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Introduction For many years, arbitrage trading in the foreign exchange market was perceived as a relatively straightforward technological advantage: faster data feeds, lower latency connections, and efficient execution infrastructure were often enough to exploit temporary price discrepancies between brokers. However, as the industry evolved, brokers significantly improved their risk management systems, trade surveillance algorithms, and behavioral analytics. Modern broker infrastructures can identify not only classical arbitrage patterns but also more subtle statistical signatures associated with latency-based strategies. As a result, successful arbitrage trading today requires much more than simply detecting price inefficiencies. Traders must also carefully manage the observable trading behavior of their accounts. This has led to the development […]

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