Live Demonstration: Capturing Short-Lived Currency Arbitrage Opportunities with a Simulated Bifurcation Algorithm-Based Trading System

We present a cross-currency arbitrage system equipped with a custom accelerator for a simulated bifurcation algorithm to find optimal arbitrage opportunities, together with a market emulator that reproduces historical foreign exchange data feeds. We demonstrate that the system can capture short-lived (less than 1 millisecond lifetime) optimal arbitrage opportunities and respond to rapidly changing markets by issuing order packets within 30 microseconds after receiving market data feeds.