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Slippage (finance) : ウィキペディア英語版 | Slippage (finance)
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, with actual money, entered and exited the market using the computer’s signals.〔http://www.automatedtrading.com/2014/04/30/measuring-slippage-make-top-priority/〕 Market-impacted, liquidity, and frictional costs may also contribute. Algorithmic trading is often used to reduce slippage, and algorithms can be backtested on past data to see the effects of slippage, but it’s impossible to eliminate entirely.〔http://www.automatedtrading.com/2014/04/30/measuring-slippage-make-top-priority/〕 ==Measurement==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Slippage (finance)」の詳細全文を読む
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