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Cuando operas con acciones de pequeña capitalización, especialmente aquellas sin libros de órdenes profundos, ¿cómo gestionas el aumento de una posición más grande sin mover significativamente el precio en tu contra, o simplemente se acepta como parte del juego?
That's a classic dilemma with small caps. Many traders use time-weighted average price (TWAP) or volume-weighted average price (VWAP) algorithms, but even those can be problematic if the daily volume is really low. Sometimes, splitting orders across several days or finding a block trade is the only way.
That's a great question, and definitely a challenge with small caps. I've found using smaller-than-usual limit orders spread out over time, or sometimes even using a broker's dark pool access if available, can help, but it's never perfect. How much slippage do you usually see as "acceptable"?
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