I was also thinking of trying this strategy. I am a forex amateur so please correct me if I'm wrong with any of the below ideas: Two options for you: 1. You trade this triangle arbitrage so that you receive interest from your longs vs. your shorts. If you are going to be in the trade till it turns profitable, you should at least receive some kind of income. Form the triangle arbitrage with higher interest paying longs vs. shorts. 2. Trade multiple brokers in order to find more triangle arbitrages. Advantages = Many more opportunities for profit. Disadvantages = No central clearinghouse for the trades - you will have to wait till the market becomes efficient to close out the trade. You could get a margin call if a certain currency pair goes against you. It would be a great help if anyone knows a central clearinghouse that clears trades for multiple brokers or if they have tried the above strategies.