the-arbitrageur

A basis trade captures the price difference between spot and perpetual futures. This skill identifies these cross-exchange mispricings and executes hedged spread legs to maintain delta neutrality while accounting for trading fees and slippage.

Delta neutrality is maintained by executing two-leg hedged spreads across connected exchanges. The execution applies robust risk controls and slippage checks to ensure both legs are balanced while accounting for pre-funding needs and fees.

Yes, cross-exchange arbitrage applies to both spot and perpetual futures markets. The scanning mechanism detects actionable mispricings across these venues to execute basis trades and delta-neutral spreads with appropriate risk checks.

Pre-funding readiness is required across connected exchanges before executing delta-neutral arbitrage. The risk controls evaluate pre-funding needs alongside fees and slippage checks to ensure two-leg hedged spread execution can complete successfully.

Cross-exchange arbitrage losses often occur when fees and slippage exceed the detected mispricing spread. This skill mitigates that by applying robust risk checks and accounting for trading fees, slippage, and pre-funding constraints before executing hedged trades.