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桀-@LTChives
Influential Creator
盘口强弱榜
5分钟中位滑点，按盘口估算
$AKE 放大订单后，进出两侧的滑点都明显增加。模拟1万规模买/卖滑点0.13%/0.11%，10万为0.64%/0.54%。这是成本表，不是方向；买卖两侧同步变贵说明深度整体偏薄。
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