Broker Cost Historic extrapolation
Broker Cost Historic extrapolation
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whisperer · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: whisperer
Original post: https://quant.stackexchange.com/questions/54100
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
Given some broker costs today. What is the best way to extrapolate them into the history ? Would it be linear or exponential rise (towards history) ?
This would be for backtest simulation involving multi-asset class futures, to incorporate appropriate broker costs. Not looking for price impacts in transactions.
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Quoted from Forex.com.bd-Editorial External question — Quantitative Finance Stack Exchange Author: whisperer Source score (net votes, not local likes): 0 Original post: https://quant.stackexchange.com/questions/54100 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Given some broker costs today. What is the best way to extrapolate them into the history ? Would it be linear or exponential rise (towards history) ? This would be for backtest simulation involving multi-asset class futures, to incorporate appropriate broker costs. Not looking for price impacts in transactions.
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