Model for slippage

 

How to model slippage with tick data(time, bid, ask)?

Is any method to estimate slippage as function of position size , ...? 

 
Overweight:

How to model slippage with tick data(time, bid, ask)?

Is any method to estimate slippage as function of position size , ...? 

No, you cannot know slippage before a trade is placed. 

Reason: