Quant Strategy: Arbitrage Trading Algorithm (Cross-Exchange)

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  • Опубликовано: 28 авг 2024

Комментарии • 25

  • @marcocastangia4394
    @marcocastangia4394 2 года назад +3

    Great content Spencer. I think the problem with cross-exchange arbitrage opportunities is the delay to transfer your coins between the two exchanges and the transaction fees involved in the operation.

    • @SpencerPaoHere
      @SpencerPaoHere  2 года назад +1

      Absolutely! I can imagine that someone (or some company) has addressed those issues and is making a mint.

    • @nelsorex
      @nelsorex 5 месяцев назад +1

      you can have crypto and usdt on both exchanges, and then you sell and buy on both exchanges, and the transfer is immediate

  • @nedbuster1
    @nedbuster1 7 месяцев назад

    Great and easy to understand content, but I have a question regarding the profits. These are unrealised gains surely as if you were to sell your BTC you would then be using the ask price, which would likely erode any possible gains made?

  • @jodhvirsingh8677
    @jodhvirsingh8677 8 месяцев назад

    Great video...I tried arbitrage trading a while back wherein the bot would buy say BTC for USDT, then buy LTC for BTC and then sell the LTC for USDT. However there were too many variables to control and I eventually found it to be loss making although in theory it sounded good. Can you try the same thing and see if you come up with a different view. Would be nice coding exercise.

  • @mmmar7317
    @mmmar7317 Год назад

    Nice video - I think oyu should apply the taker fee 100% and not use midprice. If you want to execute arb you are going to have to eat liquidity - or else you might get stuck in a lim order

  • @kenhan168
    @kenhan168 2 года назад

    Great content

  • @muralk3153
    @muralk3153 Год назад

    Good for practicing remembering Japanese

  • @sbh_nft7587
    @sbh_nft7587 2 года назад

    Hey there , what a great vid , but may i ask can i proceed with the same technique but with a different coin

  • @franklee2924
    @franklee2924 Год назад

    Nice work

  • @markreynolds6220
    @markreynolds6220 10 месяцев назад

    dunno is yor ebay example actualy arbitrage as price culd change on ebay b4 pens r sold? isnt tht y its typicaly applied to finace markets as u can make the trade in an instant ?

    • @nelsorex
      @nelsorex 5 месяцев назад

      you can do that by having crypto and usdt on both exchanges, and then you sell and buy on both exchanges, so the transfer is immediate

  • @syr3472
    @syr3472 Год назад

    So with the API and coding would transactions between exchanges be faster?
    I imagine if I have 1 BTC and it's priced 18k on my exchange and 20k on another, that I could then simply send the BTC to the second exchange and sell it for profits.
    Transaction time would be slow but would there be a way to automate it?

    • @SpencerPaoHere
      @SpencerPaoHere  Год назад +3

      So, trading between exchanges using a public API will inevtiably slower than someone who is directly connect to the exchange. (Those are what the big players do); It's like trying to win formula 1 with a lama.
      Theoretically yes. You can capitalize on that spread between different exchanges that trade that commodity.
      The automation aspect would be as seen in this video. You create a rules based approach and make your algorithm execute based on those signals.

    • @syr3472
      @syr3472 Год назад

      @@SpencerPaoHere thank you

  • @amralfy7549
    @amralfy7549 Год назад

    why the volume number increased the profit?

  • @budsme7083
    @budsme7083 2 года назад +1

    Hi Spencer is it possible to do this arbitrage without Coding ?

    • @SpencerPaoHere
      @SpencerPaoHere  2 года назад

      Arbitrage is essentially finding inconsistent prices of the same object.
      You technically COULD do arbitrage without coding. But, I would imagine that being quite difficult and the margins slim for equities. This might be a different story for e-commerce or pawnshops.

    • @budsme7083
      @budsme7083 2 года назад

      @@SpencerPaoHere great..Could you assist me on cross exchange arbitrage..

    • @SpencerPaoHere
      @SpencerPaoHere  2 года назад

      @@budsme7083 Hmm. What do you mean? Live exchanges? Could you provide an example?

  • @darrenwray285
    @darrenwray285 Год назад

    Can anyone recommend a good trading platform for automated cross-exchange arbitrage trading (for passive income). I don't mind if there are fees involved. Thanks! 😊

    • @SpencerPaoHere
      @SpencerPaoHere  Год назад +1

      Have you checked out interactive brokers ? They are pretty good.

  • @thechoosen4240
    @thechoosen4240 8 дней назад

    Good job ❤, JESUS IS COMING BACK VERY SOON; WATCH AND PREPARE❤