Market structure. Quantitative research.
Explore pricing differences across crypto, options and equity markets. Work with the existing analytics, understand the models and account for the limits of execution.
Research and analysis. No guaranteed returns.
01 / Scanner workspace
Existing tools, with the data requirements made explicit.
Compare three-pair conversion cycles and examine the reported edge after the configured trading fee.
External arbitrage feed; check the terminal's connection indicator.
Compare spot and futures tickers, inspect the spread history and explore the existing position controls.
Opens BTC by default. Funding and closing basis remain uncertain.
Review parity, box and option-chain reports delivered by the connected options service.
Engine reports and paper-trading outcomes are not guaranteed live fills.
Explore price-level regression, residual spreads, approximate stationarity tests and z-score signals.
Historical relationships can break. Check simulated-data flags.
Compare ETF tracking histories with TASI and inspect indicative-value data where available.
TASI is a proxy, not the exact MSCI basket. No creation/redemption access.
A pricing identity is a benchmark. An executable trade also needs liquidity, suitable contracts and enough capital to carry the hedge.
Explore Arbitrage Academy02 / Arbitrage Academy
Original guides. Transparent assumptions. Worked mathematics.
Understand arbitrage across crypto, futures, options, pairs and ETFs. Explore worked examples, pricing relationships, execution costs and practical risks.
02Crypto marketsLearn how triangular arbitrage works across three cryptocurrency pairs, with formulas, worked examples, trading fees and execution risks.
03Basis & carryExplore cash-and-carry and reverse carry, dated futures versus perpetual funding, basis calculations, margin requirements and liquidation risks.
04Options relationshipsDerive European put–call parity, account for dividends and discounting, and examine synthetic positions, executable pricing gaps and American-option limits.
05Options financingSee how long and short boxes replicate fixed payments, calculate discounted fair value and implied financing, and understand American-option assignment risk.
06Statistical arbitrageLearn statistical pairs trading with price spreads, regression, cointegration tests, z-scores and half-life estimates, including costs and structural-break risks.
03 / Quantitative tools
Historical relationships
Explore the existing Saudi-equity correlation views, heatmaps and pair rankings. Shared market factors do not establish cointegration.
Open correlation analyticsPortfolio construction
Build wallets of stocks and ETFs, estimate returns and covariances from historical adjusted prices, and compare them with a Markowitz efficient frontier. In-sample estimates, not forecasts.
Open the efficient frontierCrypto terminals use connected market-data services. Equity analytics use Yahoo histories with flagged simulated fallback.
Conversion rates, parity and statistical spreads answer different questions. Fees, financing, borrow, order-book depth and rounding can remove the apparent edge.
A theoretical relationship does not guarantee a fill. Historical convergence, a delta hedge and a positive screen result each carry distinct risks.
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