  We consider the problem of the optimal trading strategy in the presence of a
price predictor, linear trading costs and a quadratic risk control. The
solution is known to be a band system, a policy that induces a no-trading zone
in the positions space. Using a path-integral method introduced in a previous
work, we give equations for the upper and lower edges of this band, and solve
them explicitly in the case of an Ornstein-Uhlenbeck predictor. We then explore
the shape of this solution and derive its asymptotic behavior for large values
of the predictor, without requiring trading costs to be small.
