The Traderszone Network

Published in TZ Latest News 4 September, 2017 by The TZ Newswire Staff

futures / underlying arb?

here’s the link – https://www.bitmex.com/app/trade/XBTU17.

On the chart is XBT futures (sept. 29) and a line of the XBT/USD cross.
The futures must converge with the cross at expiration, right? So wouldn’t it be a simple arbitrage to buy the lower one and sell the higher, then wait till expiration? (or close the trade when they cross earlier, of course.) you’d have to sit through some downside, but knowing you’d be profitable at the end.
Does this work?

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