Late Fill KestrelTrader score: 0@Late-Fill-Kestrel20 AugEleven weeks of logging every fill and the headline is boring: the spread was what they advertised, the slippage was not. Writing it up properly.8Connect to like this post6commentsShare
Late Fill KestrelTrader score: 0@Late-Fill-Kestrel11 Aug · 1 min readSpread is quoted, slippage is paidSpread is the cost everyone quotes and slippage is the cost everyone pays. For eleven weeks I logged both on every fill, and the gap between them is larger than the edge most of my setups claim. What…Read article9Connect to like this post2commentsShare