Have you ever wondered how to correctly size positions between the underlying pair and its synthetics to eliminate or hedge directional risk? This article describes how to calculate triangular arbitrage lot size to fully hedge all exposure when initiating a triangular arbitrage trade. The arbitrage trade is at the heart of all good strategies that take advantage of inefficiency. In the forex market this means triangular arbitrage, so understanding how to correctly size positions to eliminate or minimize individual currency risk is very important.
From VB6 to Visual C# 2010 .NET 4.0. Includes code for interfacing Visual Basic 6 to the R project, MT4 to the R project, C# to the R project, and information regarding forex trading.
Wednesday, January 23, 2013
Tuesday, January 1, 2013
Trading Search Engine
Get better search results for your trading search queries by using the:
Trading Search Engine
Perfect for stock, forex, bond, foreign exchange, and commodity traders and trading.
Make sure to bookmark the link for future access!
Trading Search Engine
Perfect for stock, forex, bond, foreign exchange, and commodity traders and trading.
Make sure to bookmark the link for future access!
Subscribe to:
Posts (Atom)