Forex Arbitrage

Stoxtrader · Jul 16, 2010

Interesting, forex arbitrage using Haskell. Conclusion: Any possible opportunities have been arbed away instantly, so this method does not appear to work.

http://www.fatvat.co.uk/2010/07/foreign-exchange-arbitrage.html

EquityGuy4321 · Jul 17, 2010

This is called triangular arbitrage, and these days if the arb strays by more than a pip it gets quickly brought into line.