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I assumed we were talking about risk free or low risk arbitrage. Being long bitcoins is neither.
by foobarqux 14y ago
I assumed we were talking about risk free or low risk arbitrage. Being long bitcoins is neither.
- consz 14y agoHow is that not low-risk arbitrage? Good HFT strategies typically have returns of 10-20% daily on capital, there's relatively little risk holding long to allow your strategy to trade when you cover the maximum possible cost of carry in a week.