Opinion
Avoiding market impact – it takes two
Dealer hedging practices have a big part to play in quiet execution, but so does client behaviour, writes UBS's Ciara Quinlan
Malaysia has triumphed in FX reforms – but what comes next?
Relinquishing currency controls will be a much harder task
Games of tag need to end
Growing focus on platform disclosures should spur more transparency
Sell at dawn and go away – but come back after lunch
Historic and well-known intraday seasonal patterns can deliver return-to-risk ratios in excess of 1. Tradefeedr’s Alexei Jiltsov explores whether execution desks should employ these factors
Five’s company, six is a crowd
Simon Nursey at Digital Vega explores the optimum number of RFQs for FX options trades with a little game theory
Navigating uncharted markets with FX algos
BNP Paribas's Asif Razaq describes traversing Covid-troubled waters with execution algorithms
A gradual return from shorts to suits
Market moved to home-working for resilience – it may linger for convenience
Assessing execution quality and slippage in volatile times
Market participants must focus on how their evaluated execution costs vary in different market regimes, writes Tradefeedr’s Alexei Jiltsov
FX options, NDFs trading slows as Covid fears ease
Analysis of transaction data shows lower notional volumes and tighter spreads for most currency pairs
Who revived FX volatility?
The reports of FX vol death were greatly exaggerated. For now, anyway
Algo choice: how to implement a market impact/volatility trade-off
Quantifying how macroeconomic announcements affect market reaction is key to deploying the right FX algo, writes Alexei Jiltsov of Tradefeedr
FX data shows hold, reject divide in G10 vs the rest
Use of analytics can help reduce last look and improve FX Code adherence, says EBS executive
Coronavirus jolts FX options market
Analysis of transaction data shows record notional volumes for some G10 pairs
Swaps data: cleared volumes drop for all markets – except FX
Smaller CCPs make market share gains in a quarter of double-digit declines for rates and credit
For FX vol, think globally, but act locally
Country-specific stories are where to look for volatility, writes Fenics
Puddles and pools: how to optimise FX liquidity
Fragmented pricing makes it hard to compare and analyse market-makers, say HSBC quants
After 30 years, we’ve revamped FX Week – here’s why
Readers have been asking for more exclusive content and more insight. FX Markets will deliver it
Algos: choosing the right horse for the right course
Liquidity and volatility regimes play big role in performance, BestX quants show
Execution data: are month-end moves still predictable?
Trading ahead of month-end index hedging has been a reliable strategy – until recently, writes Alexei Jiltsov of Tradefeedr
Top 10 stories of 2019: a retrospective
FXPB pricing disputes, debate over last look and court cases were keenly followed stories
How Singapore manages its reserves
MAS managing director Ravi Menon explains Singapore’s total approach to reserve management
Why uncleared IM rules will spur innovation among asset managers
Those who split liquidity from credit restrictions and make operational efficiencies will be best placed to weather the initial margin storm
Isn’t it ironic, don’t you think?
Going forward, concentration amongst the largest FX dealers could increase further
FX Week Asia Awards: the winners
The awards ceremony took place after the 14th annual FX Week Asia conference in Singapore