Profit Cloud knowledge base
Why Arbitrageur Trades Only as a Taker
Why Arbitrageur executes bundles as a taker: leg imbalance, minimum order size and step on two exchanges, and partial fills of maker orders.
#arbitrage#terminal
Trade Polarity: Convergence and Divergence
Convergence and divergence in arbitrage: how polarity decides where to open the long and short, worked examples, and why a big spread is not yet a profit.
#arbitrage#spread#funding
What Is Cross-Exchange Crypto Arbitrage
Where price differences between exchanges come from, how bundles work on spot and futures, and why a price gap is not yet a profit. No return promises.
#arbitrage#spread#funding
Funding: Why Exchanges Need It and How to Earn From It
What perpetual futures funding is, why exchanges need it, how a payment is calculated, and what a bundle's result on a rate gap is made of — with examples.
#arbitrage#funding
Gross and Net Spread: How to Assess the Potential of an Arbitrage Trade
How to calculate the spread from last prices and order books, why a lot's weighted average price matters, and how to get the net spread after fees.
#arbitrage#spread
Price Formation Basics: Takers and Makers
How an order book works, how makers differ from takers, what liquidity is, and why one trade moves the price while another does not.
#market_basics
Trading Order Types and How They Work
How a market order differs from a limit order, and how stop loss, take profit, trailing stop, OCO, TWAP, iceberg, Post Only, Reduce Only and IOC work.
#market_basics