Foreign exchange markets with Last Look

RT @ihatetechbros: "We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that b…

RT @0xkidwai: "We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that broker…

RT @0xkidwai: actually relevant literature from 6 years ago Quantitative Finance > Trading and Market Microstructure Foreign Exchange Mark…

RT @0xkidwai: actually relevant literature from 6 years ago Quantitative Finance > Trading and Market Microstructure Foreign Exchange Mark…

"We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that brokers are risk-neutral and they quote spreads so that losses to latency arbitrageurs (LAs) are recovered from other traders in the FX m

actually relevant literature from 6 years ago Quantitative Finance > Trading and Market Microstructure Foreign Exchange Markets with Last Look Alvaro Cartea, Sebastian Jaimungal, Jamie Walton https://t.co/qLGo1FZGZ9

https://t.co/SHPF4gOg32

#paper [CJW18] Foreign Exchange Markets with Last Look https://t.co/qLGo1FZGZ9

Foreign Exchange Markets with Last Look https://t.co/aPCGn9EbAv #QuantLinkADay

Foreign Exchange Markets with Last Look. (arXiv:1806.04460v1 [https://t.co/6VlSGarPRE]) https://t.co/vYASreZpWE #econophysics

Research: Foreign Exchange Markets with Last Look. (arXiv:1806.04460v1 [https://t.co/GoSJRfB1UZ]) https://t.co/p1Tcdi49aW

Foreign Exchange Markets with Last Look. https://t.co/6DkAGQSo1f

Foreign Exchange Markets with Last Look. (arXiv:1806.04460v1 [https://t.co/9FLDhRcMPd]) https://t.co/DkSk9cfk3z #quant #finance