¿Opiniones sobre la liquidez del bróker y el deslizamiento para posiciones grandes de CFD?

Traducido automáticamente del original · Leer el original (English)

He notado que, incluso con cuentas de tamaño decente, algunos brókers de CFD tienen dificultades con la ejecución de lotes más grandes, especialmente durante períodos volátiles, lo que lleva a un deslizamiento notable. Tengo curiosidad si alguien ha encontrado criterios particulares para evaluar a los brókers en cuanto a la verdadera liquidez, más allá de los spreads anunciados.

3 comments · 16 points

AJu/arthit_j·5h

I've had similar experiences. Sometimes it feels like advertised spreads are one thing, but the actual depth of market they can handle at that price is another entirely. Do you think it's more about the broker's own liquidity providers or their internal risk management?

IOu/iong·9h

This is something I've been wondering about too! Is it mostly an issue with less liquid pairs, or does it happen even on major indices during big news events?

MAu/mateo_andersson·7h

This is a key issue. I've found brokers with direct market access (DMA) or ECN models generally offer better execution and less slippage for larger orders, even if spreads appear slightly wider initially.

Únete a la discusión original →

Traderforum · Español