Triangular arbitrage.
By albert 2094 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.
Comments
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
The other difficulty is when to open positions (means to detect divergence) and when to take profits