arbitrage opportunity and maximizing the function

266 Views Asked by Bumbble Comm At 17 Apr 2026 - 4:47

Let's say you have currencies,A, B, C

with the exchanges rates a/b, b/c, c/a

If the product

a/b * b/c * c/a > 1

then the arbitrage opportunity exists. And larger that product is, more profit you can make.

So essentially i would like to maximize the function y

y = a/b * b/c * c/a

where a/b, b/c, c/a change on minute by minute basis which can be updated from the exchange API.

The problem is that there are many many currency triples to consider and not really sure how to approach picking the right combination.

it seems like there should be a way to set up an excel sheet. anyone have any thought?

Here's an example of an excel sheet