
Harel Jacobson - Trading FX Volatility (S5E10)
Flirting with Models
The Challenges of Systematic Trading in an OTC Market
Dealers are not obligated to show prices in the o t c market. When things turn south, like wearteen o eight and 20 20, they will either widen the price significantly or stop quoting. The problem when you run systematic strategy is that you don'ty know a position because tefix market is a very non transparent market. If you have an altomated execution system, that can really be problematic for you as systematic effects.
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