小亿量化
BNB Holder
Occasional Trader
4.1 Years
Twitter：@xiaoyiclub 公众号:小亿量化
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Xiaoyi Quantitative Super Arbitrage Nanny Level Tutorial V1.7
I. Introduction
(1) Definition of Cryptocurrency Risk-Free Arbitrage
Cryptocurrency risk-free arbitrage is an investment strategy that seeks to exploit price differences and funding fees in the cryptocurrency market to achieve low- or risk-free returns. This strategy involves finding and exploiting price differences between different markets, exchanges, or trading pairs, while simultaneously buying and selling the same or equal value assets to reduce risk and obtain stable returns. In perpetual contract trading, the funding fee is a fee that balances the power of long and short positions, helping to keep the perpetual contract price close to the spot market price. By observing changes in funding rates, investors can determine the balance of market forces and discover arbitrage opportunities accordingly.
(1) Definition of Cryptocurrency Risk-Free Arbitrage
Cryptocurrency risk-free arbitrage is an investment strategy that seeks to exploit price differences and funding fees in the cryptocurrency market to achieve low- or risk-free returns. This strategy involves finding and exploiting price differences between different markets, exchanges, or trading pairs, while simultaneously buying and selling the same or equal value assets to reduce risk and obtain stable returns. In perpetual contract trading, the funding fee is a fee that balances the power of long and short positions, helping to keep the perpetual contract price close to the spot market price. By observing changes in funding rates, investors can determine the balance of market forces and discover arbitrage opportunities accordingly.
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Price Difference Reminder:
A Trading Pair: #HIPPO /PC/#币安 USDT Perpetual
B Trading Pair: HIPPO/PC/BybIT Perpetual USDT
Arbitrage Method: A sells B buys
Net Funding Fee: 0.0510%
Arbitrage Price Difference: 2.1213% (B-A)
Arbitrage Volume Difference: 0.1919% (B-A)
Transaction Amount: 18.597M (taking the smaller value)
Volatility Ratio: 76.8346% (taking the smaller value within 24 hours)
#EaQuant #套利
A Trading Pair: #HIPPO /PC/#币安 USDT Perpetual
B Trading Pair: HIPPO/PC/BybIT Perpetual USDT
Arbitrage Method: A sells B buys
Net Funding Fee: 0.0510%
Arbitrage Price Difference: 2.1213% (B-A)
Arbitrage Volume Difference: 0.1919% (B-A)
Transaction Amount: 18.597M (taking the smaller value)
Volatility Ratio: 76.8346% (taking the smaller value within 24 hours)
#EaQuant #套利
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Price Difference Reminder:
A Trading Pair: #KAITO /PC/#BitGet Perpetual USDT
B Trading Pair: #KAITO /PC/#BybIT Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.8400%
Arbitrage Price Difference: 1.3299%(B-A)
Arbitrage Spread Difference: 0.0452%(B-A)
Transaction Amount: 83.2382M (taking the smaller value)
Volatility Ratio: 60.0996% (taking the smaller value within 24 hours)
#EaQuant #套利
A Trading Pair: #KAITO /PC/#BitGet Perpetual USDT
B Trading Pair: #KAITO /PC/#BybIT Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.8400%
Arbitrage Price Difference: 1.3299%(B-A)
Arbitrage Spread Difference: 0.0452%(B-A)
Transaction Amount: 83.2382M (taking the smaller value)
Volatility Ratio: 60.0996% (taking the smaller value within 24 hours)
#EaQuant #套利
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Price Difference Reminder:
A Trading Pair: #layer /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER/PC/#OKEX USDT Perpetual
Arbitrage Method: Sell A Buy B
Net Funding Rate: 0.3649%
Arbitrage Price Difference: 0.5091%(B-A)
