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There's no state.)
Arbitrage slippage indicator when trading a set of 5 (!) instruments. The exchange commission per full trade is 2%.
The value of the slippage is measured in percent. My account is demo. There is no state)).
here looks more like a portfolio than a triangular arbitrage, arbitrageurs simply could not allow such strong skewness at such significant time intervals.
even the current spread of -2.889 is hard to believe
is the spread in percentages?
it looks more like a portfolio than a triangular arbitrage, the arbitrageurs simply could not have allowed such strong skews over such significant time periods.
even the current spread of -2.889 is hard to believe
is the slippage in percentages?
Pentagonal arbitrage))
Yes, it's already in percentages.
Pentagonal arbitration))
Yes, already in the percentages.
but if you traded this arbitrage from november 25 to 27, you would have strong doubts that you were trading arbitrage ))
There is no error. That's the trick.
Here are the arbitrage splits on that set of instruments you used.
There is no error. That's the trick.
Here are the arbitrage splits on that set of instruments you used.
Something is wrong, arbitrage lasts for a few hours, in fact i have no such thing on real, maybe because of the demo quotes )
Is the history used only on bids?
About yesterday's topic: the first day brought about 0.72%, if the rate had remained constant, it would have taken 138 days to double the investment. In principle, the yield is not bad, but until the money is not withdrawn to rejoice prematurely :). Withdraw for the time being, I do not see the point, so I'm going into the shade :).
P.S. Also: In consideration of the small depreciation of the gigaheshesh, the percentage lowers to 0.27, but this figure of course is more subject to volatility, both in one and the other side.
something is wrong, arbitrage lasts for hours, in fact there is no such thing on real, maybe because of demo quotes )
Is history only used for bid?
I think that arbitrage does not hold but repeats. And on the hourly chart the pullbacks to zero are simply unnoticeable.
History on bids. Ask is synthetic, by adding the current spread to the bid.
History on Bids. Ask synthetic, by adding the current spread to the bid.
that's not right, try using the asq history given in quotes with the suffix "_Ask"