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 simulat

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.