Jez Liberty made two recent posts on the issue of slippage:
Check out the comment sections, too.
I was curious about using stop-limit entry orders as a strategy to limit slippage. This is only feasible when you know your trigger price in advance. The trade-off is that some orders will not trade, but those that do have no slippage of the "execution risk" variety.
Simple is Better than Complex ... Right?
I noticed upon re-reading my post on Price Series Characterization that I boldly state: "Simple is better than complex". I did not give voice to the corollary: "Simple is not easy". Is this just a matter of opinion?
William of Okham, famous for his Razor, argued:
"Plurality must never be posited without necessity" and
"It is futile to do with more things that which can be done with fewer".
Einstein is reputed to have said:
"Everything should be made as simple as possible, but not simpler".
DaVinci said: "Simplicity is the ultimate sophistication".
August company, but it still sounds like opinion to me!
William of Okham, famous for his Razor, argued:
"Plurality must never be posited without necessity" and
"It is futile to do with more things that which can be done with fewer".
Einstein is reputed to have said:
"Everything should be made as simple as possible, but not simpler".
DaVinci said: "Simplicity is the ultimate sophistication".
August company, but it still sounds like opinion to me!
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