How Rotating Exposure Across Three Accounts Defeats Anti-Arbitrage Detection. 3-Leg Latency Arbitrage

Modern high-frequency trading operates in an environment where broker-side AI systems can identify and penalize arbitrage activity in real time. The classical two-account latency arbitrage model contains a structural flaw: at the moment of profit-taking, the executing account is forced to hold opposing positions in the same instrument — a lock — which is one […]

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Forex Latency arbitrage stats

Usage Statistics of 2-Legs Latency 1 Arbitrage Bot

When analyzing the effectiveness of an arbitrage strategy, it’s important to consider a variety of statistical indicators. Here are some of them: 1. Trade Frequency 2. Average Profit/Loss per Trade 3. Percentage of Profitable Trades 4. Average Holding Time 5. Maximum Drawdown 6. Risk/Reward Ratio 7. Profitability by Trading Pair 8. Profit-to-Risk Ratio per Trade […]

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forex arbitrage

What is arbitrage trading?

Before answering the question of what is arbitrage trading on the forex or cryptocurrency market it is necessary to understand that arbitrage trading can be implemented by different arbitrage strategies (methods) that can differ from each other globally and can also differ only by improvements (enhancements) of the same arbitrage trading algorithm. I will discuss […]

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