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  • Markets - FX

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  • eFX - intro
  • eFX swaps
  • eFX execution algos
  • eFX - microstructure

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  • eFX - algos
  • Segmentation of clients - eFX
  • Internalization versus Externalization
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eFX execution algos

Created almost 4 years ago, updated almost 4 years ago

advanced

  • BIS - FX execution algorithms and market functioning

https://www.fx-markets.com/trading/7946301/what-every-fx-client-should-be-asking-their-order-provider

  • XTX 2018

https://www.xtxmarkets.com/leadership/fx-execution-algorithms/
Switching Risk Off: FX Correlations and Risk Premia

basics https://en.wikipedia.org/wiki/Algorithmic_trading

  • SNB about eFX

https://www.refinitiv.com/en/the-big-conversation/episode-1-how-are-algos-shaping-the-world-of-finance

  • https://business.bofa.com/content/dam/boamlimages/documents/PDFs/fx_algo_parameter_guide_on_instinct_fx_sheet_01_18_2425.pdf

  • 2015 http://flextrade.com/wp-content/uploads/2015/01/Execution-Algorithms-Where-Innovation-is-Driving-Demand-in-FX.pdf

https://www.riksbank.se/globalassets/media/rapporter/pov/artiklar/svenska/2022/220314/2022_1-understanding-the-foreign-exchange-market_sv.pdf

TCA

https://scitechconnect.elsevier.com/wp-content/uploads/2016/07/Algorithmic-Transaction-Cost-Analysis-Chapter.pdf
https://www.pragmatrading.com/wp-content/uploads/2017/06/Long-Term-Investors-Embrace-FX-Algos.17-2030.pdf

Parents

  • Markets - FX

Children

  • eFX - algos
  • Segmentation of clients - eFX
  • Internalization versus Externalization

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