Exchange arbitrage, is it worth digging into? - page 2

 
Yury Reshetov:
An exchange is not Forex. Here, all quotes for one instrument are traded on the same floor and the market is the same for all, so there can be no difference, while the server with curved feeds may either have requotes or slippages.
Okay, a combination of exchange + forex? Futures vs currency pairs. There are a lot of options, after all.
 

Five years ago it made sense, I even managed to work on it for a while in the FORTS-FOREX bundle. Now it no longer makes sense. You simply don't have the time physically.

Only arbitrage is called something else.

 
Yuriy Asaulenko:

Five years ago it made sense, I even managed to work on it for a while in the FORTS-FOREX bundle. Now it no longer makes sense. You simply don't have the time physically.

Only arbitrage is called something else.

Why is it different? Exactly the difference in quotations, or the timing of their occurrence. Well, and the case of buying on the OTC market and then selling on the exchange market, or vice versa...
 
Алексей Тарабанов:
Why is it different? Exactly the difference in the quotes, or the timing of them. Well, and the case of buying on the OTC market and then selling on the stock market or vice versa...

In my view, arbitrage is most interesting with options (on FORTS). Options strategies are very efficient and less risky by definition.

I would do it myself, but once I got the hang of it, and not bad at that, I got bored. I can't bring myself to stare at the monitor for hours.

 
Yuriy Asaulenko:

In my view, arbitrage is most interesting with options (on FORTS). Options strategies are very efficient and less risky by definition.

I would do it myself, but once I got the hang of it, and not badly, I got bored. I can't bring myself to stare at the monitor for hours on end.

Arbitrage, imho, is in demand when there is no monitor. I finished playing in that group about 15 years ago.
 
Алексей Тарабанов:
Arbitrage, imho, is in demand when there is no monitor. I finished playing in this group about 15 years ago.

How's that? The transaction is from 15 minutes to several days. You have to count all the time (of course, the software does). + deal modifications, balancing of the deal. And they have to be closed in time. You cannot move away from monitoring.

Options are what I'm talking about.

 
Yuriy Asaulenko:

How's that? The transaction is from 15 minutes to several days. You have to count all the time (of course, the software does). + deal modifications, balancing of the deal. And they have to be closed in time. You cannot move away from the monitor.

Options are meant.

That's not what I mean.
 
Yuriy Asaulenko:

Five years ago it made sense, I even managed to work on it for a while in the FORTS-FOREX bundle. Now it no longer makes sense. You simply don't have the time physically.

Only arbitrage is called something else.

I won't have time physically or the robot will not have time automatically?
 
Алексей Тарабанов:
That's not what I mean.
Could you be a little less cryptic? No one will understand anything. I'd like to be specific.
 
Maxim Dmitrievsky:
Am I physically unable to make it in time or will the robot automatically fail?

Not you, not even the robot.

More than 60% of FORTS volume is done directly by computers connected to the exchange (bypassing the broker). If you consider that these computers are also installed directly on the exchange, in the same machine room.