Triangular Arbitrage Calculator
Triangular Arbitrage: a planned Super Calculator tool. Covers three exchange rates with bid and ask and starting amount (currency). Stub page. Not published.
Triangular Arbitrage Calculator is a planned calculator in the finance section of Super Calculator, covering forex.
What this calculator will compute
Inputs: three exchange rates with bid and ask, starting amount (currency) and cost per leg (%).
Outputs: final amount (currency), arbitrage profit or loss (currency), profit before costs (%) and viability flag.
Formula, recorded as scope and not yet verified against a primary source: Multiplies the three legs of a currency triangle and compares the product against one, netting transaction costs and the bid ask spread on each leg. The spread on three legs almost always exceeds the observed discrepancy for retail participants.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.