Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Pre Trade Transaction Cost Estimate and Margin Impact

Hi,

Is it possible to add a function to get pre trade:

  • Brokerage cost
  • Estimated TC
  • Margin impact

In trading this will be got through the broker. IB gives brokerage and margin impact.

In simulation mode the brokerage and TC can be populated according to the TC model.

Ability to register own TC / slippage model. I like to have a stochastic element than deterministic. Is it possible to have such a TC model. Can we hook our own.

Suminda