Created over 4 years ago, updated about 4 years ago
ID28920
## practice
https://www.euromoney.com/article/b12kjkthd1w42y/fx-banks-take-on-ebs-tradition-launches-trafxpure-platform
https://www.euromoney.com/article/b12kjjrny27stq/foreign-exchange-ebs-vows-to-remove-unfair-advantages
## theory
- 2016 https://mfe.baruch.cuny.edu/wp-content/uploads/2017/05/Chicago2016OptimalExecution.pdf
https://www.imperial.ac.uk/media/imperial-college/research-centres-and-groups/cfm-imperial-institute-of-quantitative-finance/events/Lillo-Imperial-Lecture3.pdf
- 2019 [Optimal VWAP execution under transient price impact](https://arxiv.org/pdf/1901.02327.pdf)
- 2016 [Roel Oomen - Last look](http://eprints.lse.ac.uk/68811/1/Oomen_Last%20look_2017.pdf)
