atavacron / Svica

Shortest path fx arbitrage

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Svica

http://svica.markets.com.s3-website-us-west-2.amazonaws.com/

FX Arbitrage

This uses the bellman-ford algo. to identify instances for arbitrage amongst 18 of the most liquid currencies.

The cross-rates are queried via YQL and the shortest path is found using an edited networkx script that does not terminate on negative cycles.

This is also my first attempt at building a live web application from the ground up. Any constructive criticism is welcome.

Svica v1.1.2

!This project is no longer live!

-The site is now strictly a client-side skeleton site. All live assets, except for the RSS feeds, are no longer functioning.

-Fixed issue with Yahoo Pipes! RSS Feeds now work.

-CSS now reflects the static website on S3.

Svica v1.1.1

-Charts and indices are now created upon running of main script via import.

-Removed whitespace and renamed directory “D3 data” to “D3_data”.

-Default index for Korea is now the KOSPI instead of MSCI ETF. This eliminates the lag between the main index and the respective VIX.

-Hang Seng VIX(VHSI) is now current.

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Shortest path fx arbitrage


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