๐Ÿฆ€๐Ÿ“ˆ Quant Journal

Fast code, faster markets โ€” built with Rust, the Sajbeni way.

๐Ÿฆ€ How High-Frequency Trading strategies detect inefficiencies in the currency market

In FX, milliseconds can create profitable opportunities. This post breaks down the math behind currency arbitrage โ€” and simulates it using pure Rust (no external crates, just threads and channels). Hereโ€™s the logic traders use to act faster than the market itself.

๐Ÿ“‰ What Is Currency Arbitrage?
Letโ€™s consider a realistic example:

Spot Dollar (cash market): R$5.00
Futures Dollar (near maturity): R$5.05
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