Search found 3 matches
Search found 3 matches • Page 1 of 1
- Wed Mar 28, 2007 10:00 am
- Forum: Testing and Simulation
- Topic: Very Long Term Trend Following: The Data Implications
- Replies: 37
- Views: 40742
Hi Angelo, I think you have picked an excellent forum to get clear on back adjusting, i hope that you might keep an open mind in my response. I rarely post responses on the TB forum, however after reading this thread I recall a time in my trading having some frustration and confusion on back adjusti...
- Fri Sep 15, 2006 10:20 am
- Forum: Money Management
- Topic: Managing Margin to Equity Issues
- Replies: 2
- Views: 4963
Does anyone know of a source to download historical Margins for futures/forward contracts, for example LME Copper's current margin levels are $18k+ per lot however a few years ago they were much lower (around $3k per lot). When back testing a diversified portfolio, using todays margins across all da...