Building a Robust Backtesting Framework - Trading Costs (4/N)
In this post, you will read about:
Different types of trading costs and their impact on trading strategies.
Practical examples of cost calculation using Interactive Brokers (IBKR) rates.
Our implementation of a TradingCostCalculator class for realistic backtesting in the QuantJourney Backtesting Framework.
In trading, it's crucial to understand and manage t…