<\/strong>, t\u00f4i khuy\u1ebfn ngh\u1ecb t\u1eaft Lock Management<\/strong> v\u00e0o th\u1ee9 T\u01b0<\/strong>. Vi\u1ec7c n\u00e0y th\u01b0\u1eddng nh\u1eb1m tr\u00e1nh triple swap cho chi\u1ebfn l\u01b0\u1ee3c lock. Tuy nhi\u00ean v\u1edbi arbitrage Pairs Trading, kho\u1ea3n l\u1ed7 do lock b\u1ecb \u0111\u00f3ng c\u00f3 th\u1ec3 l\u1edbn h\u01a1n chi ph\u00ed triple swap c\u1ee7a ch\u1ec9 s\u1ed1.<\/p>\n

        Sau \u0111\u00f3, th\u00eam symbols v\u00e0o b\u1ea3ng chi\u1ebfn l\u01b0\u1ee3c v\u1edbi \u0111\u00fang t\u00ean nh\u01b0 trong ph\u1ea7n session settings.<\/p>\n

        \"C\u00e0i<\/p>\n

        T\u00ednh Lot:<\/strong><\/p>\n

        Khi t\u00ednh lot, h\u00e3y xem x\u00e9t Contract Size<\/strong> v\u00e0 Tick Value<\/strong>. B\u1eaft \u0111\u1ea7u b\u1eb1ng t\u00e0i kho\u1ea3n demo \u0111\u1ec3 m\u1edf lock th\u1ee7 c\u00f4ng v\u00e0 ki\u1ec3m tra r\u1eb1ng gi\u00e1 c\u1ee7a hai c\u00f4ng c\u1ee5 t\u01b0\u01a1ng quan di chuy\u1ec3n \u0111\u1ed3ng b\u1ed9 \u1edf m\u1ed7i tick. \u0110\u1ea3m b\u1ea3o Stop Loss (SL)<\/strong> \u0111\u1ee7 r\u1ed9ng \u0111\u1ec3 tr\u00e1nh b\u1ecb \u0111\u00f3ng s\u1edbm khi c\u00f3 \u0111\u1ed9 l\u1ec7ch l\u1edbn. Test tr\u00ean demo \u00edt nh\u1ea5t m\u1ed9t tu\u1ea7n tr\u01b0\u1edbc khi chuy\u1ec3n sang live.<\/p>\n

        \"Thi\u1ebft<\/p>\n

        B\u1ea1n c\u00f3 th\u1ec3 d\u00f9ng gi\u00e1 tr\u1ecb preset c\u1ee7a ch\u00fang t\u00f4i \u0111\u1ec3 c\u00e0i \u0111\u1eb7t ban \u0111\u1ea7u. N\u1ebfu t\u0103ng lot, h\u00e3y nh\u1edb t\u0103ng SL, TP, Min Profit, Trail Distance v\u00e0 Trail Step theo h\u1ec7 s\u1ed1 10, 100, v.v. C\u00e2n nh\u1eafc d\u00f9ng c\u00f9ng m\u1ed9t c\u1eb7p v\u1edbi nhi\u1ec1u gi\u00e1 tr\u1ecb Z-Index<\/strong> kh\u00e1c nhau (v\u00ed d\u1ee5 2, 2.5, 2.8) \u0111\u1ec3 b\u1eaft th\u00eam l\u1ee3i nhu\u1eadn t\u1eeb c\u00e1c \u0111\u1ed9 l\u1ec7ch l\u1edbn h\u01a1n, nh\u01b0ng r\u1ee7i ro c\u0169ng cao h\u01a1n.<\/p>\n