Understanding Slippage in Finance: Key Insights and Examples Slippage refers to the difference between the expected price of a trade and the price at which the trade is executed Slippage can occur at any time, but it is most prevalent during periods of
Slippage (finance) - Wikipedia With regard to futures contracts as well as other financial instruments, slippage is the difference between where the computer signaled the entry and exit for a trade and where actual clients, with actual money, entered and exited the market using the computer's signals [1]
What is Slippage: Understanding Its Types and Examples . . . Slippage is when a trader ends up paying a different price when the order is executed due to a sudden fluctuation in an instrument’s price Slippage can happen with various types of orders including market orders, stop-losses and take-profit orders, and limit orders