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institutional arbitrage

Coverage of institutional arbitrage in the Nexus archive.

Earliest in view: Apr 29 · 18:42 UTCMost recent: Apr 29 · 18:42 UTC

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BUSINESSApr 29 · 18:42 UTCR/BITCOIN
The Math Behind CME Gaps: Why 77% of Bitcoin Weekend Gaps Fill (And How to Trade Them Systematically)
The article explains how CME Bitcoin Futures market closures over weekends create price gaps due to spot market volatility. Backtesting shows 77% of weekend gaps fill historically, driven by institutional arbitrage. Strategies include targeting gaps >3% and aligning with support/resistance levels.