Arbitrage Detection and Portfolio Rebalancing

Scanner compares venue prices and estimated execution costs to identify actionable spreads.

Opportunity scoring includes latency, fees, and available depth constraints.

Rebalancing strategies map current allocation against target weights and generate staged correction actions.

Threshold bands reduce churn by ignoring minor deviations.

Execution plans account for venue connectivity, transfer constraints, and settlement timing.

Incomplete legs must be surfaced for reconciliation and potential unwind policies.