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Partner 728x90
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Amount of slippage to use?
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Hi Bertrand, I'm abit new to this, pardon the beginner question. For the ETFs I trade which are very liquid, the spread should be very tight right? Say for example SPY is Bid at 81.21 and Ask is at 81.22. If my orders are always market orders, what would my slippage be and what value should I put in slippage for backtesting?
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