cross-listing-arbitrage

Name: cross-listing-arbitrage
Availability: InStock
Author: ghostof0days

Automate cross-listing arbitrage workflows for pricing parity across dual-listed equities.

Updated Feb 10, 2026

Search Tags:#pricing #arbitrage #fx #equities #cross-listing #dislocation

Ready to run

npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill cross-listing-arbitrage

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: cross-listing-arbitrage
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/cross-listing-arbitrage
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill cross-listing-arbitrage

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the challenge of identifying and capitalizing on price discrepancies for the same asset listed on different exchanges, accounting for currency exchange rates and time zone differences.

Core Features & Use Cases

Parity Adjustment: Calculates fair prices across markets by incorporating live FX rates and conversion costs.
Dislocation Monitoring: Identifies and analyzes temporary price differences (dislocations) between dual-listed securities.
Risk Management: Implements safeguards such as minimum profit thresholds and suspension rules during volatile FX periods.
Use Case: Monitor dual-listed ADRs and GDrs to execute trades that profit from temporary mispricings, ensuring all transaction costs and FX fluctuations are accounted for.

Quick Start

Run the cross listing arbitrage diagnostics script with the input file input.csv and save the output to diagnostics.json.

Frequently Asked Questions about cross-listing-arbitrage

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I monitor cross-listing arbitrage opportunities between dual-listed equities and ADRs?▼

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.

What is cross-listing dislocation and how do FX rates affect pricing parity?▼

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.

How do I calculate fair prices for cross-listed securities using Python?▼

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.

Can I execute cross-listing arbitrage trades during volatile FX periods?▼

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.

Does this arbitrage workflow require specific input formats or dependencies?▼

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.