Tag

#Execution

31articles

Catching Latency Arbitrage Before It Hurts: 12 Execution Behaviors That Give Traders Away

Latency arbitrage rarely looks like “fast trading” alone. These 12 behavioral metrics help brokers and prop firms separate healthy scalping from toxic flow—using hold time, price improvement, and right-tail slippage.

May 22, 20267 min641

Sofía Mendes

The “Free Money” Trap: How Hedge Arbitrage Turns Broker Execution into a Negative-Edge Business

Hedge arbitrage rarely “beats the market”—it exploits execution rules. Here’s how last look, asymmetric slippage, and inventory risk can flip broker P&L negative fast.

May 22, 20266 min628

Amira Khalid

Stop Guessing What Your LP Means by “Toxic”: A Practical Decoder for Arb, Opportunistic & Risky Flow

LP labels like “arb,” “toxic,” and “opportunistic” aren’t just insults—they’re pricing signals. Learn what each term usually means, how LPs detect it, and what brokers can do about it.

May 22, 20267 min620

Amira Khalid

The Hedge-Lock Trap: How ‘Lock → Release’ Arbitrage Exploits Last Look (and How Brokers Can Detect It)

A broker-side breakdown of the hedge-lock arbitrage pattern: how traders “freeze” exposure, wait for quote updates, then release into last look—and what to monitor to stop it.

May 22, 20267 min618

Thomas Mueller

Inside the 80ms Edge: How Latency Arbitrage Exploits MT4/MT5 Stale Quotes (and What Brokers Can Do)

A plain-English look at the MT4/MT5 ‘stale quote’ window, why it happens, how arbitrage EAs exploit it, and a practical mitigation checklist for brokers and prop firms.

May 22, 20267 min637

Priya Desai

Latency Arbitrage: Not Always “Illegal,” Often a Breach — What Brokers & Prop Firms Should Know

Latency arbitrage sits in a gray zone: rarely a clear crime, often a contractual breach. Here’s how law, Terms of Business, and platform rules interact—and how to respond operationally.

May 22, 20266 min880

Maria Karimi

Why “Latency Arb” Shows Up in MT4/MT5: A Broker’s Order Timeline From Click to LP Fill

Latency arbitrage isn’t magic—it’s timing. Here’s a broker-grade walkthrough of the MT4/MT5 order path (client → server → bridge → LP) and where delays create exploitable gaps.

May 22, 20267 min626

Thomas Mueller

Stop Guessing: A Practical Triage Flow for ‘Bad Execution’ Tickets in FX

A broker-ready decision tree to separate requotes, partial fills, and slippage—using logs, timestamps, and LP metrics to resolve execution complaints faster.

May 6, 20267 min1,005

Thomas Mueller

Where Did the Extra 0.3 Pips Come From? Auditing Silent Spread Markups End-to-End

Silent spread markups happen when multiple systems add “just a little” to the same quote. Here’s how brokers can trace every markup layer, prove the true all-in spread, and stop accidental double-charging.

May 6, 20267 min972

Thomas Mueller

The Low Spread Illusion: How Smart Execution Can Reprice Trades Without Changing the Quote

Traders may see tight spreads yet get filled worse than expected. Here’s how “smart execution” and hidden slippage mechanics typically work—and how brokers can implement a similar model with Brokeret.

May 5, 20266 min983

David Kovač

Dealing Desk by Design: A Practical Playbook for Manual Approvals, Intervention Rules, and Audit-Ready Execution

A practical playbook for when brokers need a dealing desk—covering intervention triggers, approval workflows, and audit logging to stay compliant and operationally efficient.

May 5, 202613 min1,007

Thomas Mueller

Is Your LP the Problem—or Your Traders? A Data-Driven Playbook for Latency, Slippage, and Fills

Stop guessing whether execution issues come from liquidity or client behavior. Learn how RiskBO Analytics uses latency, slippage, and fill patterns to classify flow and fix routing fast.

May 3, 20267 min998

Priya Desai