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Jan 23, 2017
10:27:05pm
Homercles Contributor
In my firm's case, much of the cost comes from middle and back office costs.
Those scale at least somewhat linearly (i.e. if you do X number of trades with Y number of fails that require resolution, you can expect more fails as you do more trades).

Additionally, there are broker transaction costs and commissions. Every time I trade your portfolio, they charge me, so bigger portfolios with bigger transaction blocks cost more in commissions.

Those are a couple reasons, that may or may not be satisfactory for you.
Homercles
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Homercles
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