(I work at Quantopian) You can specify a commission model (https://www.quantopian.com/help#ide-commission https://www.quantopian.com/help#ide-commission) and a

(I work at Quantopian) You can specify a commission model (https://www.quantopian.com/help#ide-commission https://www.quantopian.com/help#ide-commission) and a slippage model (https://www.quantopian.com/help#ide-slippage https://www.quantopian.com/help#ide-slippage). Right now, you have to enter parameters into one of our pre-made models, but soon (next week probably) you'll be able to write a custom model that uses whatever inputs you'd like to calculate commission and slippage.