DislikedThe lot size is irrelevant in the big picture.
This strategy will work during the correlations ranging or if you are on the right side of the correlation IF you use a static lot size between the triangle.
Why? Because thats the nature of the beast in the market. It usually will range enough to give you profit OR if you are on the right side and the trend continues.
So does this mean you should save paying extra spread and work with the unfactored pair? Maybe not is my answer and it relates to the fact that in proper triangular arbitrage...Ignored
