Dissecting Customer Currency Trades


The BIS working paper (published March 2013), Information Flows in Dark Markets: Dissecting Customer Currency Trades, has received a number of comments from various parties.  Not sure if any read went to the Feb 2013 City University London public presentation?  If not, forexthink provides a brief overview of the research, with a few takeaway’s, as does the FT:

The study found that a bank could make an additional 10% profit per year, on top of transaction fees, by developing a portfolio to copy the trades of its more successful customers

~ by mdavey on September 16, 2013.

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