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Quant Systems Lab · Control Systems for Quantitative Finance

Order Types (Market, Limit, Stop)

Order types express your priority: do you care more about being filled, or about the price you pay?

Explanation

Market orders say “fill me now” and sacrifice price certainty for execution certainty — you trade immediately at the best available prices.

Limit orders specify a worst acceptable price; they protect you from bad prices but may never execute if the market does not reach your limit.

Stop orders activate when a trigger level is hit, then behave like market or limit orders; they are often used as safety brakes to cut losses.

Control analogy: order choice is like choosing between fast but noisy control actions (market) versus slower, more precise ones (limit) under constraints.


execution basicslimitmarketstopmicrostructure
Interactive visualisation

This diagram shows a short price path over time with bid/ask band. Choose an order type to see when it fills and how much slippage vs mid you incur.

Status: filled
Time (ticks)Pricet₀T101.199.297.3buy limit @ 99.60fill @ 99.60mid price pathbid–ask bandorder fill
Execution outcome
Limit buy: filled when market traded down to your limit at step 4.
Fill price: 99.6000
Time to fill (steps): 4
Slippage vs reference (bps): 10.1
Interpretation

Market orders sit on the execution certainty end of the spectrum: you always trade now, but you pay the full spread and whatever the book offers in fast moves.

Limit orders move towards price control: you only trade if the market comes to you. Stops are about controlling risk; with gap risk on, you see how a stop-loss can trigger at one level and be filled much worse in a discontinuous market.

Order-type trade-off(execution certainty · price control · risk control)
Execution certaintyPrice controlRisk control

The highlighted corner shows where the chosen order type leans: market towards execution certainty, limit towards price control, and stop towards risk control. Real execution policies mix these, just like a controller trades off speed, overshoot, and robustness.