策略 07已关闭

Arbitrage (6 tracks)

classic arbitrage: cross-exchange, CEX-DEX, on-chain pools, etc.

策略正文暂以英文显示，中文翻译进行中。

关键指标：

6 tracks tested — all dead

为何存在优势 / 假设: Price discrepancies across venues/instruments should, in theory, yield a riskless spread.
构造: Cross-exchange (Binance/Bybit/OKX), CEX-DEX, on-chain pools and adjacent.
测试数据: Multi-exchange + on-chain pools.
结果: On liquid pairs the spread < costs (fees + latency). CEX-DEX: gas + pool slippage > the discrepancy. All 6 tracks net-negative.
验证: 6/6 tracks closed.
根因: Liquid markets are efficient at retail latency; illiquid ones have too little volume.
结论: Dead for our scale/latency.
来源: ARBITRAGE_RESEARCH.md · data/reports/arbitrage_final_report.html

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