A Currency Arbitrage Machine Based on the Simulated Bifurcation Algorithm for Ultrafast Detection of Optimal Opportunity

We describe a cross-currency arbitrage machine using the simulated bifurcation (SB) algorithm for finding the most profitable exchange path from among many possible paths. SB is a recently proposed quantum-inspired algorithm for solving combinatorial optimization problems. The machine is an end-to-end arbitrage system implemented on a field-programmable gate array, in which a feed handler captures market packets issued at unscheduled intervals. An SB accelerator finds the optimal arbitrage path with a success probability of 90.96% by solving an optimal path-search problem in a directed graph, then a line handler issues an order packet within 30 microseconds after receiving the last market packet.