{"product_id":"etf-arbitrage-with-python-market-making-basket-pricing-creation-redemption-and-liquidity-modeling-9798196854927","title":"ETF Arbitrage with Python: Market Making, Basket Pricing, Creation-Redemption, and Liquidity Modeling","description":"\u003cp\u003e • Author(s): Alice Schwartz | James Preston\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Investments \u0026amp; Securities - Analysis \u0026amp; Trading Strategies\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eExchange-traded funds are built on a market structure that connects fund shares, underlying baskets, authorized participants, liquidity providers, and intraday pricing relationships. \u003cb\u003eETF Arbitrage with Python\u003c\/b\u003e provides a practical technical guide to understanding how these relationships work and how they can be modeled with Python.\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cp\u003eReaders 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.\u003c\/p\u003e\u003cp\u003eInside, the book covers: \u003c\/p\u003e\u003cp\u003eCreation-redemption mechanics and ETF primary-market structure\u003cbr\u003eAuthorized participants and liquidity provider workflows\u003cbr\u003eBasket pricing and net asset value relationships\u003cbr\u003ePremium and discount analysis\u003cbr\u003eETF liquidity modeling and spread behavior\u003cbr\u003eMarket making concepts for ETF products\u003cbr\u003ePython-based research workflows for ETF data\u003cbr\u003eHedging logic across ETF shares and underlying baskets\u003cbr\u003ePractical modeling examples for pricing and arbitrage analysis\u003c\/p\u003e\u003cp\u003e\u003cb\u003eETF Arbitrage with Python\u003c\/b\u003e 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.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47892621295767,"sku":"9798196854927","price":2679.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798196854927.webp?v=1781187807","url":"https:\/\/atlanticbooks.com\/products\/etf-arbitrage-with-python-market-making-basket-pricing-creation-redemption-and-liquidity-modeling-9798196854927","provider":"Atlantic Books","version":"1.0","type":"link"}