Slippage
In short
Slippage is the difference between expected and actual execution price. It occurs when your order needs more volume than is available at the best price.
Minimal in calm, liquid markets; substantial in crashes and small coins. Our lab prices slippage into every cost truth — it is one of the silent return-eaters.
How do I limit slippage?
Use limit orders, split large orders, avoid illiquid hours.
Related terms
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