Table 4 Descriptive statistics for the occupation of capital and impact costs
From: Cost-benefit analysis of trading strategies in the stock index futures market
| Â | Minimal | Maximum | Mean | Standard deviation |
|---|---|---|---|---|
Descriptive statistics for the occupation of capital | ||||
 Arbitrage strategy | 3.07E+ 05 | 3.88E+ 05 | 3.43E+ 05 | 2.24E+ 04 |
 Other three strategies | 4.72E+ 04 | 5.97E+ 04 | 5.28E+ 04 | 3.44E+ 03 |
Descriptive statistics for the impact costs | ||||
 Arbitrage strategy | 6.90E-04 | 1.52E-01 | 6.91E-02 | 4.62E-02 |
 Other three strategies | 6.90E-04 | 1.63E-01 | 7.41E-02 | 4.93E-02 |