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Re:Show HN: Eiten – open-source tool for portfolio optimization by konfuzio on Thursday September 10, 2020 @02:32AM (#24429497)
Does the optimization include rebalancing + trading costs?
Re:Show HN: Eiten – open-source tool for portfolio optimization by hydershykh on Thursday September 10, 2020 @02:34AM (#24429509)
Trading costs are not included during the back test. Since the portfolios are buy and hold, there won't be a lot of trades. Therefore, it seemed like a reasonable assumption to ignore the trading costs especially with all the 0-commission brokerage firms out there.
Re:Show HN: Eiten – open-source tool for portfolio optimization by schemescape on Thursday September 10, 2020 @12:33PM (#24433872)
In addition to trading fees, it would be good to track taxable events, (dividends and capital gains) and let the user specify tax rates on these.