Robin Hood has a more complex fee structure, similar to what real brokerage firms may use. It will be ideal to be able to define a fee structure that can be parameterized, such that Robin Hood can be modelled as an instance of such structure. Ideally such structure should be expandable to be able to accomodate different firms just by parameterization.
The main idea is once the package is evolved firms would come to us to be modelled, we would have a website were we can explain how to produce a JSON that parameterizes their fee structure and that can be fed into our simulation.
This can allow the comparison of strategies using different brokerage firms, and potentially optimal portfolio optimization with multiple firms.
Robin Hood has a more complex fee structure, similar to what real brokerage firms may use. It will be ideal to be able to define a fee structure that can be parameterized, such that Robin Hood can be modelled as an instance of such structure. Ideally such structure should be expandable to be able to accomodate different firms just by parameterization.
The main idea is once the package is evolved firms would come to us to be modelled, we would have a website were we can explain how to produce a JSON that parameterizes their fee structure and that can be fed into our simulation.
This can allow the comparison of strategies using different brokerage firms, and potentially optimal portfolio optimization with multiple firms.
Robin Hood Fees