在考察了市场参与各方的行为准则后,我们认定坚持仍是困局中的最优选择,只要策略得当,市场完全能提供合理的套利空间,而一旦放弃则将一无所获。对中小投资者而言反向操作与跟随策略结合是实现套利的最优策略。 After examining the code of conduct for all parties involved in the market, we maintain that persistence is still the best choice in the dilemma. As long as the strategy is properly adopted, the market will be able to provide reasonable arbitrage space and will give up nothing if given up. For small and medium-sized investors, the combination of reverse operation and follow-up strategy is the optimal strategy for realizing arbitrage.