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Questions tagged [fees]

The tag has no usage guidance.

0
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1answer
61 views

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 ...
1
vote
1answer
126 views

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' ...
0
votes
1answer
64 views

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 ...
0
votes
1answer
3k views

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?
0
votes
1answer
104 views

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 ...
4
votes
1answer
58 views

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 ?
1
vote
1answer
114 views

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 ...
2
votes
1answer
205 views

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
5
votes
0answers
78 views

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. ...
1
vote
0answers
56 views

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 ...
6
votes
0answers
298 views

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 ...
1
vote
1answer
119 views

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?