Slippage

[Amnesic Investors <amn-inv@xxxxxxx>]

Dear List,

I am coding a quantitative stock selection model and would need help 
concerning slippage.

I  want slippage to be as realistic as possible and the model will 
screen all the US traded stocks.

I guess it should increase inversely with the market cap of the stocks 
but how can I put this formally into my testing.

Tks for your help

Damien