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桀-@LTChives
桀-@LTChives
Influential Creator
盘口强弱榜 5分钟中位滑点，按盘口估算 AKE、SNXX放大订单后，买卖滑点均明显增加，其中AKE的10万规模模拟买卖滑点最高。 $AKE 模拟1万规模买/卖滑点0.27%/0.30%，10万为1.31%/1.46%。别用万级滑点线性外推到十万级，按真实单量读档位。 $UVXY 大额买入成本下降，卖出成本上升。10万规模模拟买/卖滑点由0.63%/0.26%变为0.55%/0.37%。混合变化，按侧分别读，不合成一个结论。 $SNXX 模拟1万规模买/卖滑点0.07%/0.06%，10万为0.26%/0.25%。放大订单后，进出两侧的滑点都明显增加。
Gallery 1
SNDK-1.84%
xSNDK-1.68%
$UVXY-1.53%
22:29 · 11/06/26·5.43K views·Posted on OKX Orbit

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