Discussion of Corsetti, Lafarguette, Mehl – ‘Fast Trading and the Virtue of Entropy: Evidence from t

Slides [PDF]

Discussion Slides for Corsetti, Lafarguette, Mehl – ‘Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market', prepared for the 8th Workshop on Exchange rates at Banque de France, Paris 14 December 2018.