Track 07Closed
Arbitrage (6 tracks)
classic arbitrage: cross-exchange, CEX-DEX, on-chain pools, etc.
Key metric
6 tracks tested — all dead
- Why an edge should exist / hypothesis
- Price discrepancies across venues/instruments should, in theory, yield a riskless spread.
- Construction
- Cross-exchange (Binance/Bybit/OKX), CEX-DEX, on-chain pools and adjacent.
- Test data
- Multi-exchange + on-chain pools.
- Results
- On liquid pairs the spread < costs (fees + latency). CEX-DEX: gas + pool slippage > the discrepancy. All 6 tracks net-negative.
- Validation
- 6/6 tracks closed.
- Root cause
- Liquid markets are efficient at retail latency; illiquid ones have too little volume.
- Verdict
- Dead for our scale/latency.
- Source
ARBITRAGE_RESEARCH.md · data/reports/arbitrage_final_report.html
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