I'm probably just going to approximate this problem using a brute force search in java. I've started coding it already, but this is what I plan to do.
let P(t) be the price at time t
0 ≤ t ≤ 1095
upper bound - price of USDCNH at time 0
P(0) = 6.8023
lower bound - price of USDCNH 3...
its not a bank, its a broker and they don't "lend" like a bank does they leverage which is slightly different, I didn't want tio mention this because I think it just adds irrelevant information to the problem and allows room for more confusion
because I know there is a mathematical way of doing it, if one strategy leads to a linear profit over time and the other leads to an exponential one, but every multiplication of the exponent is associated with a cost.. surely there is a way to figure out what's the most I can get.
it's like a...
Hi
context:
The USD/CNH currency pair has been trending down at an almost linear rate past 3 years, it's safe to assume it will continue to trend downwards for the short term foreseeable future as the Chinese govt slowly allows the Yuan to appreciate to its real value.
The problem:
Every...