cross-listing-arbitrage

Cross-listing arbitrage identifies temporary price dislocations between dual-listed equities, ADRs, and GDRs by calculating fair prices across markets with live FX rates and conversion costs. The diagnostics script processes input files to detect these mispricings automatically.

Cross-listing dislocation occurs when the same dual-listed security trades at different prices on separate exchanges. Pricing parity requires adjusting these prices with live FX rates and conversion costs to calculate fair value across markets and identify actionable arbitrage opportunities.

Calculate fair prices for cross-listed securities by running the Python diagnostics script with your input data. The script automates parity adjustment by incorporating live FX rates, conversion costs, and timezone differences to output dislocation analytics to a JSON file for execution.

Executing cross-listing arbitrage during volatile FX periods triggers built-in risk management safeguards. The workflow implements suspension rules and minimum profit thresholds to prevent trades when currency fluctuations threaten profitability or introduce excessive execution risk.

The arbitrage workflow requires a CSV input file containing target securities and outputs diagnostics to a JSON file. It relies on included Python scripts and reference documents for playbooks, requiring no external dependencies to execute the parity calculations.