OPEN-SOURCE SCRIPT

FTX BTC Quarterly Move Arbitrage

6 410
This script is for arbitraging BTC's volatility on FTX.

We use 3 factors to detect the best timing for arbitraging:

1. BTC Quarterly Move current price
2. BTC Quarterly Move strike price
3. BTC current price

When green background appears, long BTC and short BTC move.
When red background appears, short BTC and short BTC move.

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