Seeking Advice on Building a Finance Project: Triangular Arbitrage and Exchange Arbitrage

I'm currently in summer break and looking to undertake a project to demonstrate my finance and coding skills. Unfortunately, my GPA suffered due to various factors, including lack of discipline and some bad luck, but I'm determined to turn things around.

I'm interested in exploring global market arbitrage, particularly triangular arbitrage and exchange arbitrage. I believe this project would not only showcase my understanding of finance but also my ability to implement it through coding.

Here's my plan so far:

  • Objective: Develop a model for triangular arbitrage and exchange arbitrage.
  • Skills Needed: Finance knowledge (already studying), coding in C++ (planning to learn relevant concepts).
  • Timeline: July and August, dedicating 2 hours on weekdays and entire weekends.

However, I'm a bit lost on how to start building the model. Could anyone guide me on how to structure the project and what steps I should take to create an effective strategy? Any advice on resources or methodologies would be greatly appreciated.

Looking forward to your suggestions and insights. Thank you in advance!

 

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