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etf-arbitrage

Automate ETF arbitrage workflows for primary-secondary dislocations and creation-redemption frictions.

Updated Feb 10, 2026
Search Tags:#risk management#quantitative finance#trading#etf#arbitrage#dislocations
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill etf-arbitrage
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: etf-arbitrage
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/etf-arbitrage
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill etf-arbitrage

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill addresses the complexities of ETF arbitrage by providing structured workflows for research, implementation, and production controls, focusing on primary-secondary dislocations, basket liquidity, and creation-redemption frictions.

Core Features & Use Cases

  • Reproducible Research: Ensures that ETF arbitrage strategies are developed with clear hypotheses, leak-safe features, and robust estimation of signal edge and capacity.
  • Production Controls: Implements stress testing across various market regimes and enforces risk controls like exposure ceilings and deactivation triggers.
  • Use Case: When dealing with discrepancies between an ETF's market price and its net asset value, this Skill helps in identifying, analyzing, and executing arbitrage opportunities while managing associated risks.

Quick Start

Run python scripts/etf_arbitrage_diagnostics.py input.csv --output diagnostics.json to generate diagnostics for ETF arbitrage.

Frequently Asked Questions about etf-arbitrage

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

FAQPage Schema
How do I automate ETF arbitrage workflows for primary-secondary market dislocations?▼

You can automate ETF arbitrage workflows by running diagnostic scripts that analyze input CSV data to detect primary-secondary dislocations, basket liquidity constraints, and creation-redemption frictions, generating structured JSON diagnostics.

What is ETF arbitrage and how do creation-redemption frictions affect trading?▼

ETF arbitrage capitalizes on discrepancies between an ETF's market price and its net asset value. Creation-redemption frictions are operational costs and delays that constrain basket liquidity and limit the profitability of these dislocations.

How do I run stress testing across market regimes for ETF arbitrage strategies?▼

You can perform stress testing across market regimes using the Skill's built-in production controls, which enforce risk management rules like exposure ceilings and deactivation triggers to validate arbitrage strategies.

Do I need a specific input schema for ETF arbitrage diagnostic scripts?▼

Yes, ETF arbitrage diagnostic scripts require a specific input schema provided as a CSV file. This structured input is necessary to accurately estimate signal edge, capacity, and leak-safe features for reproducible research.

What's the best way to manage risk and exposure ceilings in quantitative trading strategies?▼

Risk management in quantitative ETF trading is enforced through production controls that apply stress testing across market regimes and use exposure ceilings with deactivation triggers to limit potential downside.

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