Slippage trading models
With regard to futures contracts as well as other financial instruments, slippage is the difference between where the computer signaled the entry and exit for a trade and where actual clients, Capital asset pricing model · Capital market line · Dividend discount model · Dividend yield · Earnings per share · Earnings yield 8 May 2019 Slippage refers to all situations in which a market participant receives a different trade execution price than intended. Slippage occurs when the Slippage is a familiar concept to anyone in electronic trading. Regardless of your trading strategy, it represents a source of variance to algorithmic models if