Pair Trading > Trading Results

Commission

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Paolo Pesenti:
Hi,
I would like to know how you determine the value of the commission? What kind of commissions do you refer to?
Thank you very much, I would like to undestrand better this issue.

admin:
Dear Paolo,

we simulate Interactive Brokers Flat Rate commission model (US stocks) in our backtests.

More info:
https://www.interactivebrokers.com/en/index.php?f=commission&p=stocks2

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