slippage on The Algo Benchhttps://thealgobench.com/tags/slippage/Recent content in slippage on The Algo BenchHugoen-INWed, 07 Oct 2026 00:00:00 +0000Wrong costs, in either directionhttps://thealgobench.com/landmines/what-a-strangle-really-costs/Wed, 07 Oct 2026 00:00:00 +0000https://thealgobench.com/landmines/what-a-strangle-really-costs/<h2 id="the-trap">The trap</h2> <p>Using a rule-of-thumb cost per trade (&ldquo;call it 2 points a leg, each way&rdquo;) instead of a cost model built up from the actual charges and checked against real fills.</p> <h2 id="how-it-fools-you">How it fools you</h2> <p>The error can run either way, and both directions are expensive:</p>