Triangular Arbitrage. Profit Conditions and a Trading Algorithm
Autor
fernando bender
Letzte Aktualisierung
vor 5 Jahren
Lizenz
Creative Commons CC BY 4.0
Abstrakt
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.