During the last week of May, as per our Roadmap, we have launched in production mode two fully-automated structural arbitrage strategies. Currently, they are trading our own capital. These and a few other strategies will become available to our pre-sale participants in August and to all CRYPTTO platform users after its public launch this fall.

Our inter-exchange arbitrage strategy was designed to take advantage of differences in the price of a single asset pair on several exchanges. It is currently trading BTC/USD on GDAX and Bitfinex but will be scaled to all liquid instruments and major exchanges.

Our intra-exchange triangular arbitrage strategy is exploiting price discrepancies of three instruments on a single exchange. At the moment it is trading BTC/ETH/USD on GDAX, but will be scaled to all liquid instruments and major exchanges in the near future as well.

As a part of our stringent development process, our strategies are prototyped and extensively back-tested in our proprietary simulation engine using high-resolution recorded historical market data before being put into production mode.

Simulation results of both strategies are very encouraging, to say the least. See for yourself:

Inter-exchange arbitrage strategy simulation results: