What are the fundamental similarities and differences between equity and FX algos? Both equities and FX are continuous two-sided quote-driven markets, which creates fundamental similarities. Equity and FX algos therefore offer many of the same fundamental benefits. For example, algos reduce market impact by breaking a larger order up into several smaller pieces so that a smaller price concession has to be paid, and thus better execution. In addition, algos can trade passively in a systematic way, making prices in What are the fundamental similarities and differences between equity and FX algos? Both equities and FX are continuous two-sided quote-driven markets, which creates fundamental similarities. Equity and FX algos therefore offer many of the same fundamental benefits. For example, algos reduce market impact by breaking a larger order up into several smaller pieces so that a smaller price concession has to be paid, and thus better execution. In addition, algos can trade passively in a systematic way, making prices in
What are the fundamental similarities and differences between equity and FX algos? Both equities and FX are continuous two-sided quote-driven markets, which creates fundamental similarities. Equity and FX algos therefore offer many of the same fundamental benefits. For example, algos reduce market impact by breaking a larger order up into several smaller pieces so that a smaller price concession has to be paid, and thus better execution. In addition, algos can trade passively in a systematic way, making prices in
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