Introducing the XPO Arbitrage 50 (XA50)

  • Global arbitrage. Market neutral. Opportunity rich.

We’re excited to announce the upcoming launch of our latest innovation in smart investing—XPO Arbitrage 50 (XA50). This new global index is built to capture market-neutral returns by leveraging arbitrage opportunities across major equity, ETF, and futures markets worldwide.

With exposure to top-tier instruments from the US, Europe, and Asia-Pacific, XA50 dynamically balances positions to ensure low risk and high stability, making it ideal for institutions and high-net-worth individuals.

XA50 is driven by strategies such as cash-futures arbitrage, ETF-index spread trading, and cross-listing mismatches, all optimized through real-time global data analysis.

Stay tuned as we prepare to launch the index in this week. Be among the first to access these institutional-grade strategies in a transparent and structured format.

Key Features of XA50

  • Market-Neutral Strategy Designed to minimize directional risk by using hedged arbitrage positions.
  • Global Exposure Access opportunities across the US, EU, and APAC markets through top 50 instruments.
  • Dynamic Arbitrage Engine Automatically tracks price inefficiencies using real-time data and AI filters.
  • Low Volatility Focused on stable returns through delta-neutral positioning.
  • Efficient Capital Use Optimizes idle funds via ultra-short-term debt instruments.

Why XA50 is Better

  • Smarter Arbitrage Most funds rely on local market spreads—XA50 taps into global inefficiencies.
  • Real Diversification Combines equity, ETF, and futures arbitrage into one coherent strategy.
  • Proactive Rebalancing Monthly rotation based on liquidity, spread potential, and risk-adjusted returns.
  • Institutional Grade Built for HNIs, family offices, and funds seeking alpha with capital protection.

Index Components

  • Spot Equities Apple, Microsoft, LVMH, Sony, HSBC
  • Index ETFs SPY (S&P 500), QQQ (Nasdaq), IWDA (Global), Xetra Gold
  • Index Futures S&P 500, DAX, Nikkei 225, Euro Stoxx 50
  • Dual-listed Stocks Alibaba (US/HK), Shell (UK/NL)
  • Short-term Bonds US Treasury Bills, Euro Commercial Papers

Strategy Overview

  • Cash-Futures Arbitrage Buy spot, sell future to lock spreads.
  • ETF vs Index Arbitrage Capture pricing mismatches between ETF NAV and index futures.
  • Cross-Market Arbitrage Exploit differences between dual-listed stocks in different time zones.
  • Dynamic Allocation Capital reallocated monthly based on opportunity sizing and volatility metrics.

XPO Arbitrage 50 (XA50) – Index Blueprint

Concept Summary

XPO Arbitrage 50 (XA50) tracks the top 50 global arbitrage opportunities across equities, ETFs, index futures, and dual-listed securities, using a delta-neutral and market-neutral approach. Its objective is to deliver consistent, low-volatility returns by capturing temporary pricing inefficiencies in global markets.

Index Components: Breakdown by Category

# Instrument Type Example Exchange / Platform Arbitrage Strategy
1 US Blue-Chip Stock Apple (AAPL) Nasdaq Cash-Future Arbitrage (vs CME Micro Futures
or CFD)
2 US Index ETF SPY (S&P 500 ETF) NYSE ETF vs Futures Arbitrage
3 US Index Future S&P 500 Mini / Micro CME Hedge vs ETF or Spot
4 Dual-Listed Stock Alibaba (BABA / 9988.HK) NYSE / HKEX Cross-Listing Arbitrage
5 European Equity LVMH, SAP, TotalEnergies Euronext, Deutsche Börse Equity-Future Arbitrage
6 European Index Futures DAX, Euro Stoxx 50 Eurex Arbitrage vs ETF or Basket
7 UK ETF iShares MSCI World (IWDA) LSE ETF vs Basket Arbitrage
8 Japan Equity Toyota, Sony TSE Cash-Future Arbitrage
9 Japan Index Futures Nikkei 225 Futures OSE ETF/Nikkei Arbitrage
10 Hong Kong Equity Tencent, HSBC HKEX Dual-listing Arbitrage
11 Crypto ETF (optional) IBIT (Bitcoin ETF) Nasdaq ETF vs Spot Arbitrage (optional)
12 Short-Term Bonds US 3M T-Bill, EUR CP Gov Markets Idle Cash Deployment

Regional Distribution

Region Allocation Notes
North America ~40% High liquidity in equities & futures
Europe ~25% Strong ETF & futures ecosystem
Asia-Pacific ~25% Dual-listed opportunities (HK, Japan)
Global (ETFs / EM Basket) ~10% Global ETFs for thematic arbitrage

Arbitrage Strategies Tracked in XA50

Strategy Type Description
Cash-Futures Arbitrage Long stock, short futures (or vice versa), hold till convergence
ETF vs Index Futures Arbitrage between ETF NAV and index futures price
Cross-Listing Arbitrage Exploit pricing differences between dual-listed stocks (e.g., NYSE-HKEX)
Synthetic Arbitrage Derive exposure using options/CFDs if direct future not available
Market-Neutral Hedging Use offsetting positions to remain delta-neutral and reduce risk
Yield Parking Unutilized capital parked in ultra-short-term bonds or repo instruments

Rebalancing Logic

Monthly Rotation based on:
  • Liquidity (Top 100 liquid stocks/futures screened)
  • Arbitrage Spread Size
  • Risk Metrics (Sharpe, Volatility)
  • Spread Convergence Time

 

Dynamic Weighting based on:
  • Expected Spread ROI
  • Historical Realization Rate
  • Risk-adjusted return

Certified by Binance

XA50 is proud to be recognized under the Binance Institutional Partnership Program, reinforcing our commitment to secure, compliant, and performance-driven arbitrage execution across global markets