Arbitrage as a Shortest-Path Problem

Written by skzv | Published 2021/01/16
Tech Story Tags: algorithms | algorithmic-trading | software-engineering | graph-theory | finance | computer-science | cryptocurrency | hackernoon-top-story | hackernoon-es

TLDR In a graph graph, we use computer science and computer science to find the shortest-path to finding arbitrage opportunities. The graph is an incredibly important structure that uses its structure in numerous applications. We need an efficient algorithm, lest someone else beat us to an efficient arbitrageur. The arbitrage opportunity is exploited until the market reaches an equilibrium. We’ve worked with 3 simple examples, but what if you needed to find a market for each pair, how quickly you find an opportunity? And what if it needed to be used in a network of 20 currencies?via the TL;DR App

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Written by skzv | Software engineer at Google, engineering physicist by training. Builder by passion. skzv.dev
Published by HackerNoon on 2021/01/16