Quant Strategy: Arbitrage Trading Algorithm (Cross-Exchange)

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Interested in Arbitrage? Ever hear what Arbitrage is? Well, look no further! I go in depth on what arbitrage is and how it can benefit you! Remember, speed is key for a good trading algorithm!

If you are interested in a specific quant strategy, let me know down in the comments!

****IMPORTANT NOTE****
As of 11/22/2021, you can't trade crypto (BTC) on Eikon/Reuters. However, Reuters does keep track of BTC prices. In the notebook I provided, I *assumed* (for educational purposes) that Reuters would be an **exchange**. So, in the notebook, treat Reuters as if it were another crypto exchange.

Github for Notebook: https://github.com/SpencerPao/Quantit...

0:00 - What is Arbitrage?
2:47 - Cross-Exchange Arbitrage Theory
4:35 - Beginning Cross-Exchange Code Demo
8:54 - Identifying Spread Opportunity
11:06 - Cross-Exchange Signal Identification
12:55 - Potential Trading Profits
14:18 - Cutting Transaction Costs

DISCLOSURE: As of 11/22/2021, I do not hold any positions in Bitcoin (BTC).

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