Estimated slippage for heavy volume stocks

Discussion in 'Trading' started by ChrisMMM, Mar 28, 2007.

  1. Just wondering what the estimated slippage is per side in terms of ticks for stocks with relatively heavy volume?

    Thanks
     
  2. Every stock is different, how much volume you want to move, time of day, price of stock, spread on stock etc.

    High volume Mid caps, you can expect .02 in slippage, as a rough estimate, but every stock varies a bit. (XOM vs C, as an example)