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SWAPxSWAP - A Tool for Swap Arbitrage

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Table of Contents

Overview

Over-the-counter FX brokers have different swap interest rates even for the same currency pair. There are various reasons for this, such as corporate efforts, marketing, and balancing position biases, but as a user, I want to hold positions with the most advantageous broker.

Also, in exchange-traded FX like Click365, there are no differences between brokers, and the swap points for buying and selling are the same.

When looking at all these brokers comprehensively, there are cases where you can generate consistent revenue from the difference in swap points without price fluctuation risk. This is generally called swap arbitrage.

Since it's tedious to find these profit opportunities manually, I created a tool to record and visualize daily swap points.

Note that while including overseas brokers would introduce various cases, they were excluded this time.

Application

It is currently no longer publicly available.


Screen

The source code is available here:

https://github.com/esplo/SWAPxSWAP

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