What is a spread trading strategy?

WunderTrading

MAKE YOUR CRYPTO WORK

Differences in the cost of buying or selling cryptocurrency assets are considered an effective source of stable profits on exchanges. Such operations will often use such terms as "spread". Futures spread trading is often referred to as pairs trading or crypto pairs trading.

How to spread trade?

All orders to buy and sell cryptocurrencies are summarized in one table, called a "order book". It reflects orders that are pending execution, broken down separately into bid and ask prices. According to the law of supply and demand, the buyer always wants to buy cheaper, and the seller wants to sell at a higher price. Therefore, there is always a better bid price (the buyer's price) and a better offer price (the seller's price).

The spread is the difference in prices when buying and selling a particular asset. 

Let us consider this with the help of a concrete example. 

Suppose that you want to buy Bitcoin. During negotiations you may say that you are ready to pay $10000 for one coin. This is the “ask” price. However, the seller is certain that the Bitcoin is worth more and refuses to sell it for less, for example, for $12,000. This is the seller's "bid" price. The difference between the bid price ($10000) and the ask price ($12000) is $2000 - that is the spread. 

The value of the spread depends on the following factors.

  • Liquidity. The higher the liquidity, the lower the spread value. Some cryptocurrencies trade regularly and in high volumes, while others do not. The low liquidity increases the price range. 
  • The situation on the market. Political and economic events constantly affect the cryptocurrency exchanges. These can be company reports on their activities, including financial ones, important reports on the state of affairs in industry or world markets, political and economic collapses, and various force majeure events. Often before important news arrives, traders reduce trading volumes so as not to take risks. Reduced liquidity leads to spread widening.
  • Volume of orders. For example, the order to buy a huge amount of cryptocurrency cannot be sold at one price. Part of the order will be sold at one price and part at another. All these actions lead to an increase in the spread.

The spread can be fixed or variable.

  • The fixed spread is the gap between the buy and sell prices, which does not change in any way, regardless of how the market price changes. The fixed spread is often used when you want to simplify your trading.
  • The variable spread is the gap between the buy and sell prices, which changes depending on the current market price. The variable spread is used in cryptocurrency markets where market conditions change rapidly.

The spread is named narrow when the difference between the ask and bid prices is minimal. If the distance between them becomes larger, the spread widens. Correspondingly, the widespread is observed when the difference between the bid and ask prices is significant. There is no limit to this widening. It is regulated only by market makers when they consider it necessary.

What is a slippage? 

Cryptocurrencies are a highly volatile market. The spread here is often associated with slippage. 

Slippage is a situation where a trader's market order is not executed at the market price, but at a nearby price but more liquid value.

Here is an example. A trader has decided to sell 10 ETH for $1300 in one order. If the stock market does not provide this order at the price, the order can be fully or partially executed at close values. Suppose the exchange sold 3 ETH at $1300, 4 ETH at $1295, and 3 ETH at $1305 for the trader. The trader expected to get $13,000, but because of slippage, he received $12,995 (not including commissions).

Slippage does not always result in a loss. Sometimes the trader gets more than he expected. For example, if in our example 4 ETH are sold at $1301 instead of $1295, the total would be $13,019. This is a positive slippage.

Spread Types

In practice of trading on the financial markets, there are several types of spreads. Thus, apart from the bid-ask spread, professional traders and investors operate with others as well. 

Intermarket spread

It happens that the same cryptocurrency is traded on the different exchanges at the different prices. This situation is called the intermarket spread. It can arise for a variety of reasons - due to liquidity on a particular exchange, the presence of the market maker, and exchange transaction fees. 

The spread between exchanges allows traders to earn on arbitrage. That is to buy an asset where it is cheaper and sell it on another exchange where it is more expensive. In arbitrage, it is necessary to take into account the commissions and the speed of transaction. So, the price on the second exchange does not fall by the time of sale, and the commission does not take away all the income.

