Glossary
Arbitrage (surebet)
Arbitrage, or a surebet, is when prices across books or the exchange let you cover every outcome for a guaranteed-in-theory margin.
An arbitrage exists when the combined prices on all outcomes imply less than 100% probability, so backing each at the right stake locks a margin regardless of the result. In practice they are rare, small and short-lived, prices move and accounts get restricted.
Detecting arbitrage needs wide, normalised coverage and the exchange lay side. Your scanner applies its own thresholds and staking, and the data surfaces opportunities, never guaranteed profit.
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