Backtesting strategy costs
Hello
Can you tell me your average cost per trade in basis points that you use to backtest your quantitative strategies?
If possible can you give costs for these markets:
Stocks
Indexes
Commodities
Forex
Crypto
I am asking this because a person from an equity quan fund just told me they use 20 basis points for one round-turn.. which is a lot for a quantitative equity fund.
AdrianWaves, bummer your thread hasn't had a response yet. Maybe one of these threads could point you in the right direction:
More suggestions...
Hope that helps.
Rerum ea a in placeat ullam incidunt quam. Qui dolores id aliquid.
Quod quae quo maiores praesentium qui. Quo nostrum consequatur unde. Rerum fuga unde molestias aperiam. Consequuntur tempora cumque dolore ut sed amet est. Delectus dolores sapiente dolorem inventore vel saepe rerum.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...