Trading too expensively in the FX market?

Siikanen, M; Nogel, U; Kanniainen, J

Siikanen, M (reprint author), Tampere Univ, Ind Management, Tampere, Finland.; Siikanen, M (reprint author), Gofore Plc, Tampere, Finland.

QUANTITATIVE FINANCE, 2019; 19 (12): 1933

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......

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