Introduction Hedge arbitrage is a method of trading when the program compares quotes between two or more brokers. In case there is a difference that should exceed a certain threshold value set by the trader in the hedge arbitrage quotes, the program buys the trading instrument, for which the price difference is fixed, from the broker with the lower price and sells it from the broker with the higher one. The algorithms for hedge arbitrage can vary further. In one case the hedge arbitrage program can close the hedged orders at both brokers when the prices align, in the other case the hedge arbitrage program can wait for the price […]
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