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i have 3 currencies AUD, USD and EU

I am trying to work out the mathematical formula to work out if there is a spread/arbitrage opportunity as well as the maximum amount that can be conducted ( for instance, if transferring from USD to EUR is limited by $100USD, then that is the limiting factor).

here is a wiki describing the transaction flow https://en.wikipedia.org/wiki/File:Triangular-arbitrage.svg

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closed as off-topic by vanguard2k, Bob Jansen, sashkello, olaker Feb 27 at 0:22

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  • "Basic financial questions are off-topic as they are assumed to be common knowledge for those studying or working in the field of quantitative finance." – vanguard2k, Bob Jansen, sashkello, olaker
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not sure why this is offtopic. triangular arbitrage formula/math is very hard to find on the web and is hard to wrap my head around. I wouldnt say it is basic. –  Anton Feb 27 at 23:41

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