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Digital currency quantitative arbitrage

Digital currency quantitative arbitrage

There are many global digital currency exchanges, and the same currency in market is not always effective in pricing due to many factors affecting. The same pair has spread among two or more exchanges. As long as there is a spread, there is arbitrage. Arbitrage through spreads is basically risk free in the digital currency market.

Suppose the EOS/USDT pair: the price in Huobi is 11, the price in Binance is 10, and the EOS has spread of 1 USDT between the two exchanges. Suppose you hold 1 EOS in Huobi, following the principle of selling high and buying low, sell 1 EOS in Huobi to get 11 USDT, spend 10 USDT to buy 1 EOS in Binance, then you net earned 1 USDT, and the amount of EOS remains unchanged. Although there is such a spread, manual arbitrage often has many uncertainties due to the time-consuming, poor accuracy and price changes of manual operations. Through the quantitative model to capture arbitrage opportunities and develop arbitrage trading strategies, and programmatic algorithms automatically release trading orders to the exchange, quickly and accurately capture opportunities, and efficiently earn income, which is the charm of quantitative arbitrage.

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