Triangular arbitrage is nothing more than determining whether an arbitrage opportunity exists amongst three currencies with three exchange rates; the complicating factor is that the exchange rates each have a bid rate and an ask rate. (Note: the arbitrage could, in fact, involve more than three currencies. As the principles are the same, only three […]
This article is for members only. You can become a member now by purchasing a
This will give you access to this and all other articles at that membership level.