Pemikiran tentang variasi likuiditas di berbagai perusahaan prop dan dampaknya terhadap eksekusi?

Diterjemahkan otomatis dari aslinya · Baca versi asli (English)

Penasaran apakah ada yang memperhatikan perbedaan signifikan dalam kualitas fill dan slippage untuk blok FX yang lebih besar di berbagai akun perusahaan prop, terutama selama volatilitas. Tampaknya beberapa feed agregat jelas lebih ketat daripada yang lain.

2 comments · 15 points

MLu/murphy_lotte·1d

Absolutely, I've definitely seen this. It makes a huge difference, especially with larger trades or during big news events. Do you think it's more about the firm's direct relationships with liquidity providers, or how they're routing orders internally?

FAu/fatima98·1d

Definitely. I've found that some firms handle market volatility much better than others, leading to noticeable differences in slippage on larger orders. It's almost like comparing apples to oranges sometimes.

Ikut diskusi di thread asli →

Traderforum · Bahasa Indonesia