[jnordwick]

How is this being calculated? In didn't see anything.

- You want to look at the order book, not just the last trade to compare the bid on one against the offer on another venue. The bid-offer spread can be very wide on some of these.

- Fees should be included.

- You still aren't pricing in counterparty risk, the biggest risk in crypto trading.

- I don't see CME and CBOT. The most reliably venues (you can replicate the spot with a multileg trade).

[gruez]

>- I don't see CME and CBOT. The most reliably venues (you can replicate the spot with a multileg trade).

since those are futures, arbitraging them brings a bunch of other problems. mainly, keeping your (futures) account with enough cash to prevent liquidation (if there are drastic price swings). this is easier said than done because a short position requires 100% margin (afaik).

[zeusk]

Not exactly if you do a spread or calendar trade.

[jnordwick]

Maintenance margin is 40%, I believe.

[gruez]

except for short on cme, which requires 100%. http://www.cmegroup.com/education/cme-bitcoin-futures-freque...

[jnordwick]

I think you are reading that wrong. Initial margin is 100% to 110% of maintenance margin (44%) depending on how they classify you (almost everybody here is a speculator not hedger).

Current maintenance margin is about $34k on a single contract (5 BTC).

[zeusk]

Isn't it CBOE?

[jnordwick]

Oops. Yes.