Arbitrage

This analysis attempts to identify arbitrage opportunities in currency pairs. Core technique utilized is Principal Component Analysis (PCA)

###libraries

• plotly
• ggplot2

Data Source

MT4 Platform : XM Traders

https://www.dropbox.com/sh/km9b1u161dxzql5/AABXfXCalHCvC_NY6Q9MUI9Ea?dl=0