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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 $AKE 大额卖出成本下降,买入成本上升。10万规模模拟买/卖滑点由1.06%/1.14%变为1.55%/1.02%。深度变化不对称,买卖两侧情况不同。 $EDGE 大额买入成本下降,小额买入几乎没变。10万规模模拟买入滑点由0.64%降至0.54%。1万买入仍约0.14%。深度在改善,同样单量更便宜了。

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