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Basically, the model is a Greeks play with quantitative approach and dynamic adjust. With this model, one can fully stress/margin the account to last dollar of the account no matter how big (up to $100millions? Because of the liquidity, volume, etc.?), or how small it is since the account is...

I’m posting here a small trading account (I traded it for someone else lately), in which the portfolio is positioned strictly according to the predefined parameters of quantitative strategy model. I’ll briefly describe the model in next post. Because the account is so small, so it can’t be...