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This repository contains an implement of a famous Quantitative Trading strategy known as "Statistical Arbitrage". For a detailed overview, please refer to the README file, for understanding the algorithm in depth, visit my website below.
A real-time application that listens to Binance Spot and USDT-M Futures WebSocket streams, calculates the spot–futures spread, and applies a funding-rate filter to determine whether a spot–futures arbitrage opportunity is worth entering