Quick question about trading costs in automated trading stratagies. We have a algorithimic trading system that generally does quite well but sufferes from the fact that our trading costs are so high. I was wondering if anyone here knows how high frequency traders deal with trading costs? Are there firms that have set-ups with little to no trading costs or flat monthly trading costs? We currently estimate .1% per trade (which comes out to .2% total to get in and out of a position). As such this accounts for a fair bit of our profit. Does any have any suggestions? Thank you in advance.