Hey All,
First of all thank you all for the amazing R libraries that you guys have
built. I was playing around with Return.portfolio from the
PerformanceAnalytics package and simulating a simple 50/50 portfolio with
monthly rebalancing. I now wanted to see how the strategy changes if I tax
my gains as they happen during rebalancing. Is there an already known way
to handle this (e.g. if I can specify the tax rate, then I presume a bite
can be taken out at each rebalancing interval if there is a gain).
Thanks for all the help
Amod Karve