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#8 Time is Money--So Why Doesn't TCA Measure Time Lag?

BuysideFX on August 21, 2012 13:35

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    Tags: Franz Schmidpeter Ty Danco TCA FX options volatility

    Franz and Ty follow up on Chat#7 to discuss the overlooked aspect in trade cost analysis--time lag. Franz trots out an option pricing way to look at the true cost.

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