Arbitrage Volume Difference: 0.0116%(B-A)
Transaction Amount: 802.9126M (use the smaller value)
Volatility Ratio: 65.3668% (use the smaller value within 24 hours)
#EaQuant #套利
A Trading Pair: #layer /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER/PC/#OKEX USDT Perpetual
Arbitrage Method: Sell A Buy B
Net Funding Rate: 0.3649%
Arbitrage Price Difference: 0.5091%(B-A)
Arbitrage Volume Difference: 0.0116%(B-A)
Transaction Amount: 802.9126M (use the smaller value)
Volatility Ratio: 65.3668% (use the smaller value within 24 hours)
#EaQuant #套利
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Price Difference Reminder:
A Trading Pair: #LAYER /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER/PC/#Okex USDT Perpetual
Arbitrage Method: A sell B buy
Net Funding Fee: 0.2957%
Arbitrage Price Difference: 0.524% (B-A)
Arbitrage Position Difference: 0.0517% (B-A)
Transaction Amount: 440.0393M (taking the smaller value)
Volatility Ratio: 68.5025% (taking the smaller value within 24 hours)
#EaQuant #套利
A Trading Pair: #LAYER /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER/PC/#Okex USDT Perpetual
Arbitrage Method: A sell B buy
Net Funding Fee: 0.2957%
Arbitrage Price Difference: 0.524% (B-A)
Arbitrage Position Difference: 0.0517% (B-A)
Transaction Amount: 440.0393M (taking the smaller value)
Volatility Ratio: 68.5025% (taking the smaller value within 24 hours)
#EaQuant #套利
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Price Difference Reminder:
A Trading Pair: #LAYER /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER /PC/#欧易交易所 USDT Perpetual
Arbitrage Method: Buy A, Sell B
Net Funding Fee: 0.1280%
Arbitrage Price Difference: 0.7175%(B-A)
Arbitrage Position Difference: 0.0165%(B-A)
Transaction Amount: 271.4718M (taking the smaller value)
Volatility Ratio: 30.2032% (taking the smaller value within 24 hours)
#EaQuant
A Trading Pair: #LAYER /PC/#币安 USDT Perpetual
B Trading Pair: #LAYER /PC/#欧易交易所 USDT Perpetual
Arbitrage Method: Buy A, Sell B
Net Funding Fee: 0.1280%
Arbitrage Price Difference: 0.7175%(B-A)
Arbitrage Position Difference: 0.0165%(B-A)
Transaction Amount: 271.4718M (taking the smaller value)
Volatility Ratio: 30.2032% (taking the smaller value within 24 hours)
#EaQuant
See original
Price Difference Reminder:
A Trading Pair: #GORK /PC/BitGet Perpetual USDT
B Trading Pair: #GORK /PC/BybIT Perpetual USDT
Arbitrage Method: Sell A Buy B
Net Funding Fee: 0.0375%
Arbitrage Price Difference: 0.5796%(B-A)
Arbitrage Position Difference: 0.1943%(B-A)
Transaction Amount: 32.6262M (take the smaller value)
Volatility Ratio: 43.9607% (take the smaller value within 24 hours)
#EaQuant #套利
A Trading Pair: #GORK /PC/BitGet Perpetual USDT
B Trading Pair: #GORK /PC/BybIT Perpetual USDT
Arbitrage Method: Sell A Buy B
Net Funding Fee: 0.0375%
Arbitrage Price Difference: 0.5796%(B-A)
Arbitrage Position Difference: 0.1943%(B-A)
Transaction Amount: 32.6262M (take the smaller value)
Volatility Ratio: 43.9607% (take the smaller value within 24 hours)
#EaQuant #套利
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Price Difference Reminder:
A Trading Pair: #DEXE /PC/#币安 USDT Perpetual
B Trading Pair: #DEXE /PC/#Bybit Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.0172%
Arbitrage Price Difference: 0.5316%(B-A)
Arbitrage Position Difference: 0.0137%(B-A)
Transaction Amount: 5.1656M (take the smaller value)
Volatility Ratio: 4.6117% (take the smaller value within 24 hours)
#套利 #EaQuant
A Trading Pair: #DEXE /PC/#币安 USDT Perpetual
B Trading Pair: #DEXE /PC/#Bybit Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.0172%
Arbitrage Price Difference: 0.5316%(B-A)
Arbitrage Position Difference: 0.0137%(B-A)
