crypt_arb So the idea behind this is basically that A) there are very many different exchanges for any given currency, making delta hedging quite easy B) For the smaller currencies there will be huge variances in liquidity C) Because crypto is treated as a sector, there will probably be very high correlations between some assets
ETHEREUM: There are several exchanges for ethereum. They are: Okex Bit-Z HitBTC Bitnance BitFinex Huobi Bithumb Coinbase Kraken Bitstamp CEX.IO Gemini Quoine Liquid bitFlyer BitMEX Poloniex BitSquare Bittrex QuadrigaCX Luno BitBay CoinOne CryptoFacilities
We want to search for pricing errors in these indices. They will likely occur in the exchanges which are least liquid. So now we need to get quotes from these various exchanges.