Question: Numerical Cases (Triangular and Rectangular Arbitrage) Please collect the foreign exchange rates data of any day during this semester 2/1/2023 - 4/10/2023. Use the data
Numerical Cases (Triangular and Rectangular Arbitrage)
Please collect the foreign exchange rates data of any day during this semester 2/1/2023 - 4/10/2023.
Use the data to create two numerical cases of arbitrages: One triangular arbitrage and the other is rectangular arbitrage. Please ignore the transaction costs (bid-ask spreads). Please briefly describe the cases with necessary sentences and equations.
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