Recent content by newtofutures

Thanks. So to apply this to a typical CTA disclosure document that lists the Average Margin as % of Equity, if my fund were just $50k and I was trading 10 contracts, I'd be at 7.8%? What surprises me is that I thought I was being relatively conservative but many of the CTA funds that trade...

No, I am not certain at all and think I am doing my calculation wrong. The margin account for my FCM is $500 per contract but I am not sure if that factors into this. I gues I am just trying to figure out what my margin to equity is when trading 10 emini contracts bought in morning during day...

Hi, I have what might be a naive question but I have been testing out a trading system that is day trading the EMini S&P. I currently have $50k in the account and trading 10 contracts consistently. My understanding is that my Equity to Margin ratio is therefore 8%. ($1257 X $50 X 10...