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3

The cost of forex trading is reflected through the bid-ask spread you pay as a retail client to a broker. period. There spread IS indicative of the cost of trading the pair, AT that specific point in time (and OANDA does not reject your trades or recall trades on any rates they offer at a specific time, up to a specific trade size). So what you are doing ...


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Well the answer depends on what are you considering a fee? Do you included per trade regulatory fees or just exchange fees? Many exchanges will pay you for being the passive side of a trade, so technically the fees in that case are negative. For the big exchanges, I'm not sure that you can negotiate the fee's. I'll confess I've never tried and the ...


3

You've got your calculation of the spread wrong, for what you're trying to do. Looking at the spot prices: SGD = USD 0.8, MXN = USD 0.077, NOK = USD 0.16. So in descending order they are SGD, NOK, MXN. The order of levels on your chart is SGD, NOK, MXN. INR vs CHF is the same: CHF = USD 1.1, INR = USD 0.017, so you get a larger spread for CHF in dollar ...


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I would say it could be short for annual turnover (precent/portfolio) Higher portfolio turnover often means higher transaction costs. The definition is usually the lesser of all buys and sells in a year divided by the average monthly NAV of the strategy. (Morningstar) Be aware that turnover numbers come in all colors and flavors and can in or exclude ...


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I'm not that familiar with MATLAB. However, in quadratic programming the main issue I've found is setting up the problem correctly and then the coding becomes much easier. As you noted this problem can be expressed as a quadratic cone problem and solved by quadprog but a good amount of more work needs to be done to get this in the correct form. You ...


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The reason SGD spreads are higher than MXN is onshore / offshore regulation. The Government of Singapore doesn't like their currency to cross their border outside of specified hours and this controls the liquidity in the pair. There is another currency pair - SGO, or Singapore offshore. Otherwise, IMHO, FXQuantTrader has pretty much answered your questions ...



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