Comparison of cost to execute in 2013(?) vs 2021
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Is this true for institutional size? If so, do you think it is because their automated execution systems have become sophisticated enough to handle the fragmentary/smaller order size markets or that the current market structure is inherently able to absorb size at a price?
You're probably asking Emily not me but anyway - everything I do is institutional size and my strong impression is that I have less slippage now than I did when I started trading a decade ago. Combination of algos on our side and improving liquidity in markets.
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you’re welcome bby
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thank you and the cephalopod too
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lower slippage conditional on working orders patiently or posting liquidity higher slippage conditional on working orders aggressively or lifting offers in large size
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i understand there are firms that specialize in offering execution algorithms to minimize slippage
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I think also people no longer /expect/ to have sod-all impact if they simply lump an order in at 25% if the volume…
Thanks. Twitter will use this to make your timeline better. UndoUndo
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