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Trading too expensively in the FX market?

Research output: Contribution to journalArticleScientificpeer-review


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


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