Author Topic: Commission  (Read 4523 times)

Paolo Pesenti

  • Newbie
  • *
  • Posts: 1
  • Karma: +0/-0
Commission
« 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.

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 315
  • Karma: +12/-0
    • Pair Trading Lab
Re: Commission
« Reply #1 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