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Old 06-02-2006, 08:01   #3
Gamma_Jammer
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Re: forex arbitrage?

Quote:
Originally Posted by roycetrade
Any info would help, such as some pairs moving earlier than others generally do.

for example, usd jpy moves up real fast and then a few minutes later the euro usd drops similarly, or is it always simultaneous, any info on arbitrage in forex markets would be greatly appreciated

That rather depends on what's happening to the relevant cross rate (EUR/JPY in your example).

However, if you're talking about broad dollar movement, I often find that in the very short term USD/CHF often leads, and Aussie often lags.

Please note however that what you're talking about isn't really arbitrage, it's probably better described as correlated trading.

GJ
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