Not exact matches
In the current Crypto - trading
environment, there often exists vast differences between prices
for the same token... Continue reading Covesting Announces Partnership with
Arbitrage Crypto Trader
The authors use actual trading data to show that the prices of two securities that track the S&P 500 are perfectly correlated at the level of hour and minute, but at the 10 and 1 millisecond level, the correlation breaks down to provide
for mechanical
arbitrage opportunities even in a perfectly symmetrical information
environment.
This simple labour
arbitrage strategy has been used by businesses
for years and it has enabled these businesses to continue to grow in increasingly competitive
environments.