Cool. Will do. Thanks guys.
I totally agree...different strokes for different folks. There is certainly more than enough room for both types of trading strategies. At some...
Yes, indeed. Although, this assumes that the "oh shit" moment actually happens with these types of leveraged, market neutral strategies. If it...
OK. I appreciate the less hyperbolic response Mav. I think we're getting somewhere. So, to recap - from what you and La Horse Noir are saying,...
OK Mav, let's make this easily comparable. Take these examples: 1. I have an IB Port Margin account with 500k cash. I use my 500k to borrow...
I appreciate the reply Darkhorse. It makes complete sense. The advantages of the allocator's capital over a PortMargin account really come down to...
Ummm.... if you say so Mav. All your comment tells me is that you don't understand what portfolio margin is, and further, you enjoy gross...
Jeeze Mav .... The discussion of leveraging my capital 100-to-1 was simply a exaggerated example I used to illustrate the concept and foster...
Maverick, I honestly fail to see a more relevant and simple comparison. From a leverage perspective, Portfolio Margin is pretty much the exact...
No, I think we are absolutely talking about similar things. Portfolio Margin has everything to do with leverage. While your point about offsets is...
I appreciate the nuanced response Darkhorse and I do understand what you are saying. However, your comments miss some small subtleties about the...
I'm not knocking the idea of first loss programs. To the contrary, I think the idea sounds fairly interesting. Mike M, I agree with some of your...
Yes, that is exactly the case I am asking about. With many market neutral strategies, risk goes down as leverage goes up. Ergo, higher leverage...
I'm curious about the mechanics of these "First Loss" type of deals. Feel free to chime in if you know the answer. Say I put up 500k of my own...
I would recommend splitting the data across a few relational tables just so it doesn't grow super huge. So, descriptive info like ticker should be...
I highly recommend Mysql as it is easy to work with, stable, and available on just about all hosted environments. It even has a pretty decent...
Cool! Thanks for finding this 1245. Good news everybody - we can all breath a sigh of relief. Portfolio margin assets are only in the low...
Lol...yes, I don't blame you for stopping at that point. Honestly, it's a bit boring to read. The key takeaway is that Portfolio Margin has...
The paper covers a bunch of related topics and you have to read the whole paper to truly get gist of what he is saying. That said, I agree 100%...
This is almost exactly what happened to a bunch of hedge funds in 2007 (during the quant meltdown), 2008 and 2009. You would be shocked to learn...
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