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  1. Question about real-time databases

    Polyhedra IMDB is what you are looking for.
    Post by: jef, Jan 17, 2012 in forum: Data Sets and Feeds

  2. margin question

    Hi iceman1, The margin is not the risk of your portfolio. Margin is : what will cost to close all you position tomorrow Of course more you...
    Post by: jef, Nov 16, 2011 in forum: Options

  3. Short option margin requirement (NYMEX/ICE underlying)

    Hi, the margin of an short option is not the one of the underlying. It is in the span file and it is computed with the BS formula. A bad...
    Post by: jef, Oct 19, 2011 in forum: Options

  4. Margin Higher than the Maximum Possible Loss?

    Why didn't you read my answer? read more write less. you think IM = worse loss it is false. If you sell a put they have to buy it....
    Post by: jef, Aug 13, 2011 in forum: Options

  5. Margin Higher than the Maximum Possible Loss?

    Hi eurex uses RBM but it is like span. IM=risk + net option value = additional margin + premium margin What is the cost to liquidate your...
    Post by: jef, Aug 11, 2011 in forum: Options
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