StackOveflow!
I am trying to create an Arbitrage strategy to get a better understanding of how to work with graphs. I am using python.
Graph:
Table format:
Task: find path of currency trading where we will get max profit. For example: USD->EUR(0.75), EUR->GBP(2),GBP->USA(0.7): 0.75*2*0.7=1.05
, so we are getting 5% profit.
I thought that I can modify Floyd–Warshall algorithm or the Dijkstra algorithm to find not the shortest but the longest path. But it failed...
What algos are used for such tasks?
The path that is the most expensive is found by