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Intermediate

Spreads, Slippage, and Total Transaction Cost

Why backtests without costs lie gently.

4 课时8m 总时长

The spread is the gap between bid and ask. Slippage is the difference between expected and realised fill price, often worsening with size and speed.

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课程概览

Why backtests without costs lie gently.

你将学到

Core concepts explained with market context
Practical examples tied to real instruments
Risk-aware framing — educational only
Next-step links across the VegaDeck curriculum

The spread is the gap between bid and ask. Slippage is the difference between expected and realised fill price, often worsening with size and speed.

News events and session opens widen costs. Crypto perps add funding; FX swaps add forward points on longer holds.

When evaluating any strategy research, insist on conservative cost assumptions and stress multiples of normal spreads.

仅供教育参考 · 非投资建议 · 风险披露

目录

3 课时 · 24m
1Bid-Ask Spreads and Visible DepthWhy the touch price is not always your fill price at size.8m
2Order Types: Market, Limit, IOC, FOKLiquidity taking vs making in plain language.8m
3Spreads, Slippage, and Total Transaction CostWhy backtests without costs lie gently.8m继续学习

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仅供教育参考 · 非投资建议 · 风险披露