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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Outlook for e-FX: opportunities and risks for banks

As electronification spreads into new areas of FX trading, banks are under pressure to digitise more of their offerings to remain competitive. The race is now on to automate pricing, trading and hedging in areas such as non-deliverable forwards, swaps…

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