Triangular arbitrage

Discussion in 'Forex' started by bigspeculate, Feb 14, 2017.

  1. quant1

    quant1

    In some sense yes, although at there size there were other issues related to market impact by other groups in that trade ect. Also, if they could hold down those positions (from a capital perspective) they would have been right eventually.
     
    #11     Feb 15, 2017
  2. Yeah, if only they had unlimited capital..
     
    #12     Feb 15, 2017
  3. There are so many arbs now, and willing to take .0000001 cent profit, that I'd suggest looking at an anti-arb trade for opportunity.

    When you make your first million, let me know.
     
    #13     Feb 15, 2017
  4. quant1

    quant1

    Keep in mind that all the work to trade (hence remove) these arbs does improve market quality. It's certainly a good thing that people are willing to take down such small margins
     
    #14     Feb 15, 2017
  5. oversea

    oversea

    Out of curiosity...

    Other than on CME (FX futures), where are they doing textbook triangular arb that quickly (necessitating tick to wire of single digit micros)?

    I mean...of course they're able to, but since the spot fx world is drastically slower than futures/equities, where are they able to really capitalize on the speed advantage?

    Even some of the venues which had been conducive for faster players (ebs), have been implementing mechanisms to level the playing field as it related to speed.
     
    #15     Feb 15, 2017
  6. I would not recommend using arbitrage. It might be very dangerous
     
    #16     Apr 19, 2017
  7. quant1

    quant1

    I'm not sure what you mean. How so?
     
    #17     Apr 19, 2017
  8. LOL it's very, very safe. You end up in a position where you're essentially flat.
     
    #18     Apr 19, 2017
  9. Sig

    Sig

    The forex folks have convinced themselves that being short and long an identical position is "arbitrage", probably what mr. ForexGrowth is thinking of.
     
    #19     Apr 19, 2017
  10. "Forex brokers hate this one weird trick!"
    If I didn't have a conscience I'd be selling snake oil in the retail forex sector.
     
    #20     Apr 19, 2017