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This is completely untradeable and wouldn't really be representative of true state of the market liquidity
Sure - it’s also before commissions, ignores last look, is a top of book stream etc etc. I did it in about five minutes so it’s missing a load of stuff. But it’s directionally accurate!
Most important factor here would be a collapse in FX vol
How would you do it properly (ie accounting for the factors you think are missing?)
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