Cross-Exchange Arbitrage
Spot-vs-spot, perp-basis and funding-rate arbitrage across the venues ACTIMIS trades on. Hedged exposures by default, fully automated.
We run spot, perp-basis and funding-rate arbitrage across the exchanges we trade on. Strategies are automated end-to-end: signal, execution, hedging, settlement. We operate with hedged exposures by default — directional risk is taken only when explicitly priced.
Strategy buckets
- Spot-vs-spot — price dislocations of the same asset across venues, captured net of fees and transfer cost
- Perp-basis — perpetual futures vs spot on the same exchange and across exchanges
- Funding-rate capture — holding perp positions with hedged underlying to capture positive funding
- Triangular — three-leg arbitrage where stable/major-pair triangles open meaningfully
How a trade flows
Signal
Real-time order-book and funding-rate ingestion across all venues we cover. Opportunities filtered by edge net of all costs (fee tier, expected slippage, transfer time).
Execution & hedge
Legs go in close to simultaneously. Hedge leg is treated as required, not optional — if it can't go in, the trade doesn't happen.
Rebalance & settle
Inventory rebalances between venue wallets are scheduled by the system, not run manually. Treasury operations handle USD/USDC legs when needed.
What we hedge against
- Single-leg fills — if one side fills and the other doesn't, the position is closed at market within a defined window
- Venue freezes — withdrawal pauses are part of the cost model; we don't size strategies that assume always-on transfers
- Funding flips — open perp positions track funding direction; positions are sized to take a funding flip without forcing a stop-out
Working with us
If you run a venue with order-book or fee structures that haven't been arbitraged yet, or want to discuss listing-day liquidity coordination, get in touch.
Want to discuss this in detail?
Send a short note. We'll come back from Singapore business hours, usually within one business day.