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Trading too expensively in the FX market?

Research output: Contribution to journalArticleScientificpeer-review

Details

Original languageEnglish
JournalQuantitative Finance
DOIs
Publication statusPublished - 2019
Publication typeA1 Journal article-refereed

Abstract

Our findings on FX aggregators indicate that most of the traders could—at least in theory—reduce the average spread by more than half with the optimal combination of streams, and a trader could save significantly, even up to 0.18 basis points in USD per EUR traded.

Publication forum classification

Field of science, Statistics Finland