Alpha Novae Blog Did Your FX Algorithms Learn the Lessons from the CHF Storm?

This is a copy of an article written by Nicolas Vitale, director of Alpha Novae, for Finance Magnates and originally appearing here part I and part II. The storm created by the removal of the CHF peg floor by the SNB on the 15th of January changed the industry. Did your Fx algorithms learn the lesson? Everyone agrees, [...]