By delaying the execution of certain FX trades to capture the benefits of netting, additional
market and timing risks are assumed. FX Transparency argues, however, that the FX market is
efficient, and hence just as likely to move in the investor’s favor over that time horizon, as it is to
move against the investor, and that over the long run, the effects of market timing are a zero-sum game. Investors are left with the savings of netted trades derived from executing lower
volumes in the market.
About FX Transparency, LLC.
Mission: To be our clients' FX expert, helping to reduce execution costs, create operational efficiencies and support compliance requirements for FX best execution.