cross-listing-arbitrage
CommunityCapture cross-listing dislocations.
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the challenge of identifying and capitalizing on price discrepancies for the same asset listed on different exchanges, accounting for currency exchange rates and time zone differences.
Core Features & Use Cases
- Parity Adjustment: Calculates fair prices across markets by incorporating live FX rates and conversion costs.
- Dislocation Monitoring: Identifies and analyzes temporary price differences (dislocations) between dual-listed securities.
- Risk Management: Implements safeguards such as minimum profit thresholds and suspension rules during volatile FX periods.
- Use Case: Monitor dual-listed ADRs and GDrs to execute trades that profit from temporary mispricings, ensuring all transaction costs and FX fluctuations are accounted for.
Quick Start
Run the cross listing arbitrage diagnostics script with the input file input.csv and save the output to diagnostics.json.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: cross-listing-arbitrage Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#cross-listing-arbitrage Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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