Market-makers tweak algorithms post-SNB move
Liquidity providers have been seeking ways to improve their electronic price formation since the Swiss franc event in January
Foreign exchange liquidity providers have been fine-tuning their pricing algorithms in the wake of the January 15 Swiss franc event. The trading shock has caused losses of hundreds of millions of dollars across the industry, as sharp moves in currency markets have continued in the months since.
Many firms, both banks and non-banks, have focused on the reliability of CME price data since the
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