Hi everybody, 

Sorry for the provocative title but it seems appropriate given the high returns. I have been experimenting with a triangular arbitrage strategy on crypto for some time but something is not working well. Specifically, I have the following questions:

  1. Why is the leverage so high? 
  2. Why is net profit not changing? 
  3. Are positions actually closing? 
  4. What is the most appropriate brokerage model and data provider for cryptocurrencies? In particular, is the Coinbase model/data better than the BitFinex one? 
  5. Are there ways to standardize order sizes to something like $100?



NB: I am well aware that the strategy is not using a brokerage model at the moment