If you plot them, you will see the spreads intersect now and then. However, all the same risks apply e.g. with orders not being processed enough.
Not entirely true. If you wait for the arbitrage opportunity to occur in the reverse direction, you can rebalance. But you take the risk of waiting days/weeks for a reverse dip opportunity. Source: I tried to make money…
If you plot them, you will see the spreads intersect now and then. However, all the same risks apply e.g. with orders not being processed enough.
Not entirely true. If you wait for the arbitrage opportunity to occur in the reverse direction, you can rebalance. But you take the risk of waiting days/weeks for a reverse dip opportunity. Source: I tried to make money…