Kreslik.com - traders community since 2006

- "Triangular Arbitrage in the Foreign Exchange Market", Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo, Tokiko Shimizu - to clarify things: by cycle i mean the derivative in which the underlying assets are the 3 fx pairs which compose a "perfect hedge". note that...

My story is this : on october 2006 i went to costa rica. during my traveling i thought of the same idea (FPI) as kreslik and developed some equations, when i came back i searched the net and i found only an academic article stating that this arbitrage exisits and usually last for a short periods (i ...