looking for historical margin
Posted: Fri Jan 14, 2011 3:58 pm
Hello group,
I want to know how much portfolio margin is used over the life of the test.
Margin, contract volatility and contract value change through time. This makes the position size for any market possibly change over time.
To be accurate the margin needs to be that when the historical trade is occurring (I think). The historical margin.
Any ideas where this can be obtained?
thanks.
I want to know how much portfolio margin is used over the life of the test.
Margin, contract volatility and contract value change through time. This makes the position size for any market possibly change over time.
To be accurate the margin needs to be that when the historical trade is occurring (I think). The historical margin.
Any ideas where this can be obtained?
thanks.