Interest rate: How does it affect the equity curve result

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arjfca
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Interest rate: How does it affect the equity curve result

Postby arjfca » 11 Feb 2011

Hello

In the backtest property, we could adjust the interest rate. How does this value affect the backtest result.

- Is the system take in consideration the value of the roll over interest charge
- Is the system consider the interest charged for the margin usage
- Any other interest to be paid or received?

As usual, any info appreciate
Martin

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