I work in quant trading, but not specifically in order execution. These are all real concerns. Which ones are most important depends heavily on your strategy and market, e.g. if your positions last for days order execution is a lot easier than if they last for minutes. And time-based slippage might be big or small relative to tick size.
the HFTs can only fuck you over if they know exactly when you’re going to trade
This isn’t quite true, sophisticated funds can exploit almost any predictability.
I work in quant trading, but not specifically in order execution. These are all real concerns. Which ones are most important depends heavily on your strategy and market, e.g. if your positions last for days order execution is a lot easier than if they last for minutes. And time-based slippage might be big or small relative to tick size.
This isn’t quite true, sophisticated funds can exploit almost any predictability.