Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | After some more thought using what I found in my posts above, I think I may have a way to let OV adjust the leveraged ETFs so that the margin calls might be eliminated. It would require putting the leveraged ETFs into their own Portfolios and adjusting their Max % Invested. Rather than go into a long explanation, I put together a spreadsheet that I hope explains the idea step by step. I've included a snag of the spreadsheet and attached the spreadsheet. See what you think... I don't have time at the moment to test it in an OV simulation to see if the resulting trades would stay under the limit, but I'll try to get to that sometime soon. Mark [Edited by Mark Holstius on 3/26/2016 3:01 PM]  Attached file : Margin Call Solution.xlsx (93KB - 377 downloads) Attached file : Margin Call Solution2.jpg (359KB - 807 downloads) |
