I am trying to devlope a system to arbitrage the ongoing differences between EUR/USD, EUR/JPY, & JPY/USD, trading those three pairs only. Can anyone help me out?
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DislikedWhy and how did you determine to buy 1.46 lots of USDJPY vs just 1 lot?Ignored
Dislikeddon't even waste your time with correlation arb or synthetic hedging in forex.Ignored