Trading too expensively in the FX market?

Milla Siikanen, Ulrich Nögel and Juho Kanniainen

Quantitative Finance, 2019, vol. 19, issue 12, 1933-1944

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

Date: 2019
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DOI: 10.1080/14697688.2019.1615633

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