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Backtesting CFDs/Margin/Interests

Posted By Sterni 4 Years Ago
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Posted Saturday January 12 2013
Hello Together,

i would like to Backtest CFDs Strategies with RE.

So generally is that possible with RE and how does RE handle this intenally? Which are the settings or codings i have to do?

On the one hand it is important to deal with margin including the interests and commissions (e.g. overnight fee)

In Wealth Lab i think this is not solved correctly.

Can anybody give me an information?

Thanks a lot!

Regards

Sterni

phg
Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)Supreme Being (46,793 reputation)
Posted Sunday January 13 2013
Please correct me if I am wrong, but doesn't "CFD" stand for 'Contract for Differences', which are differences in the settlement prices of futures? I know nothing about this. Could you elaborate, please, about how this is traded? What instrument(s) comprise the feed, for example? What exchange trades these things?

Thanks for taking the time to educate me on this interesting topic.

-Pete

See also Yahoo group about applying RE.

Posted Monday January 14 2013
We're not familiar with the particulars. Can you elaborate on what the differences are between CFDs, normal futures settlement and forex (interest)? We have logic to deal with forex rollover interest, but we're not sure if this is similar to what would be needed for CFDs. Thank you.


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