Triangular Arbitrage. Profit Conditions and a Trading Algorithm
Forfatter
fernando bender
Sidst opdateret
5 år siden
Licens
Creative Commons CC BY 4.0
Resumé
an overview on the triangular arbitrage, followed by an example presents the operation and its practical nuances, including order issued. its most relevant aspects are depicted in pseudo code. we move one to obtain the profit conditions, for the given example. conditions are generalized, a framework for comparing multiple opportunities is presented, and a trading algorithm is proposed based on the obtained conditions.