{ "item_title" : "ETF Arbitrage with Python", "item_author" : [" Alice Schwartz", "James Preston "], "item_description" : "Reactive PublishingExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. ETF Arbitrage with Python provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.This book explains the core mechanics behind ETF creation and redemption, basket pricing, market making, liquidity behavior, and arbitrage relationships. Rather than focusing on trading claims or simplified profit formulas, it approaches ETF arbitrage as a market-structure problem involving data, pricing logic, execution constraints, and portfolio relationships.Readers will learn how to examine ETF premiums and discounts, compare fund prices against underlying basket values, model liquidity conditions, and build Python workflows for research, analysis, and simulation. The book is designed for quantitative finance readers, analysts, developers, traders, and students who want a clearer technical understanding of ETF pricing systems.Inside, the book covers: Creation-redemption mechanics and ETF primary-market structureAuthorized participants and liquidity provider workflowsBasket pricing and net asset value relationshipsPremium and discount analysisETF liquidity modeling and spread behaviorMarket making concepts for ETF productsPython-based research workflows for ETF dataHedging logic across ETF shares and underlying basketsPractical modeling examples for pricing and arbitrage analysisETF Arbitrage with Python is a structured guide for readers who want to understand how ETF arbitrage works beneath the surface and how Python can be used to study ETF market behavior with greater precision.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/9/79/819/685/9798196854927_b.jpg", "price_data" : { "retail_price" : "31.99", "online_price" : "31.99", "our_price" : "31.99", "club_price" : "31.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

Overview

Customers Also Bought

Details