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Howd

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tT
发表于 2013-4-22 08:43 | 只看该作者

triangle arbitrage quick question

challenge, positive, question
thought i had this down…
i am doing challenge problem 12 of ECON p.315 schweser:
EUR/USD: 0.7-0.701
USD/GBP: 1.7-1.701
EUR/GBP: 1.2-1.201
what is the profit on triangle arbitrage on 1 million USD? when i go one way around the triangle, i get the right answer (6372$), but when i go the other way, i get minus 9159$. is that right? should i go both ways and take the positive number as the answer?
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dontknow1987

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2#
发表于 2013-4-22 08:43 | 只看该作者
no one said that if you do the traingle the other way around it’s gonna be the same number.
in fact, both of your calculation are good.

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Micholien

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3#
发表于 2013-4-22 08:44 | 只看该作者
right, so what is the difference between the 2 numbers i am getting?

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Colum

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4#
发表于 2013-4-22 08:44 | 只看该作者
the difference has no meaning. only one way can make money in triangular arb. at the end you should have more than you started with.

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krause2

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5#
发表于 2013-4-22 08:46 | 只看该作者
yeah its just about making a profit…if one way makes cash, then thats the answer.

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PieMan

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6#
发表于 2013-4-22 08:46 | 只看该作者
yeah, that was a brain fart. gotta stop eating those beans. can’t afford it tomorrow!

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