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How can I calculate the performance if I deduct 0.42% fee on a monthly basis? #375

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boyac opened this issue Jul 15, 2022 · 0 comments
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boyac commented Jul 15, 2022

How can I calculate the performance if I deduct 0.18% fee on a monthly basis? And how can conditioning to further deducting fees if the portfolio price pass a certain level, for say 105 then I deduct 0.42%.

Instead of a fixed amount, the monthly fee deduction is based on the total amount of the portfolio.
Should I change
bt.algos.CapitalFlow(), or bt.algos.Rebalance()?

thanks

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