Skip to content
Newsletter ·The Edge, Jason's market letter every Monday. Free.
Skip to content
build.logmembers=online.now=trades.logged=expectancy=net=
execution·Execution

Slippage

The difference between the price you intended to trade and the price you got. Worse on stops, in vol, and at session turns.

How the desk uses this

Execution quality — fills, slippage, latency — is logged automatically per trade in the journal, not estimated after the fact.

Back to the full glossary