Currency Arbitrage Calculator
Check three cross-rates for a triangular arbitrage deviation — an educational illustration, not a trading tool.
🔒 Runs entirely in your browser — nothing here is ever uploaded
About the Currency Arbitrage Calculator
Checks three currency cross-rates for a triangular arbitrage opportunity — whether multiplying them together deviates from 1 — and shows the theoretical profit percentage before any transaction costs, as an educational illustration of the concept.
- Enter three currencies that form a loop and a starting amount.
- Enter the three cross-rates connecting them in a cycle.
- Read the loop factor and its deviation from 1.
USD→EUR = 0.90, EUR→GBP = 0.85, GBP→USD = 1.35, starting with $10,000: loop factor = 1.03275, a +3.275% deviation — the forward loop returns $10,327.50.
This is an educational illustration, not a real trading tool. It ignores bid/ask spread, fees, and slippage. Real-world triangular arbitrage opportunities in major currencies are extremely rare and closed within milliseconds by high-frequency trading firms.
- • A deviation under roughly 0.1-0.2% is usually smaller than the combined bid/ask spread and fees you'd actually pay.
- • Real triangular arbitrage is almost always closed by algorithmic trading within milliseconds.
- • This tool is best used to build intuition, not as a signal to attempt real trades.
- Investopedia — Triangular Arbitrage Definition — accessed 2026-08-30
Illustrative estimate only, not financial or tax advice. Verify figures with a licensed adviser or your local tax authority.