Tag: arbitrage
Strategies
Concepts
Interview Questions
- Put-call parity, spot the free money
- A butterfly that costs less than nothing
- A call trading below its own intrinsic value
- Put spread bounds, when higher strike is cheaper
- Bounds on a call spread, spot the arbitrage
- Two books, one arbitrage
- Three-way arbitrage on a soccer match
- What odds on the other side create an arb?
- Cross-venue arbitrage on a binary event
- Sizing an arbitrage with lopsided odds
- Dutch book two bookmakers
- Put-call parity, the reversal trade
- Put-call parity with interest rates
- Put-call parity spot check, find the arb
- Another triangular FX arbitrage to spot
- Triangular arbitrage across crypto pairs
- When the FX triangle looks off but is not tradable
- Triangular arbitrage with explicit bid and ask
- Spot the triangular FX arbitrage