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Am sorry for coming back to the original question, but in the absence of pulling the data via an API or a report, is anyone experienced with an RPA like UiPath to scrap TWS?

Yes, this is offered with the "What-if" module in the standard api spreadsheet. But those calcs relating to adding a new position (or adding/reducing current holdings) versus measuring the impact of existing holding to the overall margin requirements.

After searching for months, I am unable to find [initial] margin requirements by security (i.e. at the security level) anywhere besides right clicking on every security in TWS / Show Margin Impact. No reports whatsoever and nothing in Risk Navigator. Impossible to get anything in the excel APIs...

I have since found a Reddit room called FATfire. Loads of similar stories there. P.s. ski and travel (once a month) did it for me. Edit:. Happy to help as well if need. A small piece of advise that you already know but have not acted on yet can do wonders I find.

Spoke with BNP. Not interested in a accounts generating less than 500k in fees per year. Who else?

Happy to do that. Haggle with whom?

Short of negotiating hard with a full scale investment bank, can anyone compete with IBKR's overnight borrow rates for accounts in the $25-50m size bracket?

By doing a very deep portfolio massage I have managed to reduce my Initial margin significantly to a a blended 1.2x of maintenance margin now. But that process has been very manual. @def an overnight report would be terrific if your team can produce one. All the info is already visible on TWS.

Only for Rules Based securities and Risk Based securities. Most of my holdings fall under the Portfolio Margin Details section - nothing there.

can you get the initial margin breakdown with eTrade?

that What-If did not cut it unfortunately. Variance does not match what I see on TWS. Raised it with the help desk and they could not provide a clear answer why this was the case. I was hopping for a simple overnight initial margin security by security report of some kind.

what about the question I raised initially?

here is an example of a stock in my portfolio I have been holding for month (not a new position)

That's what I thought. But every now and then, IB locks me out for initial margin violation. They call that "Available Funds". And it is way higher than maintenance margin for many smaller cap securities I look at.

I can find all kind of info on maintenance margins but the only initial margin figure I have is aggregated. I am interested in monitoring the initial margin requirement for each of my portfolio holdings. I have been using the ActiveX What-If what if to assess Initial margin requirements prior...

OP, I made 150% over 3 years ending Dec 2021 and loads here found it hard to believe. So I believe you for the simple reason that I Layman question: why does a self learning system need training?

Aren't all automated strategies variations of mean reversion? Leverage is the killer here.

Big update: I have taken all of your advice and am seeing immediate effects: I am now travelling at least 1 week per month to go skiing and am feeling great! On the other hand, my returns have suffered a bit - I am running short of good ideas. I guess I need to find the right balance....

I try to be. P.s. finance people see this as behavioural Vs innate and call it "contrarian"

The kind that requires you to actually think about your next move. Introspect without the influence of others