Tag Info

Hot answers tagged


Excluding trade costs (which is a big assumption), you would need to consider margin.. http://www.finra.org/Investors/smartInvesting/AdvancedInvesting/MarginInformation/p005922 Assuming 1MM Short with 25% margin, you would need 250K in a margin account. This would be marked to market and you might get a margin call if your shorts climb.


Your problem going into maximize trading capital using 3 strategies. Optimal scenario should use all available capital for 3 strategies, in way that when only 1 strategy trading then using all available capital, when second trying to create trade while first taken all capital, then half of capital can be moved from 1 strategy to cover 2 strategy trades or ...

Only top voted, non community-wiki answers of a minimum length are eligible