Trading Cost and Interest Rate vary widely. I would accept any practical boundary condition that you would suggest. The only thing I want to achieve is that cost and interest rates do affect the optimum parameter setting.
I understand also that in the US you pay taxes on cash but not on stock holdings. In Holland this has recently changed...we pay tax on stock just the same as on cash!
If you prefer we can eliminate costs and interest so that we see only the effect of the AIM.
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