I completely understand you have other priorities, and I appreciate you taking the time to answer all the questions in this thread. No, costs are not eating up capital, it's the wrong kind of volatility.
https://qoppac.blogspot.com/2016/05/optimising-weights-with-costs.html I found the post here but the associated file is missing on github https://github.com/robcarver17/pysy...xamples/optimisation/optimisationwithcosts.py Can you please help with the file?