As SMCJB implicitly says: Since Forex doesn't provide centralized (exchange) trading - as both the ES and SPY do -
you could at best apply the method on 6E vs some dedicated pools. But that's really a dark pool because the formation
of prices of your pool will not be transparent; nevertheless you would have to trade against it in the absence of
centralized Forex. Not really (my) first choice in terms of risk :wink: