BlockchainCrypto

Why a Crypto-Arbitrage Spread Is Not Net Profit

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Based on a feed excerpt; full article content has not been acquired. Source evidence retrieved 30/10/2026, 13:27:25 UTC.

Briefings

A single matched transaction involving one Ethereum (ETH) demonstrates how trading fees significantly reduce quoted price gaps, making arbitrage unprofitable. The analysis shows that pre-funding moves shift risk to rebalancing rather than eliminating it, resulting in a net loss for the trader. This finding is based on a specific one-ETH example provided in the source evidence.

Key points

• A matched one-ETH transaction shows fees shrink a quoted price gap, making arbitrage unprofitable.
• Pre-funding moves transfer rebalancing risk rather than removing it, resulting in a net loss.

Context

The article analyzes a specific matched transaction example to explain why crypto arbitrage spreads are not net profit. It highlights the mechanics of fee reduction and risk transfer during rebalancing.

Limitations

Evidence is limited to a single one-ETH matched transaction example. The analysis does not provide broader market data, historical performance metrics, or long-term profitability trends.

Generated by Bittrees-hosted qwen35-2b sha256:aaf42c8b7c3c on 31/10/2026, 00:52:20 UTC. Based on publisher-provided feed evidence; may not cover the full original article. Check the source for details.

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