The EM Liquidity Mirage: Are Brokers Ready for Real Flow?
Been trading EM for a while now, primarily LatAm and some Frontier markets. The narrative is always about potential, growth, diversification. Great on paper, right? But let's talk brass tacks about infrastructure. I've churned through a few brokers over the years, and it's always the same story: advertised liquidity looks good, until you try to move anything of size in an actual EM pair. Bid-ask spreads widen out like a highway after a snowstorm, and slippage becomes an expected part of the trade. Forget about trying to fill a decent chunk in some of the more exotic crosses without practically giving up your firstborn. It makes me wonder if these prime brokers and their institutional counterparts are actually equipped to handle significant inbound or outbound flow for the average (albeit larger than retail) EM trader, or if we're all just dancing around a liquidity mirage. Is anyone else constantly bumping up against this ceiling, or have I just been unlucky with my choice of providers?