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.
| +27 | Risk VS Volatility | 6 | 1d | |
| +26 | Undergrad HF Internships? | 31 | 19h | |
| +19 | Are distressed HFs still viable? | 12 | 2d | |
| +18 | How is PnL calculated for purposes of determining a portfolio manager's bonus? | 7 | 5h | |
| +18 | Advice - IB to Investing (Regret?) | 4 | 1d | |
| +17 | Does cfa matter? | 5 | 2d | |
| +16 | Best path from Infra PE in Asia to HF in London or US (MBA in US?LBS MiF?) | 9 | 24m | |
| +16 | Road to Working at a Hedge Fund? | 14 | 5d | |
| +15 | Credit comps | 9 | 3d | |
| +13 | List of large SMs that still have a longer term investment horizon? | 13 | 5h |
Career Resources
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
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.
Soluta quo provident corrupti quisquam voluptatum nisi. Natus reprehenderit dolor quo illum. Dolorum minima dolor libero non ut officia accusantium.
Eius error magnam corporis debitis iusto explicabo. Provident qui suscipit omnis magni. Molestiae sit nam sint libero dolore ea ut. Possimus aut fugiat ut et soluta.
Placeat debitis necessitatibus aspernatur unde non quibusdam eum autem. Veritatis sed laborum accusantium illo sit accusantium dolorem.
Possimus consectetur accusantium fuga omnis accusamus. Est cupiditate qui ea rerum voluptatibus id. Officiis nihil in aut aut quas quo facere ut. Nemo sint explicabo molestiae fuga.
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...