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by yqsk 1433 days ago
Inspired by Matt Levine's awesome reporting on the Elon/Twitter purchase fiasco. Just a little app to model the arbitrage (gamble) opportunity.
3 comments

> Just a little app to model the arbitrage (gamble) opportunity.

This isn't arbitrage at all. That is taking advantage of a price difference of an asset between two markets by buying and reselling it (nearly) simultaneously. If you are holding the asset longer than strictly necessary it isn't (only) arbitrage.

Your intended action is just timing the market: buying stocks based on the belief they will soon rise in price.

This is a classic merger arbitrage spread.

[0] https://en.wikipedia.org/wiki/Risk_arbitrage

How do you short "Elon Musk" stock? You can only short companies the acquirer owns, not the acquirer himself, so this does not count as "merger arbitrage" under the definition you linked.
This is a cash merger. You buy TWTR stock.
the world of arbitrage calls this arbitrage. there are other, more pure, arbitrages - but this is very mainstream one. you are buying the stock at the market price, while you think it will be worth the offer price - there's a risk that it blows up. risk arbitrage. (not to be confused with garbitrage)
It doesn’t need to be simultaneous, just be very low risk. Usually simultaneous execution is a factor in having low risk though, but some deals take longer.

An example is Bill Gates buying DOS from SCP. The deal making wasn’t instant but he still bought it for a certain profit as he had the contract with IBM.

Arbitrage is practically just a cooler way of saying making clever money the nerdier the trader is.
Frankly, I’m disappointed I can’t pick prices that end in $X4.20!
$42.69/share is just sitting there, patiently waiting.
Or $X.69! OP, do you even Matt bro?
Lol
Do you have a link to the ML reporting?