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I'm not here to make a case one way or the other, but I would point out the graph at the top of the page numbered 775.

Most of the reported difference in net performance is due to the impact of commissions and spreads: As trading goes up, gross return was not impacted, but net return was.

Retail investors in 2000 were getting fleeced. (And if you think that's bad, take a look at commissions in 1980.)



Trading used to involve a lot more labor; it makes sense that the commissions have dropped.


You're not wrong about the 1980 comp but by 2000 this was automated and very, very profitable for brokerages.




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