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by raymondmoay 1332 days ago
You’re right. Currently high frequency trades are penalised by commissions which has a fixed component. I’m still banging my head trying to figure out a simulated tax environment, but I’ll get it done.

The goal is to make it as perfect as it can as an imperfect proxy to investor skill.

1 comments

Long term =15% ish percent short = 30% easy and close enough to make it fairly representative