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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 成本差异主要体现在大额买入。模拟1万规模买/卖滑点0.22%/0.19%,10万为1.21%/0.85%。万级看不出来的不对称,十万级才暴露。

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