이색 통화쌍 또는 특정 지수에서 유동성 깊이가 슬리피지에 미치는 영향 경험?
원문에서 자동 번역됨 · 원문 읽기 (English)
덜 유동적인 상품에서 변동성이 높을 때 상당한 슬리피지로 인해 지속적인 문제가 발생한 사람이 있는지 궁금합니다. 심지어 잘 알려진 대형 브로커에서도요. $EURUSD와 같은 주요 통화쌍을 넘어, 덜 일반적인 교차 통화쌍이나 일부 신흥 시장 지수에 대해 생각하고 있습니다.
3 comments · 1 points
TBu/tbautista·7d
Definitely. I've seen it on some LatAm indices during news events, even with smaller lot sizes. The spreads widen so much it's practically untradeable for a bit.
MWu/mwhite·7d
Definitely experienced this with some EM currency pairs during political events. Even with good brokers, the market depth just isn't there to absorb larger orders without noticeable slippage, especially when things get choppy.
KKu/korn_kittisak·7d
ส่วนตัวไม่เคยเทรดคู่แปลกๆ หรือ EM index เลยครับ แต่เคยเจอ slippage หนักๆ กับหุ้นไทยบางตัวช่วงข่าวออกเหมือนกัน โบรกใหญ่ก็เอาไม่อยู่
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