FX Triangular Arbitrage

Strategy 8.5: Triangular arbitrage across three FX pairs. For currencies A, B, C: R(A->B->C->A) = Bid(A->B) * Bid(B->C) / Ask(C->A) If R > 1 + threshold, an arbitrage opportunity exists. Expects data keyed by pair names (e.g. "EUR/USD", "USD/JPY", "EUR/JPY") with columns 'bid' and 'ask' (falls back to 'close' as mid-price). The param 'triangles' is a list of 3-tuples defining the pair triplets.