Quantitative Finance Asked on December 10, 2021
this might be a bit of an open question but I would just like to understand further on the subject as I am rather new to machine learning and arbitrage trading.
Would it be possible to develop a machine learning model to determine which arbitrage trading strategy would be best, in this case, I am focusing on simple exchange arbitrage (e,g. the immediate buying and selling of an asset) and triangular arbitrage.
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