If possible, it's almost not worth doing for the investment-return ratio, but has anyone tried algorothmically attempted to make an arbitrage profit using replicating portfolios in retial markets?
I'm in the process of building a simple web-scraper to continuously check option prices and log any potential arbitrage opportunities if they arise and I'm curious as to whether to expect to find any. Has anyone had any experience doing the same?
Submitted October 15, 2020 at 06:58AM by Pipthagoras
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