JOURNAL ARTICLE

The Automated Arbitrage Strategy of Cross-Cryptocurrency Exchanges.

  • Published In: International Journal of Information Technology & Decision Making, 2025, v. 24, n. 5. P. 1521 1 of 3

  • Database: Business Source Ultimate 2 of 3

  • Authored By: Werapun, Warodom; Boonpeam, Naratorn; Sangiamkul, Esther; Suaboot, Jakapan 3 of 3

Abstract

The emergence of decentralized finance (DeFi) allows arbitrageurs to obtain risk-free income from price gaps of cryptocurrency tokens in many global markets. Several automated arbitrage techniques have been invented to profit from single or multiple platforms, including Centralized and Decentralized Exchange (CEX and DEX), triangular, and DEX-Fait. This paper proposes the arbitrage strategy of cross-cryptocurrency exchanges (ASCEX), a novel automated arbitrage strategy for CEX-DEX platforms, to maximize profit and loss (PNL) using a token route searching algorithm. Based on feature comparison, ASCEX outperforms the existing trading strategies available. Our actual trade experiment shows that ASCEX can generate up to 0.95% monthly risk-free profit compared to 0.34% trading on DEX alone. [ABSTRACT FROM AUTHOR]

Additional Information

  • Source:International Journal of Information Technology & Decision Making. 2025/07, Vol. 24, Issue 5, p1521
  • Document Type:Article
  • Subject Area:Business and Management
  • Publication Date:2025
  • ISSN:0219-6220
  • DOI:10.1142/S0219622025500130
  • Accession Number:186914290
  • Copyright Statement:Copyright of International Journal of Information Technology & Decision Making is the property of World Scientific Publishing Company and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

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