Intercommodity spread 

This is the difference between the prices of correlated or related assets on the same exchange. For example, there can be a relatively stable price difference between cryptocurrencies that are similar in characteristics or run on the same blockchain. It could also be the difference between two altcoins or two stablecoins. 

Intramarket spread (Calendar spread)

This is one type of intramarket spread that indicates the price difference between contracts for the same underlying asset but with different expiration dates.

The calendar spread is a futures or option strategy that includes simultaneously initiating long and short positions on the same underlying asset with separate delivery dates. Buying a longer-term contract and selling a short-term option with the same strike price is the classic calendar spread option.

Is it possible to decrease the spread?

The spread cannot be influenced directly, but it is possible to organize the trading process in order to reduce costs.

  1. Use the most liquid assets with the highest trade turnover. For them the difference between the ask and bid prices is minimal;
  2. Do not trade when the most important news is published, when the spread widening is most likely.

Futures spread trading strategies

A futures contract is a contract that guarantees the purchase of an asset at a certain time, in a certain volume and at a price agreed upon in advance. Such contracts can be traded and they guarantee execution of the transaction.

Futures contracts allow traders, investors and commodity producers to speculate on the future price of an asset. In other words, futures spread trading its deal in coins at the price, which is determined at the time the contract is made.

The exchange is responsible for compliance with the terms of the contract. When the date specified in the agreement comes, two events occur.

  1. The futures contract is removed from trading.
  2. The exchange automatically fulfills the agreements specified in the agreement.This process is called expiration.

One of the main advantages of trading cryptocurrency futures is the ability to protect yourself from adverse price changes and the sharp volatility of the cryptocurrency, whatever it may be - Bitcoin or Ethereum. The high volatility of digital assets gives traders the opportunity to buy them at low prices and then sell them at higher prices, and vice versa.

Let's see what is a spread strategy for minimizing cash losses when trading crypto futures. 

This strategy involves trading at least two different contracts in tandem. Below are three different types of spreads. Note that they all use the types of spreads we discussed above.

  • Calendar spread - contracts are concluded for two different periods. It works as follows. The trader makes the short contract with a few days or weeks expiry period and another long contract for a few months ahead.
  • Intercommodity spread. The trader enters into two opposite positions for different assets with the same contract in order to trade on the relationship between the two commodities. At the same time, they must be interconnected (i.e. if one coin is increasing in value, the other should not decrease or also increase in value and vice versa). 
  • Intermarket spread. The trader makes deals on two different exchanges for the same asset and wins on the difference in price. For example, Binance and Kraken.

Strategies with the spread as a financial instrument are more suitable for traders. They work in the short and medium term. In the long term, it is more problematic to make money on the price gap between two assets. And there is no point: investment strategies are based on somewhat different principles.

Spread betting on cryptocurrency

Spread betting is very popular with many traders. 

The principle of spread betting is in the possibility of placing own bet for each point of price change, and it excludes real asset acquisition. Essentially, spread betting is basically a bookmaker's nature, as it involves betting like on sports or other competitions. The difference is that the subject of the bet is the rate of financial instruments.

Financial spreading operates with the use of leverage and can potentially be a profitable method of investing, although it is associated with a certain degree of risk. Therefore, it is more suitable for investors who:

  • Have some experience in financial markets.
  • Want to diversify their investment portfolio.
  • Are more interested in short-term trading opportunities.

As in many other markets, you can bet on spread betting both up and down. Among the instruments available for trading, you can find almost any type of financial market asset - including cryptocurrencies. 

Conclusions on crypto pairs trading

In our article, we looked in detail at what is spread trading in crypto, what it depends on, and how it can be applied in digital trading. Of course, it can be used for any crypto, that is, if you are trading the very first and most well-known coin, you will need knowledge of what is Bitcoin spread trading. 

Spread is one of the key concepts in trading. It can vary depending on many factors, such as supply and demand, trading volume and liquidity levels. Depending on the trader's skills, the spread can lead to losses or profits. This is especially important for scalpers and intraday traders - market participants who create many trades with small target profits. Being inattentive to spread sizes will not allow you to make a stable profit.

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