IB Margin Predictor

ET180 · Nov 10, 2022

I am aware of the Risk Navigator:

https://www.interactivebrokers.com/en/trading/risk-navigator.php

But is there a tool in TWS that will show me my portfolio's hypothetical margin requirement (assuming no position changes) based on moves in SPX? Most of my risk is in the SPX.

earth_imperator · Nov 11, 2022

I don't know about IB, but from a programmer's perspective this is easy to implement.
I think long ago I saw a public web tool that was using IBs formulas for margin calcs. I think it was just for Reg T. Sorry, don't have a link anymore.

ET180 · Nov 11, 2022

earth_imperator said:
I don't know about IB, but from a programmer's perspective this is easy to implement.
I think long ago I saw a public web tool that was using IBs formulas for margin calcs. I think it was just for Reg T. Sorry, don't have a link anymore.

Reg-T is straight-forward. Portfolio Margin is impossible because they don't tell you how they come up with their margin requirements. They only very loosely describe qualitatively how it works. But not enough to reverse engineer their algo.

earth_imperator · Nov 12, 2022

ET180 said:
Reg-T is straight-forward. Portfolio Margin is impossible because they don't tell you how they come up with their margin requirements. They only very loosely describe qualitatively how it works. But not enough to reverse engineer their algo.

Ok, sorry I must have overlooked the word portfolio; I've no experience with PM, just learned myself some new stuff. Thx.

ET180 · Nov 12, 2022

earth_imperator said:
Ok, sorry I must have overlooked the word portfolio; I've no experience with PM, just learned myself some new stuff. Thx.

Sorry, I didn't actually specify PM in my original post. I should have mentioned that.