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Questions tagged [fees]

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Understanding and calculating all the trading fees

I'm trying to make a simple script that calculates fees (commission, regulatory, exchange and others). Taking Fee Table from IBKR as an example I have a few questions: Is "Value of Aggregate ...
cc88's user avatar
  • 75
2 votes
4 answers

How do funds assess fees to investors?

I am trying to understand how funds incur fee onto its investors. I found out that a typical fund fee structure is 2% of AUM and 20% of the excess profit. If fund received 10MM capital from an ...
Validus Oculus's user avatar
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How do trading firms that pay for order flow make money from "arbitrage"?

I understand that retail brokers pass their customers' trades on to trading firms, and receive a payment for order flow in return. These trading firms carry out the trades and presumably also have to ...
Axel Boldt's user avatar
0 votes
1 answer

Translating Order books accounting for fees

I am trying to understand how fee structure plays into how I should best execute a trade. Say there are two exchanges with the following order book: Exchange A: Bid Qty | Bid Price | Ask Price | ...
koon93's user avatar
  • 183
0 votes
1 answer

CFD Broker that only charges for earnings

I've created a small piece of software that allows me to invest into CFDs and gain some small profits. However, most brokers I've found require high opening/closing fees that are in most cases a way ...
Thorolus's user avatar
3 votes
1 answer

Finding maximum profit on 'ideal' trading with fees

To properly develop my trading strategies I need to find a way to calculate maximum theoretical income made from trading time series with perfect accuracy (i.e. trading while holding 'crystal ball' ...
Jarro's user avatar
  • 65
1 vote
1 answer

Fees from market order routing in different fee-strucuted exchanges

Let's have two exchanges A and B. Exchange A has maker-taker fee structure, while exchange B has taker-maker fee structure. What happens when a broker routes market order to an exchange B at the time ...
ragoragino's user avatar
0 votes
1 answer

What is the difference between performance fees and carried interest?

What is the difference between performance fees and carried interest when talking about funds and compensation schemes?
AgFre's user avatar
  • 1
0 votes
1 answer

How to calculate daily return including fees?

I have a trading strategy that closes one position on an asset and open a new position on a different asset every day at noon. No more than one position is open at a single time. Assets are crypto ...
Florent's user avatar
  • 241
3 votes
1 answer

Fees on derivatives

Since it's obviously not at their fair value that derivatives are priced, how do investment banks compute the fees that they add on top of the risk neutral price ?
BS.'s user avatar
  • 165
1 vote
1 answer

Calculating Fees (Kane, Marcus, and Trippi)

Having read a chapter in Bodie, Kane and Marcus' Investment, I came across a formula I do not quite understand. It states that the percentage fee in excess of what an index fund would charge on active ...
Gustavo Louis G. Montańo's user avatar
2 votes
1 answer

Online database of ETF & Mutual Fund Fees?

Is there any online data source of ETF and/or mutual fund fees? Free or paid is fine, although hopefully there's something out there cheaper than Bloomberg
Thomas Johnson's user avatar
6 votes
1 answer

How to price lookback american option when its payment is distributed during its life

I would like to price a floating strike american lookback with a particular feature: I don't want to charge upfront the client, rather I would like to insert a "running fee", some sort of a dividend. ...
Mitch76's user avatar
  • 131
1 vote
0 answers

EDGX, EDGA, Nasdaq and Bats-Z Pricing in 2011

I'm trying to find the fee and rebate structure of these 4 exchanges during year 2011, in the specific, I'm interested in the cost of posting a hidden Limit Order, in the cost of removing a visible ...
g_puffo's user avatar
  • 415
6 votes
0 answers

How to become a registered market maker on an exchange [closed]

We are thinking of applying to become a registered market-maker on different European exchanges. The name varies from exchange to exchange (Liquidity provider on Euronext for instance). Could anybody ...
statquant's user avatar
  • 1,288
1 vote
1 answer

Trading Elasticity Research

Is there any good research on the price elasticity of trading in financial markets? Things like optimal fee structures and the like?
Kinnard Hockenhull's user avatar