π Quant & Trading
Trading - Execution Algorithms
Algorithms that break large orders into smaller pieces to **minimize market impact** and get better average fill prices. The last mile between "the model says buy" and "you actually bought at a good price." The difference between amateur and professional execution.
2
Minutes
8
Concepts
+45
XP
1
Why It Matters
A large market order moves the price against you β this is slippage. If you market-buy $100K of a thin altcoin, you'll eat through multiple levels of the order book and your average fill will be far worse than the price you saw. Execution algos reduce this cost. For Signal Forge's current size, market orders are fine. But as position sizes grow, execution quality becomes the difference between a profitable strategy and a losing one.