Alpha Novae

Tag Archives: slippages

Slippages and price improvements with AlphaTrader

Theoretically, if your broker is playing fair, slippages can be positive (at trader advantage) or negative (at trader disadvantage). But because of adverse selection, trend / momentum trading, and dealer manipulations, they tend to be quite asymmetrical with an important advantage to negative slippages. It is easy to understand this as traders tend to buy […]