Manipulating Money Exchange

4th JLTi Code Jam – Jun 2017

Input:

1 USD = 1.380 SGD

1 SGD = 3.080 MYR

1 MYR = 15.120 INR

1 INR = 0.012 GBP

1 GBP = 1.30 USD

I CAD = 0.57 GBP

Explanation: Now that we realize, we have to wait substantial amount of time to make any meaningful gain from stock market, we change our focus to money exchange. I am particularly very excited after collecting the above exchange rates using Google search today at 8th Jun 2017. If I start with 10, 000 USD, then convert them to MYR, then convert them to INR and then to GBP and then back to USD, I realize I will end up with 10, 025.50 USD, making USD 25.50 on the same spot within minutes.

Output: USD -> SGD -> MYR -> INR -> GBP -> USD

The next step that I am going to take is to get a list of all money exchanges available to me, somehow collect their exchange rates daily, and push it to a program that will tell me when it sees there is a chance to make some profit.

I might not always be lucky. To check whether my adrenaline rush is justified I looked at the same rates in an online money exchange. The rates from it look like below:

Input:

1 USD = 1.38295 SGD

1 SGD = 3.08614 MYR

1 MYR = 15.0996 INR

1 INR = 0.0119755 GBP

1 GBP = 1.295 USD

As you realize, we will end up losing money.

Output: No luck here

Task: I also realize, given a few hundred currencies and thousands of exchange rates among them, there is a possibility of having a number of ways we can make money. For example, given a set of rates (not as shown in the above example), we could make USD 10, starting with USD 10, 000, using this route: USD -> SGD -> MYR -> USD. Again, we could possibly make SGD 50, starting with SGD 10, 000, using another route: SGD -> MYR -> INR -> SGD. I am happy with just one such route, not necessarily the one providing the most profit.

Index

Author: Gopal Das

Data Scientist @ CrimsonLogic, Singapore BS in CSE from Khulna University ME in Internet Science & Engineering from Indian Institute of Science (IISc) Publications on Query Optimization in RDBMS in ACM SIGMOD, IEEE ICDE etc. Founding team member and VP Engineering of iTwin, a spinoff from A*STAR Software engineer/data scientist for 19 years Software, Database, ML Father of 3 (two @ NUS High and one is too little!) www.linkedin.com/in/dasgopal https://github.com/gopalcdas

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