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Arbitrage_Triangular_Calculator

于 2019-03-27 发布
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下载积分: 1 下载次数: 1

代码说明:

说明:  EURUSD/(GBPUSD*EURGBP)=1 买EURUSD 卖GBPUSD、EURGBP(The indicator calculates the deviation of the ratio of currency pairs. For example: for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1. But this relationship does not always happen. This provides possibility for arbitrage. The indicator detects such possibilities.)

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