Slippage, in the context of trading and finance, refers to the difference between the expected price of a trade and the price at which the trade is executed. It commonly occurs in fast-moving or illiquid markets, where orders are executed subject to delays or price fluctuations.
Traders must know slippage risks, especially in volatile or illiquid markets. By understanding slippage and employing appropriate risk management measures, traders can better navigate the potential impact on their trades and portfolios.
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