Quant Mashup - Reasonable Deviations
Graph algorithms and currency arbitrage, part 2 [Reasonable Deviations]
In the previous post (which should definitely be read first!) we explored how graphs can be used to represent a currency market, and how we might use shortest-path algorithms to discover arbitrage opportunities. Today, we will apply this to real-world data. It should be noted that we are not
- 4 years ago, 26 Jun 2019, 02:28pm -