Weekend Arbitrage Skeleton (xyz:SP500)

$19.00

Detects the TradFi close window (Fri 21:00 to Sun 23:00 UTC), measures synthetic drift, and emits a risk-sized signal.

SKU: N06 Category:

Description

A bot skeleton that targets the spread widening and depth loss that hits HIP-3 synthetics during the TradFi close (Friday 21:00 -> Sunday 23:00 UTC).

What it does:
1. Detects the weekend window (TradFi market closed).
2. Measures the synthetic’s drift against Friday’s close, in bps.
3. Emits a long/short signal once drift clears the threshold, with expected accuracy.
4. Sizes the trade based on risk budget and order book depth.

Requirements: Python 3.9+. Zero dependencies.

Note: this tool only plans. It does not sign or send orders, and it is not financial advice.

Reviews

There are no reviews yet.

Be the first to review “Weekend Arbitrage Skeleton (xyz:SP500)”

Your email address will not be published. Required fields are marked *