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This guy claims you can get a crypto license in Dubai (for about $15K) and bank easily that way?

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As I have mentioned above you need to obtain advice from a lawyer and an auditor in order to structure it properly to be able to have such company's profits fall under the IP box regime.
Thanks for the idea. Have just read more about it. To be confirmed through a ruling perhaps.

Aside structuring, practical questions may arise too, e.g. the possible requirement of getting a new copyright each and every time a trading strategy/EA software is adjusted, calibrated or created.