Recent content by obzug

I think the jist of discussions in this thread is that indeed as you identify, true arbitrage opportunities are rare and ad hoc, i.e. hard to build a consistent income around. You raise some interesting points on quasi-arbitrage, particularly in relation to buying physical commodities and...

Something I haven’t been able to figure out - I regularly use the IB midpoint order to trade thinly traded options, i.e. with wide spreads. Contrary to my expectation, I usually get filled within the spread quite quickly. For example, the spread showing at IB (NBBO?) will be USD 0.70/1.00, I‘ll...