qts.dev @qts_dev

@cryppimagic just interface lag ((

I've been waiting for the $LAB to withdraw @kucoincom since this morning. I just finally withdrew 2/3, and I got +30% at the @Gate .

Is @kucoincom involved in this story with lab:native? The situation looks like $ESPORTS, when Kucoin was the biggest loser and the spreads were over 100%.

Hey lab:native traders and investors, how u ass?

Now it is more convenient and efficient to search for and trade arbitrage deals. In the new update, we’ve added new exchanges. More spreads, more inefficiencies, more opportunities: 🔻 @HTX_Global (formerly Huobi). A well‑known centralized exchange. 🔻 @Lighter_xyz . A popular futures DEX (similar to Aster and Hyper). 🔻 @variational_io . A growing futures DEX with an unusual orderbook and a wide range of tradable coins. 👉 Multiple spread medians We’ve expanded the spread median feature. Now in every signal the bot shows the spread median for 30 minutes, 1 hour, and 24 hours. This lets you quickly see what spread levels were during the day, whether the spread is new or has been holding for a while. 👉 Signal confirmation For those who want to receive real dislocations with already established and confirmed signals, instead of checking every signal the moment a spread appears, we’ve added a confirmation setting. You can choose how many data update iterations you want to pass before you trust the signal. Here’s how it works: the bot will send a signal only if, over 3 iterations of data updates, it stays within the parameters you set. You can change this number of iterations in the settings: the higher it is, the longer the bot will keep checking the signal. 👉 Besides that, we’ve rolled out many other improvements and backend updates which are less noticeable from the user side but make a tangible difference in day‑to‑day use. If you want to test it for free and learn how to understand crypto arbitrage, leave a comment and I’ll DM you.

There was a great arbitrage setup on $SPACEX just now. the market makers hyperliquid:native broke a bit and gave about 50% profit. The same thing happened on $BingX. We spotted this situation live during a session in the community.

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With the market being pretty dead lately, today's $ESPORTS chaos was a breath of fresh air, give over 50% profit. Technically just a regular rugpull, but what made it fun were the massive spreads on @kucoincom and @LBankCIS . The moment the calls started hitting the scanner, I could immediately tell the situation was unusual I went straight to checking the other exchanges. Saw nearly 100% spreads with @kucoincom . Shorted the @Aster_DEX futures right away. While I was transferring USDT to @kucoincom , the position get 40%. After that I started entering the spreads of around 15–20% between Aster and KuCoin, which held for over an hour. Didn't want to sit and wait forever, so I started moving the from KuCoin to Bitget where the spot price was actually even higher than my Aster futures hedge. A couple hours later everything converged. the entry window was wide enough to grab around 20% with pretty much low risk.

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$ESPORTS nice performance. Short, spreads KUCOIN - ASTER and BITGET. more than 50% profit I'll make a post later about what I saw and how I worked, subscribe so you don't miss it

How we trade $WHITEWHALE dump DEX by shorting futures on CEX. A signal came in showing that DEX had dropped further than spot, but since you can't short spot, we played it through a short on MEXC futures. The most important thing is to get in while the market no react. Essentially, we can see that DEX has already fallen while CEX prices are still far from those levels. At the 19:30 candle open, MEXC was trading at 0.4759, while DEX at that same moment was already at 0.4397. There were two ways to trade it. First - simply short the futures and wait for CEX to catch down to DEX price. Second - short the futures and simultaneously buy the token on DEX, then wait for the prices to converge.

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Yesterday there was an interesting situation on @Hyperliquid with the $TST token: there was a strange performance, but with weird restrictions. I couldn’t place orders from the website at all, but through the scalping terminal they were going through fine. It was possible to collect around 2–4% per trade. I was trading it without a hedge, although I initially found this setup in the arbitrage scanner.

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How do you know if a funding arbitrage trade is actually good? There's a simple rule the market tends to follow: if a price spread exists, funding will try to compensate for it and vice versa, if there's a funding spread, the price spread will tend to close it out. This means the ideal setup is when both spreads are working in your favor at the same time: the price difference is on your side and the funding is also positive while you're holding the position. These are the situations you should prioritize. If you're looking to capture a one-time payment, the best time to enter a funding trade is right before the settlement. If 5–10 minutes before the funding calculation prices on both exchanges are roughly equal, but the funding spread still shows a profit — that's an inefficiency the market hasn't had time to close. You can enter the position and close it right after the payout, capturing the funding with almost no market risk. A common mistake is entering a funding spread without checking the price spread first. If you skip that step, you risk wiping out all your profit on the price difference between the two tokens.

@Yuarih23 50\50 Volumes and interest have already fallen, maybe in some time again, but not quickly

$ARIA dump arb case. On April 9, $ARIA got aggressively flushed: a wave of liquidations pushed the price below the local floor, and the token later went on to break its all‑time high. About a week later the market gave another shot one more dump, with spreads between CEXs blowing out to 20%+. Once the move started, signals on $ARIA began coming in through our scanner. I went to check the ticker: prices across all exchanges, funding rates, liquidity. One of the queries revealed a large dislocation between BingX and Bitget. $ARIA was being absorbed much less aggressively on BingX compared to other venues, which is what created the spread. From there it was straightforward: I entered the spread between the two exchanges, accounting for volatility and orderbook depth. Within an hour the imbalance gets bought out, prices converge, I close the position locking in just over 20% on the spread in a single round.

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Third, there are clear, systematic ways to find these situations. Your job is not to predict the market. It's to learn to distinguish efficient spread pricing from inefficient spread pricing — and act when you see the difference.

3/ Second,in any given moment, markets can misprice instruments across venues for all kinds of reasons: technical glitches, fat-finger trades, exchange infrastructure failures, or simply imbalances in local supply and demand. These mispricings are not random noise — they are temporary dislocations with a predictable resolution.

1/ Trading statistical arbitrage and the inefficiencies it creates is fundamentally profitable. Here's why 🧵

Spread in stat arbitrage is the difference between the prices of the same asset on different exchanges. As a rule, spread is calculated by division: the price of one instrument is divided by the price of another. The resulting value is called the spread price. Example: $BTC on Binance = 104000 USDT $BTC on Bybit = 104520 USDT Spread calc: 104520/104000=1.005 This means that the price on Bybit is about 0.5% higher. If the spread is large enough, an arbitrage trader can buy the asset where it is cheaper and sell it where it is more expensive, while taking commissions and expenses into account. The screenshot shows an example of how traders see a spread chart. Agree, this is easier and clearer to trade than regular charts, where the only thing you can say for sure is that the price will move to the right.

@reisnertobias @FasanaraDigital A really serious hold is most likely a hedge. I think wallets that are active deserve more attention.