Aido,

Could you explain a bit more how your arbitrage algorithm work ?

From what I understand from simulation, you compare changing real currency 1 to real currency 2 through bitcoin and through regular trading ?

So we don't actually make money with this right ? How do we benefit from this.

Example if my local currency is USD, if at t=1 I have an arbitrage with Euro
I trade through bitcoin and get euro. But then if I don't have reverse arbitrage to get back to USD for a while, depending on trends of USD/EURO I may loose money.

Am I wrong ? or did I miss something ?

thanks for your help