Cross-exchange
arbitrage

Your chance to catch market inefficiencies wherever they appear.

Arbitrage in numbers

  • 0%Dependence on the market trend
  • 100%Risk hedging
  • 24 hoursAverage position holding time
  • 24/5Personal support manager and risk manager

How cross-exchange arbitrage works

Markets are not perfect. Liquidity, time zones, local supply and demand, the speed at which data updates — all of it creates brief price gaps between venues. Those gaps are exactly what arbitrage margin comes from.

Exchange 1 → Exchange 2 · Δ 20 ₽
Exchange 1−80 ₽buy on the cheaper venue
trade margin+20 ₽+20 ₽ two venues in one trade+3 ₽ the same trade on a single venue
Exchange 2+100 ₽sell on the pricier one
Step 1

You spot a price gap

Using your own tools, research or market data you notice that the same asset trades at different prices on two venues.

Step 2

You check the net margin

You account for exchange fees, spreads and conversion costs. If the gap covers every cost, the trade makes sense.

Step 3

You get access at ADF Capital

You trade on company funds: a single account, venues and reporting in your dashboard.

Step 4

You execute two opposite trades

You buy the asset on the cheaper venue and sell it on the more expensive one at the same time.

Step 5

You lock in the result

The price difference net of fees is your financial result. Everything is shown in a transparent report in your dashboard.

Why arbitrage

1

A delta-neutral strategy

No need to guess whether an asset will rise or fall. You earn on the price difference, not on the move.

Market directiondoes not matter
2

Every position is hedged

You are the buyer and the seller of the same asset at once. Market risk is kept to a minimum compared with traditional speculation.

Market riskminimal
3

Opportunities every day

The more venues and instruments you can reach, the more often gaps appear — dozens of situations every day.

Situations a daydozens
4

Built to scale

The strategy is not tied to one instrument: currency pairs, commodities, equities, bonds, futures. You diversify the trades themselves, not just the portfolio.

Asset classesFX · commodities · equities · bonds · futures
5

Fewer emotions

You do not hold a position for weeks, wait for a trend reversal or argue with the market. A short trade cycle means less psychological pressure.

Trade cycleshort

Results over the long run

The difference between approaches is not the size of a single trade, but what happens to the result curve over months.

  • Cross-exchange arbitrage+23.2 %
  • Swing trading+18.5 %
  • Single-venue arbitrage+11.0 %
  • Scalping−11.0 %
The diagram illustrates the shape of the curves, not specific returns: results depend on strategy, volume and market conditions and are not guaranteed.

How to start

  1. 1

    Step 1

    Create and verify an account with ADF Capital.

  2. 2

    Step 2

    Get access to your account and trading terminal in the dashboard.

  3. 3

    Step 3

    Spot the gaps and execute opposite trades — the result shows up in your dashboard report.

Get access

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