Are there arbitrage opportunities between physical metals and tokenized versions?

[chainsniff]

Yes. Price discrepancies arise from:

Exchange spreads and fees

Vaulting and custody premiums

Cross-chain bridge delays
Advanced traders can exploit these gaps using algorithmic arbitrage between spot, futures, and tokenized markets.

[Rimon Khan]

Yes, price gaps often arise from liquidity differences and transaction delays.

[Abdul Khan]

Smart traders exploit arbitrage by tracking real-time premiums across tokenized and physical markets.