Quote from Maverick74:
Don,
I know you are lobbying hard in DC to put pair trading courses in our public school system (just kidding of course), but the original question by the poster was what the margin would be on a naked overnight positon, not a trillion dollar pair trade. LOL.
Don, have you ever thought about running for public office? Your technique is flawless. Maybe even a White House Press Secretary?
I could never make it as a "White House" anything...I actually tell the truth....but I do like the idea of Pairs Trading in the public schools.....hmmm??
FWIW, when I may appear to be vague...it's just because we really treat our traders on a "one case at a time" basis...and we have a lot of experience with all "types" of traders, especially when it comes to risk....there are a lot of gray areas in our business.
Back at it...
Don
