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1. Cross-market two-side hedging arbitrage The two-side arbitrage is also called direct arbitrage and bilateral arbitrage. It is through the discovery that the same transaction pair (like: EOS/USDT) has a spread in two different exchanges, and the behavior of high-selling and low-buying...

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There are many global digital currency exchanges, and the same currency in market is not always effective in pricing due to many factors affecting. The same pair has spread among two or more exchanges. As long as there is a spread, there is arbitrage. Arbitrage through spreads is basically risk...

It’s better to be out of a trade and wishing you were in, than to be in a trade and wishing you were out.