Measuring expected cost models on large FX trades

BestX study assesses factors influencing algo performance on trades over $100m in size

The task of estimating the costs associated with foreign exchange trades of substantial size is an industry-wide challenge, primarily due to the scarcity of large trade data. Traditionally, voice traders were asked to make these cost estimates, a method that often leaned more towards intuition than statistical analysis.

A new study by BestX is dedicated to examining the factors that influence the performance of the FX algorithmic arrival price, commonly referred to as slippage. It specifically

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