MATHS. THE POWER TO DO INCREDIBLE THINGS. Just as architects use math’s for their calculations, we use math’s to create predictive tools.

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One of the most interesting ideas in forex trading comes from what would seem to be a fundamental market inefficiency that would seem very easy to exploit by most market participants. Three-way arbitrage is a trading technique that seeks to exploit inconsistencies in exchange rates arising from trading activity, inconsistencies that supposedly lead to tradable market inefficiencies.
When we have a large group of currencies and all their combinations are available as different currency pairs there is a basic consequence that leads to the trading of several pairs being equivalent to the trading of some crosses. For example, if you are buying 1 lot EUR/JPY it would supposedly be equivalent to going long an equivalent on the EUR/USD and going long one equivalent on the USD/JPY. The idea is that your profits are dependent on the EUR/USD and the USD/JPY exchange rates such that the USD exposure is cancelled and your net exposure comes from the indirect relationship of the EUR with the JPY. The below graph better explains this idea (using the EUR/USD, GBP/USD and EUR/GBP).
The three way arbitrate inefficiency now arises when we consider a case in which the EUR/JPY exchange rate is NOT equivalent to the EUR/USD/USD/JPY case so there must be something going on in the market that is causing a temporary inconsistency. If this inconsistency becomes large enough one can enter trades on the cross and the other pairs in opposite directions so that the discrepancy is corrected. Let us consider the following example:
EUR/JPY = 107.86
EUR/USD = 1.2713
USD/JPY = 84.75
The exchange rate inferred from the above would be 1.2713*84.75 which would be 107.74 and the actual rate is 107.86. What we can do now is short the EUR/JPY and go long EUR/USD and USD/JPY until the correlation is re-established.


The Park Capital SA 3-Way Arbitrage Foreign Currency System ™ is a collection of professional academic teams from USA, UK and China that apply sophisticated mathematical analysis to foreign currency automated trading platforms through long-term research at our Cambridge-Park institute. And eventually developed the patented Park Capital SA 3-Way Arbitrage Foreign Currency System™.
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This programme adopts the 3-Way Arbitrage Foreign Currency System™ strategy, which is a combination of three different currencies. Through the global major foreign exchange trading banks, the daily quotation for locking foreign currency portfolios is calculated by using our huge data and patent 3-Way Arbitrage Foreign Currency System™ program calculations. There is a very short period of foreign currency portfolio price gap for cross-selling, and long-term accumulation can bring stable profits to your account.
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