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by rl3
3341 days ago
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http://blog.alphaarchitect.com/2015/03/16/shedding-light-on-... Although that article reads like an ad for Interactive Brokers, it offers a bit of insight on the subject. Namely how aggressive limit orders in an order flow situation will be less likely to fill in the face of desirable price movement, thus incurring an opportunity cost. |
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