| Display title | Finance:Slippage |
| Default sort key | Slippage (Finance) |
| Page length (in bytes) | 5,253 |
| Namespace ID | 3032 |
| Namespace | Finance |
| Page ID | 300070 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| HandWiki item ID | None |
| Edit | Allow all users (infinite) |
| Move | Allow all users (infinite) |
| Page creator | imported>Pchauhan2001 |
| Date of page creation | 10:28, 26 June 2023 |
| Latest editor | imported>Pchauhan2001 |
| Date of latest edit | 10:28, 26 June 2023 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
| Recent number of distinct authors | 0 |
Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | With regard to futures contracts as well as other financial instruments, slippage is the difference between where the computer signaled the entry and exit for a trade and where actual clients, with actual money, entered and exited the market using the computer's signals. Market impact, liquidity, and... |
