Triangular arbitrage takes advantage of market dislocations when instruments trade at
premium or discount to implied FX cross. See the example below:
All trades must be executed simultaneously (in milliseconds, so that the entire triangle is traded in a fraction of a second). Sufficiently available market depth on each leg is dynamically monitored to mitigate the risk of being legged out. Furthermore, all transaction costs including slippage, exchange fees and mining costs are also considered before initiating the triangular arbitrage trade.
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