From Futures & Forex to DEX Arbitrage: A More Stable Way I Didn’t Expect

I spent a few years trading Forex and later futures, and while the setups were fine, the constant volatility and emotional swings eventually burned me out. Even when the strategy was solid, the PnL still depended too much on market mood.

This year I moved into something completely diff- arbitrage across DEX platforms. I work with a team that tracks spreads between pools (mainly on Uni, Sushi, Balancer). The process is fully data driven:
• monitoring liquidity depth
• spotting short-lived price mismatches
• executing only when the gap exceeds our threshold

No directional bets, no leverage, no guessing candles. The stability surprised me. When decisions are based on clear parameters like slippage, spread width and execution latency, the results become much more predictable than in futures trading.

I’m curious if anyone here is doing DEX arbitrage or similar low-volatility strategies.
How does it compare to your previous trading background?