Because of things beyond my control I have to move back to Massachusetts. I lived there several years ago when I first started trading and for short term capital gains Massachusetts slaps you with a 12% tax. My question is if I have to remain in Massachusetts is there any way I can avoid this 12% tax by setting up some kind of trading entity? I've looked at a couple things but then I'd be SE taxes. Is there a way to avoid both of these legally? Thanks for any help