I want to model the effect of taxes on ST vs LT trades.
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Discussion on deducting expenses from backtests to model taxes on ST vs LT trades.
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Is there a way to deduct expenses from a backtest?
Levi Freedman | March 2021
I want to model the effect of taxes on ST vs LT trades.
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Derek Melchin
Hi Levi,
Refer to this related thread for an example algorithm that adjusts the amount of cash in the account throughout the backtest.
Best,
Derek Melchin
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