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Say your system calls for you to buy one contract at the market if the price
drops to 100.The price hits 100, you place your order, and are filled at
105. You have negative slippage of 5. This slippage is due to the bid/ask
spread and to the market price changing before your order is executed.
----- Original Message -----
From: Herb Rosenberg <herbr@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, September 07, 1999 7:12 PM
Subject: What is slippage?
>
> newbie question.....
>
> What is slippage?
>
> Please don't flame me, I have no idea what this refers to.
>
> Thanks
>
> herbr@xxxxxxxxxx
>
>
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