Explaining Trading Benefits in the Peer Universe

18 Jan 2021
Date submitted
18 Jan 2021
Resource type
White paper
File type
pdf PDF file (230.4K)
This document explains the trading benefits that happens when a manager is able to beat the mid-rate at a point in time, or an average of mid-rates over a window of time. Obviously, this can happen easily on a single trade with no timestamp measured vs. a benchmark like full-day ITAP (Interval Time Average Price), but how does it happen still when sample sizes in FXT’s Peer Universe are set to > 150 trades per currency per product?
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