pronto.stream · prodott tal-fjużjoni
Crypto Cross-Rate Dislocation
COMPOSED · ID crypto_cross_rate_dislocation
Mudell Matematiku u Metodoloġija
No-arbitrage conditions across four relations, all reducing to the law of one price (Cassel 1918): cross-venue (one pair, two order books, priced at the touch), cross-fx (one asset in two currencies against an FX reference), cross-coin (two assets in one currency against the venue's own direct book) and cross-coin/fx (a four-leg circuit crossing both an asset and a currency boundary). Deviations are reported in basis points gross and net of execution, the net figure charging each fill at an assumed best-tier taker rate. Readings are screened before they are ranked: quotes that never moved across the window, venues the other venues contradict, books whose own quoted spread exceeds five percent, and legs too thin to fill are reported as findings rather than as opportunities. Level and score band the net edge, not the gross deviation. Execution plans assume balances already held on every venue named. The relations are published; the screening rules, the cost assumption and the bands are pronto's
Inputi tas-Sinjali tas-Sors
- crypto
- macro
Aċċess u Integrazzjoni
Computed in real time and available over the MCP tool get_fused_signal at /mcp, and enumerated in the fusion products guide.
Included from the Team plan. Compare access at /pricing or call get_plans over MCP. Readings depend on current source availability; source licences still apply.