Market impact

2 stories tagged Market impact on Learning Fanatic.

Lesson 4.4: Transaction costs and capacity Learn what trading costs: spread, fees, slippage and impact, the square-root law, how turnover drags on a Sharpe ratio, and how much money a strategy can run.
Lesson 1.4: Costs: spread, fees and slippage Learn what trading really costs: the spread, taxes and fees, market impact and slippage, and see how a few basis points decide whether a strategy survives.