136 reputation
6
bio website
location Paris, France
age 30
visits member for 2 years, 5 months
seen Dec 30 '12 at 18:25

What ?

Backend & frontend developer.

Graph database enthusiast.

How ?

Mostly JavaScript and Python. PHP, because I sometimes have to.


Dec
30
comment Fastest algorithm for calculating retrospective maximum drawdown
Sorry for the confusion, I indeed meant algorithm/code that is CPU efficient for calculating retrospective maximum drawdown.
Jul
2
comment Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
Thanks for the answer and references to academic readings. I'll sure have a look into this.
Jun
26
comment Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
Thanks for answering. I was referring to size-n (n>3) arbitrage because I wonder how useful it is to add one or more intermediate currencies into regular triangular arbitrage. My question might then be: could (theoretically speaking, at least) trading bigger arbitrages yield other/new risk-free profit opportunities it would have been absolutely impossible to get by just trading regular (size-3) triangular arbitrages ? If I get your answer right: all size-n (n>3) arbitrages can be broken down into smaller triangular arbitrages, and it's just as good to trade all these triangular arbitrage away.
Jun
25
comment Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
@PhilH I mean the second triangular arbitrage you describe. My triangular arbitrage would be, for example : long EUR/USD, short EUR/GBP and short GBP/USD.