I don't see a problem here. Simply; 1). Mark to market at EOD. 2). New money = / = old opportunities. 3). As you get larger expect...
You can do this in illiquid markets, if you fully understand market mechanics. You need to find markets with no MM's participating where...
Wow, my post finally made it through moderation. Although I missed out the main part which was the Risk Modeling as referred to in the title....
I have been trading for approximately 3 years now, I typically trade for 3 months then take a 3 month break to deepen my sophistication....
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