Flirting with Models

The Research Library of Newfound Research

Tag: trading costs

ETF Bid/Ask Spread: Timing is Everything

Does High Turnover Necessarily Imply Tax Inefficiency?

Portfolio turnover is only one aspect of estimating tax costs. High turnover may not imply high taxes if only a portion of the portfolio is turning over

Using Tracking Error Thresholds to Manage Turnover

If we decide when to trade based on the amount of tracking error, we can reduce portfolio turnover. However, the cost may be more tracking error!
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