Massive arbitrage discrepancies between crypto, stocks and ETFs. And spot vs derivatives.

Massive arbitrage discrepancies between crypto, stocks and ETFs. And spot vs derivatives.
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Hypothesis H10030

Crypto, stock (share) and ETF prices should theoretically be linked. Same traders trade these.

Strangely, there are massive discrepancies between these instruments. This creates arbitrage threats for uneducated traders - but those can quite easily be tackled, and turned into ones advantage

Trading hypothesis

What traders get wrong

False assumption:

Crypto assets, crypto Exchange Traded Funds (ETFs), and proxy stocks (that closely mirror crypto assets) - and their spot prices vs derivative prices - are priced correctly and there are no arbitrage opportunities.

Truth:

xxx

Problem for trader:

xxx

Key takeaways

What you should consider as a trader

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Data you need

"Better to be approximately right than precisely wrong"

xxx

Data points

xxx

Comparison of data sources

Where to get crucial data feeds

Bloomberg

Data available: ✗ No

Binance, OKX, Coinbase, Bybit, KuCoin, etc

Data available: ✗ No

Madjik

Data available: ✔ Yes

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Science behind hypothesis

Research supports this hypothesis

xxx (link to whitepaper)