Can spread and slippage be roughly estimated through standard deviation?

Discussion in 'Forex' started by penguin-police, Jun 26, 2009.

  1. So slippage and spread increase in times of increased price fluctuation and news events. Can it be roughly estimated with regards to the standard deviation of past days or hours? For example. (S+S)=k*stdev(d1,d2,....dn) with k as a constant.