RAby u/rafaelribeiro·12dQuestion

自营交易公司点差和执行——现实的期望?

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我已经通过各种自营交易公司交易了一段时间,主要关注主要货币对和一些科技股,比如 $TSLA(目前价格为 $375.76)。一个持续存在的问题是与直接零售经纪商相比的点差差异。在 $AUDCAD(现在是 0.98049),我一直看到更宽的平均点差,并且在波动性飙升期间经常出现滑点,这似乎不成比例。

其他人是否也持续遇到这种情况?这仅仅是与自营交易公司模式做生意的成本,反映了他们自己的主要经纪商成本,还是有些公司确实提供了更紧的点差和更好的执行?我试图弄清楚是我的期望过高,还是这些公司在“经纪商”方面存在显著差异。我目前所在公司的出金可靠性很好,但执行成本对盈利能力的影响超出了预期。

3 comments · 24 points
SFu/santos_farid·12d

I've definitely noticed the same on AUDCAD and other pairs. It's not always just the spread; sometimes the fill price seems a bit off even when the market isn't going crazy. You really have to factor it into your edge calculations if you're with a prop firm, as it can eat into your profitability more than you'd expect.

PAu/pablobrown·12d

Yeah, it's a common complaint with prop firms, especially during news events or high volatility. They have their own liquidity providers, often with a markup.

MVu/menon_vikram·12d

It's a pretty common observation, unfortunately. Prop firms have to make their money somewhere, and wider spreads or less favorable execution during volatile times is often how they do it. It's built into their business model, especially if they're offering high leverage with relatively low capital requirements.

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