Harel Jacobson - Trading FX Volatility (S5E10)
Flirting with Models
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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