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Portfolio margin

  #17 (permalink)

Sofia, Bulgaria
 
Trading Experience: Advanced
Platform: IB,TOS
Broker/Data: IB
Favorite Futures: Options,ES,6E,ZB,SPX,RUT,CL
 
Posts: 47 since Jul 2010
Thanks: 6 given, 42 received


londonkid View Post
Hi. Portfolio margining by it's very nature is dynamic. Your brokers back office system will margin you in real time.

Good Luck.

Hi,

yes i know it is dynamic !!! The question is what is the logic and math behind this dynamic. My broker (IB) told me that exact formula is secret.

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