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The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets

Fig 3

Profitable misprices and associated triangular arbitrage strategies.

Left panel: an agent buys EUR for JPY and sells EUR for JPY through USD. Right panel: an agent sells EUR for JPY and buys EUR for JPY through USD.

Fig 3

doi: https://doi.org/10.1371/journal.pone.0234709.g003