Tag: transaction-costs
Concepts
Interview Questions
- The edge you need just to cover fees and adverse selection
- A six-cent signal in a ten-cent market
- Walking up the book with size
- When exchange fees widen the spread
- How wide a spread can your edge afford?
- What does it cost to cross the spread?
- Re-hedge more often, or pay less in trading costs?
- Is this parity arb real after costs?
- When trading costs erase your gamma edge
- When the FX triangle looks off but is not tradable