makerli/Arbitrage-strategies-in-markets-of-Esport-skins

Inspired by the major price spread between Esport skin markets and the methodology of quantitative trading, in this paper, we propose a set of creative arbitrage strategies in the secondary market of Esport skins. In the beginning, we obtained a mass of data from the web spider deployed in cloud servers. Qualitative and quantitative analyses were then carried out based on these data. These analyses results guided us the way to a mathematical model describing the whole market environment. In the end, the performance of strategies was evaluated with the historical price data. To our delight, the annual yield is very promising yet risk beyond the anticipation of mathematical model cannot be ignored.

MATLAB