Price slippage is a complex beast. You think you know the price - TopicsExpress

Price slippage is a complex beast. You think you know the price when you place an order for a stock - but by the time the order is filled, the price has changed. This is a challenge for an algorithm that is trying to test a strategy. Thankfully, we have Tom Bok to help straighten us out! We have his presentation and an upcoming webinar for Q&A on this complex and interesting topic. Modeling Transaction Costs for Algorithmic Strategies

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