Forex is the most liquid of the financial markets. Therefore it is deemed totally deprived from simple arbitrage opportunities.
However, it turns out that one can find - although rarely - perfect arbitrage opportunities even on the most liquid currency crosses. For example, I've analyzed intraday data (with 10 mins. frequency) for EUJPY, USDJPY and EURUSD for the period of March 2nd, 2009 - August 20th, 2010. (...) In that period I've found 25 instances (out of 54,703 quotations, or 0,0457%) when arbitrage opportunity appeared. Some of them were substantial - the largest giving 1,31% risk free return! Read more: http://mjaniec.blogspot.com/2010/08/simple-perfect-arbitrage-opportunities.html Regards, Maciej Janiec -- You received this message because you are subscribed to the Google Groups ""GLOBAL SPECULATORS"" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/globalspeculators?hl=en.
