Most retail traders miss arbitrage windows because they're checking prices manually across venues. Here's a quick framework we use at AlphaGigs before we ever charge a client:

1. Spread threshold first — don't chase anything under 0.3% after fees; slippage eats it alive.

2. Cross-check liquidity depth, not just top-of-book price. A juicy spread with thin depth is a trap.

3. Time the settlement lag — for crypto CEX/DEX arb, bridge/withdrawal delays can flip a "profitable" spread negative.

4. Log every scan — even the misses. Patterns in false positives are half the edge.

If you want this done for you on a specific ticker, pair, or exchange set — that's literally what we built the Research Desk for. Drop a request in the queue and we'll turn around a scan fast.