Docs/Bot Strategies/Arbitrage Detection and Portfolio Rebalancing

Arbitrage Detection and Portfolio Rebalancing

Production Track

Cross-venue opportunity and target-allocation maintenance strategies for multi-asset portfolios.

Objective

Support higher-complexity automation while preserving deterministic governance and execution safety.

Arbitrage Scanner

Scanner compares venue prices and estimated execution costs to identify actionable spreads.

Opportunity scoring includes latency, fees, and available depth constraints.

Rebalance Engine

Rebalancing strategies map current allocation against target weights and generate staged correction actions.

Threshold bands reduce churn by ignoring minor deviations.

Cross-venue Coordination

Execution plans account for venue connectivity, transfer constraints, and settlement timing.

Incomplete legs must be surfaced for reconciliation and potential unwind policies.

Production Checkpoints

  • Opportunity detection accounts for full transaction cost
  • Rebalance actions remain inside exposure policy
  • Cross-venue execution plans include failure contingencies
  • Residual unmatched legs are tracked and resolved

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