Identifying Arbitrage Opportunities with Graphs

Besides the fact that you don't take into accunt the spread (the buy / sell prices, which are never equal), the big risk associated with this kind of 'arbitrage' is the fact that the transactions won't occur simultaneously. What happens if during the sequence of this 'arbitrage' prices move enough to offset the potential gain ?

This doesn't take into account available volume. For that you need to solve a min-cost flow algorithm, using for instance the Ford–Fulkerson algorithm.

I&#x27;m assuming one would have to manage a hedge fund to actually be benefited?<p>Seems somewhat unfeasible for an individual investor.

You know it is a recent snippet because it mentions currencies that havent been in use for over a decade..

been using neo4j lately and loving it.