Simple Excel Document for Calculating Arb Percentages for an Indefinite Number of Legs

In response to a request on ArbForum, I just threw together a very simple calculator for arbs of ‘n’ legs. That is, as long as there is another set of odds needed to close the arb, just write it in under the last set, and the excel will give you a new arb percentage.

Anyway, there isn’t much to it, so just download it, and let it speak for itself:

Multileg Arb Calculator.xls

Tagged as: arbitrage, calculations, excel, multi leg