Why have subscriptions been banned on the grounds of "too high a yield" ? - page 67
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The scheme is simple. We make money from the difference in commissions and small marcups. In the case of client matching, we only earn commission.
If two clients trade 1 lot of USDJPY with each other, we earn $5. If one client traded and we took it out, we earned about the same, but due to the fact that we made a better deal, as there is a small markup and we pay less commission.
The scheme is simple. We make money on the difference in commissions and small marcups. In the case of client matching, we only earn commission.
If two clients trade 1 lot of USDJPY with each other, we earn $5. If one client traded and we took it out, we earned about the same, but due to the fact that we have a small markup and we pay less commission.
What about price slippage and withdrawal fees?
I don't think there's anything left of the 5 quid.
The small ones trivialise each other's clients
Big misconception.
When an ECN pairs clients, clients get execution at the same price, but when the kitchens "pairs", there is a spread between the prices of the two orders, which is increased by expansion and slippage. And the worse the company executes, the more clients drain and the more the company earns. In case of ECN the client convergence cannot be worse or better, it can be strictly about the same price.
ECN pairs clients and the kitchen does not, in the kitchen it is all pure profanity.
In order to attract liquidity providers from traders, the commission for placing limiters should be lower than for trading on the market.
Where is the real ECN who does not lower his bid below your sell limit? ))
See:
1. there is a buy limit which will be deducted (to the provider) when the price approaches
2. i.e. Provider has an order at the level where mine is
3. why X in the terminal bid is not returned to the buy limit level if the liquidity provider has an order (i.e., his office has sent there)?
ZS: no need to respond
Can I have a concrete example with abstract figures of both sides of the glass?
now this is extremely difficult for me )
ZS: I realise that the answer is not specific, so you don't have to answer
To attract liquidity providers from traders, the commission for placing limiters should be lower than for trading in the market.
I am reminded of a D***s bank in Switzerland, I was planning to open an account there. I think it was indicated how the leverage size affects the swap. I can't find the link, it just stuck in my memory. Probably I am mistaken.
By the way, let me get back to the origin of the leverage: logically speaking, one has to pay for the leverage, so the absence of fee for providing the leverage is another proof that this very "leverage" is artificial. So it is just a mathematical operation)
Anyway, what serious organisation, let alone a bank, would go for such a monstrous diversion?
What are you talking about? Even on FORTS, leverage is absolutely free, and it's the most transparent there.
In reality, you pay for leverage by the difference in swap between a long and short position. If the leverage is positive, you don't receive any profit; if it is negative, you overpay. Moreover, the money that goes as a collateral for a deal you close, as it were, remains as collateral and does not take part in the deal itself, so it does not affect the swap. The nice exception is your Swiss bank, apparently its business processes allow clients' collateral to be involved in the transaction itself.
What are you talking about? Even on FORTS the leverage is absolutely free, and everything there is more than transparent.
)), don't you look at the reports?
ZS: When you move a position it seems that the commission for the use of borrowed funds is deducted.