Is there a feature in Quantopian where we can accrue an expense for Hard To Borrow Fees? It would be nice if we could say, subtract annualized 3% per day from the cash line for the duration of a short position to cover the HTB fees. The HTBs are different for every stock at different times, but it would be cool if we could just put in an estimated %.
Thanks,
Gary
Currently there isn't a good way to simulate fees (borrowing costs, taxes) in the backtester. You hit on another item that's on our queue :). Other members of the community shared a hack around this, perhaps it'll be helpful to you: https://www.quantopian.com/posts/removing-cash-from-portfolio-to-pay-taxes
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