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.
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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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