Pair Trading Lab Helpdesk & Forum

Pair Trading => Trading Results => Topic started by: Paolo Pesenti on September 08, 2013, 11:32:44 am

Title: Commission
Post by: Paolo Pesenti on September 08, 2013, 11:32:44 am

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.

Title: Re: Commission
Post by: admin on September 08, 2013, 06:44:03 pm

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