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ARBI BOT - High Frequency Triangular Arbitrage Trading
High Frequency Triangular Arbitrage Trading Robot
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https://spiral.imperial.ac.uk/entities/publication/b05f9e76-abef-4aa5-ab2d-594bcca484ca
The microscopic relationships between triangular arbitrage and cross-currency correlations in a...
Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales. The effect of these statistical relationships become...
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