标题: Triangular arbitrage [打印本页]

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作者: Kapie    时间: 2011-7-11 19:23     标题: Triangular arbitrage

USD:CAD = 1.2138-1.2259

USD:REAL = 2.3844-2.4082

Dealer's quote (Bid only): REAL:CAD = 0.5250

Initial investment = USD $1,000,000

What is the triangular arbitrage progit?

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作者: chaojimali    时间: 2011-7-11 19:23

yeh i also forgot to say
by "gay" way
i ment that there are easier ways to go about this

while this is slightly longer logic, it requires less understanding and allows you to move on to study other things

so i suggest you use it untill you find an easier way to think about it, i know of a couple other ones but they tend to be harder to explain

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