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Capital at risk -- demo environment only.

This public experience streams signed, sandboxed market data for illustrative purposes. No live trading or performance guarantees.

arbitrage

Cross-Exchange Arbitrage

Cross-Exchange Arbitrage monitors real-time prices across multiple exchanges simultaneously and executes trades when profitable price discrepancies are detected. The system accounts for all fees, slippage, and withdrawal times to ensure only truly profitable opportunities are captured. Ultra-low latency execution is critical for success.

78%
Win Rate
2.8
Sharpe Ratio
Very Low
Risk Level
Seconds to minutes
Avg Hold

Strategy Overview

TimeframesReal-time, Tick-by-tick
Ideal MarketAny market with active trading
Min Capital$20,000+
Avg Hold TimeSeconds to minutes

Strategy Parameters

Min Spread0.15%

Minimum price difference after fees

Max Exposure10% capital

Maximum capital per arbitrage cycle

Execution Window<500ms

Maximum time to complete both legs

Exchange Coverage8+ exchanges

Number of monitored exchanges

Entry Signals

Price spread exceeds minimum threshold
Sufficient liquidity on both exchanges
Order book depth validation
Network latency within acceptable range

Advantages

  • Market-neutral strategy
  • Very high win rate
  • Minimal exposure time
  • Consistent small profits compound well

Risks to Consider

  • Execution risk if one leg fails
  • Exchange downtime or API issues
  • Withdrawal delays can lock capital
  • Flash crashes causing temporary misprice

Related Strategies

Important Risk Information

Past performance does not guarantee future results. All trading strategies involve risk, and you may lose some or all of your invested capital. The win rates and Sharpe ratios shown are based on backtesting from 2015-2024 and may not reflect future performance. Always use proper position sizing and risk management.