Charles Wright
Charles Wright is principal of Alpha Numerics in New York.
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Articles by Charles Wright
FX and DX: volatility events and the bid-ask spread
Charles Wright suggests a rational means for adjusting the bid-ask spread to compensate for the uncertainty associated with routine event-driven conditions
FX and DX: valuing the US Dollar Index futures contract
Several theoretical models have been proposed in the 22 years since the DX futures contract was launched. Here, Charles Wright, principal of Alpha Numerics in New York, discusses a numerical approach