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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 NVDL、UP放大订单后，买卖滑点均明显增加，其中NVDL的10万规模模拟买卖滑点最高。 $NVDL 模拟1万规模买/卖滑点0.39%/0.36%，10万为6.74%/6.53%。这是成本表，不是方向；买卖两侧同步变贵说明深度整体偏薄。 $H 成本差异主要体现在大额买入。模拟1万规模买/卖滑点0.21%/0.23%，10万为3.66%/2.46%。规模放大才显现的薄侧。 $UP 模拟1万规模买/卖滑点0.36%/0.35%，10万为1.65%/1.92%。别用万级滑点线性外推到十万级，按真实单量读档位。
Gallery 1
NVDA-2.67%
$NVDL-5.41%
5 more
19:50 · 11/12/26·6.08K views·Posted on OKX Orbit

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