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SteveL

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Joined: 10/11/2012
Location: Boulder, CO

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Subject : RE: 2X and 3X ETF Equity and Margin Risk Control
Posted : 3/28/2016 8:21 PM
Post #35763 - In reply to #35762

Good point - extreme drawdowns of an account's total value would result in margin calls which I would NOT expect to be modeled or accounted for in historical backtesting.

Perhaps some overseas traders will comment on whether they know what rules apply to their accounts.

Mark - thanks for the research and suggestions you've provided. It is appreciated.

Steve
Deleting message 35763 : RE: 2X and 3X ETF Equity and Margin Risk Control


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