AI & Algo Trading

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Importance of Transaction Costs for Asset Allocations in FX Markets

blog.edarchimbaud.com

Importance of Transaction Costs for Asset Allocations in FX Markets

edarchimbaud
Sep 2, 2023
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Share this post

Importance of Transaction Costs for Asset Allocations in FX Markets

blog.edarchimbaud.com
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Original paper

SSRN-id3143970.pdf

Trading rules

  • Use USD as the domestic currency

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