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桀-@LTChives
桀-@LTChives
Influential Creator
盘口强弱榜 5分钟中位滑点，按盘口估算 BLUR、RSR放大订单后，买卖滑点均明显增加，其中BLUR的10万规模模拟买卖滑点最高。 $BLUR 模拟1万规模买/卖滑点0.16%/0.16%，10万为0.99%/1.00%。 $RSR 模拟1万规模买/卖滑点0.15%/0.16%，10万为0.66%/0.67%。 $W 大额买卖成本同时上升，小额卖出几乎没变。10万规模模拟买/卖滑点由0.38%/0.27%升至0.43%/0.42%。1万卖出仍约0.09%。
Gallery 1
$W-1.07%
$BLUR-4.74%
$RSR-0.86%
13:08 · 13/10/26·2.68K views·Posted on OKX Orbit
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