Kinds of arbitrage

 

Hello,

An arbitrage that I know is the triangle. Ex: price EurUsd x price UsdChf = price EurChf

Samebody know another kind of arbitrage ?

Regards,

 

Yes

NYSE QQQQ 100/101

LIFFE QQQQ 102/103

Buy QQQQ @ 101 @ NYSE & Sell @ 102 @ LIFFE

 
nagib_forex:

Hello,

An arbitrage that I know is the triangle. Ex: price EurUsd x price UsdChf = price EurChf

Samebody know another kind of arbitrage ?

Regards,


just curious - do you have code to take advantage of the eurusd vs usdchf vs eurchf relationship? or can you describe it so that i can code it?

sn

 

Somebody have more suggestions ?
Reason: