medium · Market Microstructure market-impact
Which of the following describes 'Opportunity Cost' in a sell order scenario where the price rises after the order is cancelled?
- It is the amount of taker fees that were avoided by not trading.
- It is exactly equal to the total execution cost of the filled shares.
- It is a positive cost because the seller failed to liquidate.
- It is a negative cost (an opportunity gain).
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