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Strategy

Type a method, such as momentum, DCA, or the Sharpe ratio. The page reads the Wikipedia lead and any passage already stored here. A description is not a promise of profit, and a return is shown only when a source states it.

Wikipedia

Arbitrage

Arbitrage is the practice of taking advantage of a difference in prices in two or more markets – striking a combination of matching deals to capitalize on the difference, the profit being the difference between the market prices at which the unit is traded. Arbitrage has the effect of causing prices of the same or very similar assets in different markets to converge.

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Arbitrage
Arbitrage is the practice of taking advantage of a difference in prices in two or more markets – striking a combination of matching deals to capitalize on the difference, the profit being the difference between the market prices at which the unit is traded. Arbitrage has the effect of causing prices of the same or very similar assets in different markets to converge.
Arbitrage
Trading strategy note from Wikipedia, “Arbitrage”: Arbitrage is the practice of taking advantage of a difference in prices in two or more markets – striking a combination of matching deals to capitalize on the difference, the profit being the difference between the market prices at which the unit is traded. Arbitrage has the effect of causing prices of the same or very similar assets in different markets to converge. This describes the method. It is not a measured return.
What keeps stablecoins stable?
OpenAlex paper (2022) matching “stablecoin”: What keeps stablecoins stable?. Using trades between the stablecoin treasury and private investors, we quantify how improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify two 2019 design reforms: migration of Tether from the Omni to the Ethereum blockchain and decentralization of issuance. These reforms increased investor access to arbitrage trading with the treasury, reducing the absolute size of peg deviations by half. Further evidence for the importance of arbitrage design is present in the stability mechanism of the stablecoin DAI and in the cr…
Pairs trade
Trading strategy note from Wikipedia, “Pairs trade”: A pairs trade or pair trading is a market neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Pair trading was pioneered by Gerry Bamberger and later led by Nunzio Tartaglia's quantitative group at Morgan Stanley in the 1980s. This describes the method. It is not a measured return.

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About this desk

What you use it for: Type the name of a trading method and read the Wikipedia lead, plus any passage this server has already stored about it.
What the numbers are: The lead is the public summary of that page. Shelf lines are passages training stored, including strategy notes. Links below open desks that compute a DCA path, risk, volatility, or a live price.
What it leaves out: A description is not a promise of profit. This page does not invent a return, a backtest, or a price. It does not send an order.

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