price slippage

**Price Slippage**

Price slippage refers to the difference between the expected price of a trade and the actual price at which the trade is executed. This phenomenon commonly occurs in fast-moving markets or during periods of low liquidity, where prices can change rapidly between the time an order is placed and when it is fulfilled. Slippage can result in a higher cost for buyers or lower returns for sellers and is an important consideration for traders and investors aiming to manage execution risk. Understanding and minimizing price slippage is key to improving trading efficiency and optimizing investment outcomes.