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