# eFX - algos


## 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)⏎
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# Parents

* Markets - FXeFX execution algos