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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 WET、AKE放大订单后，买卖滑点均明显增加，其中WET的10万规模模拟买卖滑点最高。 $SOPH 大额买入成本上升，小额买入几乎没变。10万规模模拟买入滑点由4.96%升至5.69%。1万买入仍约0.43%。和前一窗比，大额成交成本在上升。 $WET 模拟1万规模买/卖滑点0.15%/0.13%，10万为0.94%/1.00%。深度在规模上不连续，十万档才是真正的执行约束。 $AKE 模拟1万规模买/卖滑点0.17%/0.16%，10万为0.81%/0.79%。大单先按十万档成本估，不按一万档。
Gallery 1
$WET-1.05%
$SOPH+7.24%
$AKE+9.26%
01:09 · 01/11/26·10.97K views·Posted on OKX Orbit

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