Slippage - Review Articles

  Slippage refers to the difference between the price expected for a trade and the price at which the trade is carried out. Slippage may occur at any time but is most prevalent when market orders are used during periods of increased volatility. It will also arise where a big order is executed but there is not enough demand to sustain the existing bid / ask spread at the chosen level. Slippage does not signify a negative or positive move as it counts as a slippage any difference between the expected execution price and the real execution price. Market prices can change rapidly, allowing the slippage to occur during the delay between ordering a trade and completing it. The term is used in various business places but meanings remain the same. However, for every location slippage appears to occur in various circumstances.  

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