Another member with monthly volume of 10-20M shares on this forum suggested starting a non-profit broker dealer or brokerage to cut the commission cost down to 2-3 mil/share. I am starting my own hedge fund and my monthly volume is around $5M+ shares. We can share costs and pay commissions in a prorated manner. If anyone else is interested, please PM me and I will add you to the group chat. Your monthly volume need to be at least $5M shares otherwise we won't consider.