mercredi 15 avril 2015
Slippage for large orders: How bad is it?
Posted on 10:52 by nice news
This question is for live traders who have traded more than 1 mill size orders (10 lots).
What is your experience with slippage with that kind of order size?
Does the FX market ever get illiquid enough over the short term to make even a 1 mill stop loss order risky?
Is it possible to get out of a position at close to the market price with that size even during fast moving markets such as NFP or interest rate announcements?
If, yes with what kind of size would it start getting difficult to get out of a position?
In short, I am trying to get a sense of how liquidity is distributed over the short-term in FX. The trillions of dollars of volume are not much use if there are major liquidity gaps that occur when a trader need to liquidate a position.
What is your experience with slippage with that kind of order size?
Does the FX market ever get illiquid enough over the short term to make even a 1 mill stop loss order risky?
Is it possible to get out of a position at close to the market price with that size even during fast moving markets such as NFP or interest rate announcements?
If, yes with what kind of size would it start getting difficult to get out of a position?
In short, I am trying to get a sense of how liquidity is distributed over the short-term in FX. The trillions of dollars of volume are not much use if there are major liquidity gaps that occur when a trader need to liquidate a position.
Slippage for large orders: How bad is it?
Categories: Slippage for large orders: How bad is it?
Inscription à :
Publier les commentaires (Atom)
0 commentaires:
Enregistrer un commentaire