Transaction Amount: 5.1656M (take the smaller value)
Volatility Ratio: 4.6117% (take the smaller value within 24 hours)
#套利 #EaQuant
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#套利 Price Difference Reminder:
Trading Pair A: #MOVE /PC/Binance USDT Perpetual
Trading Pair B: #MOVE /PC/BybIT Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.4662%
Arbitrage Price Difference: 0.5476%(B-A)
Arbitrage Position Difference: 0.1095%(B-A)
Transaction Amount: 73.4866M (Choose the smaller value)
Volatility Ratio: 8.6103% (Choose the smaller value within 24 hours)
Trading Pair A: #MOVE /PC/Binance USDT Perpetual
Trading Pair B: #MOVE /PC/BybIT Perpetual USDT
Arbitrage Method: Buy A Sell B
Net Funding Fee: 0.4662%
Arbitrage Price Difference: 0.5476%(B-A)
Arbitrage Position Difference: 0.1095%(B-A)
Transaction Amount: 73.4866M (Choose the smaller value)
Volatility Ratio: 8.6103% (Choose the smaller value within 24 hours)
See original
Some Thoughts on Delisting Coin #套利
【Two Situations for Exchange Delisting】
1. If #Binance delists the spot coin, then you can look at other platforms; if other platforms haven't delisted, go ahead and trade it.
2. Coins like #ALPACA are those that need to be delisted for both spot and contracts. Normally, if the market was being driven up by the market maker a few days before, you could consider a small position, but as the delisting time approaches, the risk is very high. I've encountered price differences exceeding 99%, which is beyond typical understanding, so I don’t recommend trading it.
【Specific Arbitrage Suggestions】
1. Positive price difference, net #funding rate positive
Generally has a trap; small amounts can be bet on.
2. Positive price difference, net funding rate negative
Can trade small amounts over the cycle.
3. Negative price difference, net funding rate positive
Negative price difference can be opened (recommended within -1%).
【Risk Control Requirements】
Long position explosion rate must be above 100%.
Short position explosion rate must be above 300%.
【Risk Warning】
For delisted coins, trading is not recommended; it’s like pulling teeth from a tiger's mouth.
Delisted coins are like gambling; the price difference may widen at any time, potentially turning into a positive price difference of 30-99%.
#EaQuant #Binance
Public Account: Xiao Yi Quant
【Two Situations for Exchange Delisting】
1. If #Binance delists the spot coin, then you can look at other platforms; if other platforms haven't delisted, go ahead and trade it.
2. Coins like #ALPACA are those that need to be delisted for both spot and contracts. Normally, if the market was being driven up by the market maker a few days before, you could consider a small position, but as the delisting time approaches, the risk is very high. I've encountered price differences exceeding 99%, which is beyond typical understanding, so I don’t recommend trading it.
【Specific Arbitrage Suggestions】
1. Positive price difference, net #funding rate positive
Generally has a trap; small amounts can be bet on.
2. Positive price difference, net funding rate negative
Can trade small amounts over the cycle.
3. Negative price difference, net funding rate positive
Negative price difference can be opened (recommended within -1%).
【Risk Control Requirements】
Long position explosion rate must be above 100%.
Short position explosion rate must be above 300%.
【Risk Warning】
For delisted coins, trading is not recommended; it’s like pulling teeth from a tiger's mouth.
Delisted coins are like gambling; the price difference may widen at any time, potentially turning into a positive price difference of 30-99%.
#EaQuant #Binance
Public Account: Xiao Yi Quant
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