Tag Archive 'Efficient Markets Theory'

Can we spread out the rates to thin out the arb? This article reviews the effects of an effective bid/ask spread over the selected daily rates.

Read Full Post »

FX Arbitrage in Practice

Do arbitrage opportunities really exist in a market and if so why aren’t they already priced out through available efficient market mechanics? This article reviews some aspects that can limit or increase costs for an arbitrageur and is a follow-up to the previous post.

Read Full Post »

Disclaimer: Material posted on 24-something does not contain (and should not be construed as containing) personal financial or investment advice or other recommendations. The information provided does not take into account your particular investment objectives, financial situation or investment needs. You should assess whether the information provided is appropriate to your particular investment objectives, financial situation and investment needs. You should do this before making an investment decision based on the material above. You can either make this assessment yourself or seek the assistance of an independent financial advisor. 24-Something, associated parties and Tariq Scherer accept no responsibility for any use that may be made of these comments and for any consequences that result.