What's inside the report for week 29
Cross-exchange arbitrage across 21 exchanges and 580 pairs, measured over one week.
In depth arbitrage opportunity use case from SAND/USDT
How often price inefficiencies occur, how wide they run, and how long they stay open.
How much executable depth sits behind them — the difference between a real opportunity and noise.
A full methodology: tick-level data, sub-500 ms synchronization, and order-book depth on every event.