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Triangular arbitrage.

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By albert 109 days ago Comments (2)

Hello all,

 

Here is a great work on triangular arbitrage. I think it could be interesting to test the expert.

Unfortunately the guy don't have so much free time to work on it, and he doesn't share the source.

https://www.forexfactory.com/showthread.php?t=676132

Comments

  • jaguar1637 100 days ago

    Hi

    It's just arbitrage based on 3 currencies. 

    I know a trader who has tested the same stuff w/ 6 major currencies.

    He told me , profits were not at the rendez-vous

    Generally there are positions let opened during days, that generates a very little profit. The DD is high

  • jaguar1637 99 days ago

    The other difficulty is when to open positions (means to detect divergence) and when to take profits