Log in

Triangular arbitrage.

  • Public
By albert 2569 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.



  • jaguar1637 2560 days ago


    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 2560 days ago

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