Arbitrage Spotter

Inspiration

Bid FX data and my interest in financial markets and trading

What it does

Detects when the Minimum Buy price for a currency is lower than the maximum sell price and suggests a trade to take advantage

How we built it

Learned Python, blood, sweat, tears etc

Challenges we ran into

I will present you with my Durhack Haiku: Total Beginner Successful code not likely Will not achieve much

Accomplishments that we're proud of

Finishing something, even if it's basic

What we learned

Python

What's next for Arbitrage Spotter

Extend to include other currency pairs or triplets (eg. buy Euros with dollars, buy pounds with euros, buy dollars with pounds). Try to estimate effects such as execution time, slippage, market impact to determine which trades might be feasible with lower latency processing.

Built With

• anaconda
• python
• spyder