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• Slippage Cost Of A Large Technical Trader by Thomas V. Greer, B. Wade Brorsen and Shi-Miin Liu

  ARTICLE SYNOPSIS ...Slippage Cost Of A Large Technical Trader by Thomas V. Greer, B. Wade Brorsen and Shi-Miin Liu If traders rely on technical trading systems, they need to know the size of slippage, which is the difference between estimated transaction costs and actual transaction costs. Authors Greer, Brorsen and Liu decided to use the trading record of a technically oriented money manager to determine slippage for the fund's transactions using 11 commodities and stop orders. Slippage, which is the difference between estimated transaction costs and actual transaction costs with the difference usually compose...

AUTHOR: Thomas V. Greer, B. Wade Brorsen and Shi-Miin LiuDATE: JAN 1992