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Anyone spreading the currencies? I'm looking at trading the euro and swiss and the cross rate between them. I think the markets are too efficient for triangular arbitrage because of the automated trading going on. Also, if there are currency spreaders out there, what do you guys look at...

Has anyone developed a automated trading program in the FX market and/or the currency futures market? There seems to be a lot of that going on, since the prices of the euro and swiss all move simultaneously. Are there any traders out that spread between the euro and swiss futures...