Cross Listing Arbitrage

objective

Capture cross-listing dislocations with robust parity, fx, and conversion-friction controls.

workflow

1. define listing pairs and conversion ratios across venues.
2. compute parity-adjusted prices using live fx and fee inputs.
3. estimate executable edge after transfer and settlement frictions.
4. stress dislocation persistence across timezone overlap regimes.
5. deploy only when parity edge exceeds operational costs.

required diagnostics

• parity gap distribution by listing pair and session overlap.
• fx adjustment error impact on trade signals.
• conversion-fee and custody-friction sensitivity.
• dislocation half-life and execution-delay decay.
• post-trade convergence attribution by component.