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. 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.

Property Value
dbo:abstract
  • 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. 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. (en)
  • スリッページとは、注文を出した価格と実際に成立した価格との差のことを指す。相場(レート)が大きく変動した場合(市場が荒れている場合)には、大きなスリッページが発生する可能性がある。 (ja)
  • Poślizg cenowy (ang. slippage) - pojęcie dotyczące kontraktów futures jak również innych instrumentów finansowych. Jest to różnica pomiędzy szacowanymi kosztami transakcji i rzeczywistą sumą zapłaty. (pl)
dbo:wikiPageID
  • 1421793 (xsd:integer)
dbo:wikiPageRevisionID
  • 690292771 (xsd:integer)
dct:subject
http://purl.org/linguistics/gold/hypernym
rdf:type
rdfs:comment
  • 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. 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. (en)
  • スリッページとは、注文を出した価格と実際に成立した価格との差のことを指す。相場(レート)が大きく変動した場合(市場が荒れている場合)には、大きなスリッページが発生する可能性がある。 (ja)
  • Poślizg cenowy (ang. slippage) - pojęcie dotyczące kontraktów futures jak również innych instrumentów finansowych. Jest to różnica pomiędzy szacowanymi kosztami transakcji i rzeczywistą sumą zapłaty. (pl)
rdfs:label
  • Slippage (finance) (en)
  • スリッページ (ja)
  • Poślizg cenowy (pl)
owl:sameAs
prov:wasDerivedFrom
foaf:isPrimaryTopicOf
is dbo:wikiPageDisambiguates of
is foaf:primaryTopic of