3 ms·
It should in theory track extremely closely -- any mispricing between the future/spot will be arbed out by HFTs almost instantly.
by thibautx 9y ago
It should in theory track extremely closely -- any mispricing between the future/spot will be arbed out by HFTs almost instantly.
- rb808 9y agoHow? That is the question. You can't short bitcoin so you can't arb it.
- mathgenius 9y agoI agree. The only thing that would work is for a whale to sell some of their bitcoin and buy the futures. I'm guessing whales will come out of hiding to make this arb.
- thibautx 9y agoTo my knowledge exchanges including Gdax offer margin trading and ability to short.