Triangular Arbitrage lot size calculation

Calculating triangular arbitrage lot size for a perfectly hedged triangular arbitrage ring is straightforward once you understand the simple math behind the prices. To get started you need three related pairs that form a ring or triangle, and simultaneous prices from those three pairs.

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Easy correlation and mean reversion strategy

Multi-currency mean reversion is one of the safest entry strategies available to forex traders. It has a simple definition, can be traded visually and it works very well, provided you are trading correlated currency pairs.

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Multi-currency mean reversion, also known as statistical arbitrage, is one of the safest entry strategies available to forex traders. It has a simple definition, can be traded visually by anyone and it works very well, provided you are trading correlated currency pairs. In this post, I’ll share how I use two simple indicators to find profitable mean reversion trades, at almost no risk and without going into the mathematics of it.

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