I am reading on stuff like Margin risk etc..
http://www.hoffmantrading.com/2011/12/choosing-a-managed-futures-program/
Any good books. Currently my Margin to equity ratio is 9.7% which seems to be the optimal level.
I stressed tested my portfolio. S&P would have to drop 82% before I would reach 50% Margin to equity ratio.
http://www.hoffmantrading.com/2011/12/choosing-a-managed-futures-program/
Any good books. Currently my Margin to equity ratio is 9.7% which seems to be the optimal level.
I stressed tested my portfolio. S&P would have to drop 82% before I would reach 50% Margin to equity ratio.