AUTHOR: B. Wade Brorsen and Scott H. IrwinDATE: OCT 1989
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 t
AUTHOR: Thomas V. Greer, B. Wade Brorsen and Shi-Miin LiuDATE: JAN 1992