Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Arbitrage
As discussed in the previous blog post, under the Uncovered Interest Rate Parity condition, the expected change in the exchange rate between two currencies should theoretically offset the interest rate differential between them. This would eliminate any opportunity for investors to profit from interest rate differentials. Fortunately, in the real world, uncovered Interest Rate Parity … Continue reading FX Carry Trade
Triangular arbitrage is a strategy used to exploit inefficiencies in the currency markets by executing a series of trades across three currencies in different markets. Let’s assume we now observe the following quotes for currency pairs from the interbank market and dealers. We want to analyse whether there is any arbitrage opportunity. Interbank Market Quotes … Continue reading Triangular Arbitrage in Forex Trading
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database I reckon there is no doubt that kdb+ has … Continue reading Friendly DolphinDB – Cross-Exchange Arbitraging Case
Data Ninjago (Financial Data Architecture) 
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