I have an access to a liquidity provider where I have a 0 USD commission and 0 USD swaps on major / minor trading pairs in forex.
I don't have access to any CFD's and exotics.
Positions could be held for any time long (1 millisecond is fine too), and can't be open during any major events on a currency.
All trades must be closed at Friday night (no weekend holding).
Spreads are 0.3-0.4 pip on EURUSD.
Let me know what arbitrage / fast trading algorithms you may offer at such circumstances.