CEX-Lag Arbitrage Engine
Exploits pricing lag between Binance and 5-minute binary options. Maker-only, hold-to-resolution, regime-filtered.
- Python · asyncio · websockets
- live · profitable backtest
- confidence-gated 0.50–0.60
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Wenbo Zhao. Commerce at UofT. I build and ship real things end-to-end — a low-latency trading engine, a multi-agent ops platform, full products. Technical depth, business judgment, fast execution.
Maker-only arbitrage on the pricing lag between Binance spot and 5-minute binary options. Confidence-gated entries, hold to resolution, regime-filtered. Python · asyncio · websockets.
t+0+27.3 u cumulativet+56
rolling43 ms
14:02:11│regime filter pass — window armed, maker quote placed
14:02:14│fill @ 0.54 — holding to resolution
14:07:00│resolved ITM — position settled, ledger updated
Exploits pricing lag between Binance and 5-minute binary options. Maker-only, hold-to-resolution, regime-filtered.
open →
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I'm a builder based in Toronto and Vancouver. I bridge strategy and execution — but mostly I build. I get my hands dirty: writing the code, shipping the systems, standing up the infrastructure that makes a product actually work. I move fast, test relentlessly, and care about things that generate real results. Right now I'm focused on low-latency trading systems and shipping products end-to-end.
Bachelor of Commerce
Building business acumen alongside practical skills in marketing, strategy, and execution.
High School
Early exposure to technology and business.
wenbozhao console — type `help` to start
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