Assessing execution quality and slippage in volatile times

Market participants must focus on how their evaluated execution costs vary in different market regimes, writes Tradefeedr’s Alexei Jiltsov

cable-volatility-spike

Every time volatility returns, market participants observe an increase in their variable trading costs, such as slippage and spreads. The difference between the new and the old execution costs is then blamed on the execution agents, who in turn blame the lack of liquidity. The cycle repeats itself.

In many ways, variable execution costs – the ability to transact in size, quickly and with low market impact – and liquidity are related. And unlike investment performance, changes in execution costs

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: