Arbitrage - Anyone?

Discussion in 'Automated Trading' started by robertvo, May 7, 2007.

  1. robertvo


    Just wanted to check if any of you guys does any kind of arbitrage and is making $$$.

    I read many times in books that arbitage is just for the big boys MM who have tons of money and almost no transaction costs. However I just want to check if someone is running smaller arbitage <$1mil operation. There are so many instruments and so many posibilities that there must be some oportunities to exploit.

    I am interested in arbitrage, so any kind of pointers or ideas are appreciated.

  2. there may be some opps left in 3rd tier asian countries, or perhaps iraq or bulgarian exhanges...... other than this potential, not much left.

  3. Id doubt if anyone who has found a niche to arb at < 1MM through retail would post what it is on a public trader forum. Anyone care to prove me wrong? :D From my experience the latency / cost limitations which retail traders must deal with are almost impossible to overcome when looking at arbing.
  4. A lot of arbitrage techniques are useless for retail, due to margin requirements.

    You get charged 25% margin or 50% margin (depending on product) on a 0 risk position that you're making a few pennies on. Fuck that.