|May 2nd, 2011, 05:47 AM||#21 (permalink)|
Futures Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Favorite Futures: if it trades...
Posts: 94 since Oct 2010
Thanks: 24 given, 33 received
I’ve found another one on this topic – margin requirements. We need to calculate the margin requirements prior to trading. I guess this is the next step after your position size calculation.
Has anyone seen any good code fragments for this? I suspect that it will be different for each broker and instrument.