All Questions
3 questions
0
votes
1
answer
74
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FX convertability modelling: have FX markets ever closed down?
I am working on modelling the risk that a bank's cash in one currency could not be converted into another currencies. This convertability risk has liquidity implacations for the asset liabilities ...
- 527
1
vote
2
answers
98
views
Initiating new orders with active "order-session" only?
Is it a must to establish "quote-session" & subscribing to quotes/market data before initiating a "New Order-single(Market-GTC)"?
I actually can't see any use of quote-session for trading ...
- 33
7
votes
3
answers
991
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Transaction Costs for Currency Pairs
I have been aggregating some tick data from Oanda's streaming API to try and get an idea of the relative cost and best time to trade different currency pairs. The idea was to plot the spread of the ...
- 235