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  1. Modeling short-selling accounts

    I am having trouble modeling short-selling mechanics in my backtesting system. When I sell stock short, I make the following changed to account...
    Thread by: nijshar28, May 8, 2020, 0 replies, in forum: Strategy Building

  2. Short-selling accounting

    I am having trouble modeling short-selling mechanics in my backtesting system. This is not a real live accounting question, but it is about...
    Thread by: nijshar28, May 8, 2020, 3 replies, in forum: Taxes and Accounting

  3. Another question on margin (initial requirement vs. buying power)

    Some brokers advertise their offering of margin accounts with 4x buying power for trading stocks. I am specifically thinking of Alpaca (margin...
    Thread by: nijshar28, Apr 2, 2020, 2 replies, in forum: Strategy Building

  4. L / S cash-neutral portfolio exceeds margin

    The mystery has been solved. For most of the names I trade, IB happens to have special margin requirements of 100%, as can be identified here:...
    Post by: nijshar28, Mar 31, 2020 in forum: Risk Management

  5. Learning to trade on margin (please help)

    The mystery has been solved. For most of the names I trade, IB happens to have special margin requirements of 100%, as can be identified here:...
    Post by: nijshar28, Mar 31, 2020 in forum: Strategy Building

  6. L / S cash-neutral portfolio exceeds margin

    Here's a screenshot of my accounts: [ATTACH] What seems odd to me is that the Current Excess liquidity account is close to 0, even though the...
    Post by: nijshar28, Mar 30, 2020 in forum: Risk Management

  7. Learning to trade on margin (please help)

    Hey. Thanks for your advice. I think I need to have a better grasp of the SMA account and how the margin accounts work in general. Incidentally,...
    Post by: nijshar28, Mar 30, 2020 in forum: Strategy Building

  8. Learning to trade on margin (please help)

    Hi Keith. Yes, this is very helpful.
    Post by: nijshar28, Mar 30, 2020 in forum: Strategy Building

  9. L / S cash-neutral portfolio exceeds margin

    Thanks, I will look into that. I can also just dig into the book and try to figure out which stocks have what margin requirements (as per IB...
    Post by: nijshar28, Mar 30, 2020 in forum: Risk Management

  10. Learning to trade on margin (please help)

    To be honest, I did not understand your points. But I appreciate your willingness to help.
    Post by: nijshar28, Mar 30, 2020 in forum: Strategy Building

  11. L / S cash-neutral portfolio exceeds margin

    Hi everyone. I posted this in the Strategy Building forum but could be more relevant here (not sure). Anyway, I am testing out a systematic,...
    Thread by: nijshar28, Mar 30, 2020, 4 replies, in forum: Risk Management

  12. Learning to trade on margin (please help)

    What I wrote above about sell orders going through first does not quite make sense. I guess I just don't understand why I run out of excess liquidity.
    Post by: nijshar28, Mar 30, 2020 in forum: Strategy Building

  13. Learning to trade on margin (please help)

    Hi everyone. I am testing out a systematic, cash-neutral, long/short strategy in a paper trading account with Interactive Brokers. Each day, an...
    Thread by: nijshar28, Mar 30, 2020, 13 replies, in forum: Strategy Building

  14. IB orders, commissions, and paper trading

    Hey. Again your comments are really helpful. I feel that's a great way to think about this. I am already seeing ways to statistically test for a...
    Post by: nijshar28, Mar 27, 2020 in forum: Order Execution

  15. IB orders, commissions, and paper trading

    You make a good point. In the paper trading account I paid about $1800 to open $1M worth of stock positions, so that's roughly 0.18% of trade...
    Post by: nijshar28, Mar 26, 2020 in forum: Order Execution

  16. IB orders, commissions, and paper trading

    Hey thank you for the pointers. Pardon my ignorance but what is IEX? When you say "IB VWAP will place and adjust regular limit orders"? Do you...
    Post by: nijshar28, Mar 26, 2020 in forum: Order Execution

  17. IB orders, commissions, and paper trading

    Hey thank you so much for your reply. If I set the Passive mode and No Liquidity options in VWAP, should I expect price improvement even for a...
    Post by: nijshar28, Mar 26, 2020 in forum: Order Execution

  18. IB orders, commissions, and paper trading

    Hi. I am trying out different execution algos with Interactive Brokers (paper trading mode). First, I noticed that it allows me to place VWAP and...
    Thread by: nijshar28, Mar 26, 2020, 9 replies, in forum: Order Execution
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