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  • eFX execution algos

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eFX - algos

Created almost 4 years ago, updated almost 4 years ago

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

  • 2016 Roel Oomen - Last look

Parents

  • eFX execution algos

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