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.
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