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Modeling transaction fees

Does anyone know how transaction fees are represented in the simulations and reported returns? I just joined the site and am perusing shared & example code-- and I haven't seen it yet. Would one have to code that in as a cost separately?

2 responses

Check out the Quantopian help page for information on transaction cost and slippage modeling. Use the set_commission function to model commissions and the set_slippage function to model slippage, which considers the price impact of your orders.

Oh thanks Ryan! Very helpful!