Hi,I set up a basic Arbitrage calculation in Matlab which sells and buys local equities and their ADR Equivalent. The formula basically triggers buy and sell executions based on a certain spread which has to be > X between the pairs. I am quite new to the topic of synthetic Arbitrage so i have a couple of questions. In the ideal case when there is an opportunity previously described you would buy and sell at the same time and the same amount right? Can somebody give me a bit of an insight what are the variable parameters which i need to consider to perform such executions? For example, how would i determine holding periods in order to keep inventory levels low? This questions relates directly to the FX variable since i would incur possible losses if the FX rate changes a lot during my holding period. Someone would be willing to give me some insights about those variable parameters i have to account for and maybe how to make them as most efficient as possible? Any help is highly appreciated. best regards,

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