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Cross-venue arbitrage on a binary event

Two prediction venues each trade a contract on the same yes/no event (say, "will the central bank cut rates this month"). Each contract pays \1ifitssideiscorrectandif its side is correct and$0otherwise.RightnowVenue1sellsYEScontractsforotherwise. Right now Venue 1 sells YES contracts for$0.47andVenue2sellsNOcontractsforand Venue 2 sells NO contracts for$0.48$.

Can you lock in a profit? How many of each do you buy, and what is the return?

Show a hint

Buying one YES and one NO guarantees exactly \1$ back. Compare that to what the pair costs.

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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