Hypotheses
Zero-inspired AVAX cross-exchange executable-spread hedging
Derived by the Research Lead from Zero's FMZ post: buy the cheaper exchange and sell the richer exchange using synchronized executable depth, then defer rebalancing until the spread contracts. The post supplies a…
Hypothesis
Derived by the Research Lead from Zero's FMZ post: buy the cheaper exchange and sell the richer exchange using synchronized executable depth, then defer rebalancing until the spread contracts. The post supplies a mechanism, not a complete trading contract. This operationalization uses AVAX linear perpetuals on Hyperliquid and OKX instead of pre-funded spot inventories, permitting either hedge direction without borrowing spot coins or transferring inventory. Entry thresholds, exits and sizing are Research Lead choices, not Zero's published rules. Evaluate reconstructed order books and quote ticks; 1-HOUR bars provide bookkeeping and warm-up only. Submit two market orders in the same decision callback, without assuming atomic execution or guaranteed simultaneous fills. No exchange-hosted stops, independent opposing positions on one instrument or selectable same-bar policy are required. Source performance claims remain unverified.
Analysis
多平台对冲稳定套利 V2.7 的改进与优点
Backtest and paper results are hypothetical. Trading involves risk of loss.