Foreign Exchange Triangular Arbitrage Example using Live Data
In this video I demonstrate a common topic in international finance and foreign exchange trading called Triangular Arbitrage. Instead of static data, we make use of live data from ThomsonReuters. The resulting model provides an intuitive and exciting way to learn about foreign exchange market.
Nothing in this video should be considered investment advice. The purpose of this video is not to demonstrate a trading strategy.
Please note that there is a very big difference between an institutional trader working with a dealer network and a retail trader working through a broker. No FX broker will allow this type of arbitrage at a profit and will set their quotes (for their participants) such that it will not be profitable (even before commissions are taken into account).
Institutions can, and do, enact this type of arbitrage as they have direct access to FX dealer markets. Discussions of limit orders, slippage, etc. are not germane in this context.
On this page of the site you can watch the video online Foreign Exchange Triangular Arbitrage Example using Live Data with a duration of hours minute second in good quality, which was uploaded by the user Richard Holowczak 26 August 2013, share the link with friends and acquaintances, this video has already been watched 41,172 times on youtube and it was liked by 422 viewers. Enjoy your viewing!
