Harel Jacobson - Trading FX Volatility (S5E10)
Flirting with Models
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The Text Book Triangular Arbitrage on Equity Trading
When you think about the relative performance between two kinds of opers, you really need to have a third con which is a common cinsty. Every correlation has three voles and three subsetal correlations. Not every single currency in g ten effect out of those forty five is tradable in the market. But assuming that there is a liquid market tall those currencypers we basically have 360 coalition triangles. So i think that it's very difficult for dealers to maintain those three hundredand 60 coalation triangles aline at any given point in time.
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