Michael Lewis's 2014 book Flash Boys brought wider attention to how some high-frequency traders were making millions through latency arbitrage, profiting from microsecond advantages in trading speed.

The algorithm employs a general statistical arbitrage strategy based on the tendency of overvalued stocks to go back down and the undervalued ones to go up. In the 1970s, 1980s and early 1990s ...

Today, using low latency data, we identify large amounts of the value in the S&P 500 index trading in one microsecond ... We show how arbitrage works, in theory, in the diagram below: The futures ...

volatility arbitrage, technical analysis, and/or global macro trading. Market analysts understand that large financial institutions purposely obfuscate details on proprietary vs. non-proprietary ...

In today's fast-paced financial markets, arbitrage trading presents both intriguing opportunities and complex challenges ...

Modern arbitrage trading is experiencing a significant transformation, driven largely by technological advancements. From TrinWealth's research, it is evident that technology is at the forefront ...

DUBAI, UNITED ARAB EMIRATES, May 8, 2025 /EINPresswire / -- DB Investing highlights a growing trend in the forex trading industry involving the misuse of losable forex bonuses through arbitrage ...