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Because of differing underlying factor risks. These might include such things as policy risk (eg. tax, capital controls), central bank intervention risk (eg. a currency peg at one extreme), economic factors (eg. sensitivity to outlook for GDP growth and inflation), and financial market risk dependencies (eg. interest rate differentials, equity market risk).

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If you purchase a Stock today in USD you will model that it has some value in USD in the future, $$S_{t, usd} = S_{0, usd} + W_{t, usd}$$ where $W_{t, usd}$ is some random motion, possibly with drift, such that $E[W_{t, usd}] = \mu$. Ideally you would exchange $S_{t, usd}$ at maturity, so this is the amount of notional that should be translated to ...

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It's clear the question is not about previous day close to next day open data and Almost every chart in publications show this same discrepancy for intraday charts. It's likely there is data missing around, that does not get into charts when individual candles are generated. I have noticed that while charts are being updated with new data, no attempt is ...

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Check out https://github.com/peterszombati/xapi-node This module may can be used for X-Trade Brokers xStation5 accounts

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Assume we knew the density function $f$ of the FX price that we observe in the market. Then the market price of a call option $C(K)$ with strike $K$ would be \begin{align*} C(K)&=e^{-rT} \int_0^{\infty}(s-K)^+ f(s)ds \\ &=e^{-rT} \left( \int_K^{\infty} s f(s)ds - K \int_K^{\infty}f(s)ds \right) \tag*{(1)}. \end{align*} $C(K)$ is a market price and ...

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You can extract the risk neutral density implied by option prices and have a look at that. The implied probabilities are given by the prices of butterfly spreads in the market. This is common knowledge. Page 241 of this book explains how you could go about doing it in Excel: https://gaussiandotblog.files.wordpress.com/2018/02/wiley-trading-giles-peter-jewitt-...

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