Have you ever wondered how to determine how to compute the triangular arbitrage formula using bid and ask quotes? Using four simple rules it is possible to compute triangular arbitrage relationships using bid and ask prices. Three example computations for three different symbols are presented with an intuitive description of how to interpret the results in terms of identifying inefficiency, including the triangular arbitrage “risk free” opportunity, as well as the opportunity to transact at a better price using the synthetic than the underlying, even when no real arbitrage opportunity exists.
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.
How to install ZeroMQ for C# in Visual Studio – a step by step guide for C# users wishing to install ZeroMQ in Visual Studio.
Is it possible to easily read and write a chunk of data to file to C# using the BinaryFormatter Serialize and DeSerialize methods? In VB6 you can perform quick binary file read and write with user defined types. Find out how to use the BinaryFormatter to quickly save and load data in any format in C#.
Calling R from VB6 and / or VBA is now very simple using a class interface written in VB6 to utilize 7Bit’s R interface. Included is a sample project showing how to use the interface to harness the power of R statistical computing language to your Visual Basic projects.