Methods of the arbitrage operations potential estimation

Economic & mathematical methods and models
Authors:
Abstract:

In article methods of an estimation of potential (profitableness) of arbitrage operations are considered. Two methods of calculation of profitableness are presented: the first method allows to estimate the greatest possible (limiting) profitableness for the period in the past by a concrete kind of the arbitrage operations, the second method states a profitableness estimation accessible on the given operations for the certain period in the past at a choice of certain conditions of opening of arbitrage positions. The given conditions of opening of arbitrage operations can be used for real trade.