kassimzz
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Hedging Arbitrage and Netting Arbitrage
Both hedging and netting arbitrage are arbitrage strategies practiced exclusively by forex traders. Both are risk-free arbitrage practices, but are practiced less common because of the scarcity of (difficulty of finding) arbitrage opportunities.
Hedging arbitrage involves profiting from difference between roll over interest rates (SWAP) between two forex brokers. Here the forex trader simultaneously opens two currency positions for opposite currency pairs. Generally currency pairs with high SWAPS (like GPB/JPY) are selected. Trader opens a position for GPB/JPY at a broker who pays high roll over interest and a reverse position (JPY/GPB) at a broker who does not charge any interest rate. This way he will get profited everyday if the scenario stays same.
Netting arbitrage involves profiting from difference between cross currency pairs at different markets. But this scenario is a rarely and traders need advanced systems to find them. Here the forex trader opens three currency positions simultaneously including 3 different currencies. For example he buys one lot of EUR/USD at 1.5414, sells one lot of EUR/GBP at 0.789.7 and simultaneously sells 0.7897 lots of GPB/USD at 1.9525, profiting $48.125.
Netting arbitrasi melibatkan keuntungan daripada perbezaan antara pasangan mata wang silang pada pasaran yang berbeza. Tapi senario ini adalah jarang dan peniaga perlu sistem canggih untuk menemukan mereka. Di sini, forex trader membuka posisi tiga mata wang secara bersamaan termasuk 3 mata wang yang berbeza. Misalnya dia membeli satu lot EUR / USD pada 1,5414, menjual satu lot EUR / GBP tentang 0.789.7 dan secara bersamaan menjual 0,7897 banyak GPB / USD pada 1,9525, keuntungan $ 48,125.
Aku suka yang ni... dah untung tanpa trade.. Nanti aku try..


