Tagged "slippage"
3 articles on this topic.
Why Splitting a Large Swap Sometimes Costs More
Splitting reduces slippage and multiplies flat costs. Where the two effects cross depends on depth, not on preference.
entry log
| no. | date | entry | topic |
|---|---|---|---|
| 002 | Sep 4, 2026 | Slippage on Thin Pairs, Measured Rather Than EstimatedHow much a given order size moves the price, and why the book depth matters more than the fee schedule. | exchange |
| 001 | Aug 31, 2026 | Quoted Rate Versus Executed Rate: A Month of ObservationsThirty paired measurements of what was promised and what arrived, and what the gap depended on. | exchange |