Any benefit from Portfolio Margin for a diverse portfolio of ETFs held long term?

Discussion in 'Trading' started by SVP_of_Fund_Pyrotechnics, Feb 16, 2021.

  1. I realize portfolio margin is a bit of a black box but I'm somewhat confused whether it only applies to direct hedges (eg. puts on long positions) or if it takes into account a simple diversity of things like being long (via ETFs) equities from different regions/sectors, bonds/treasuries, gold/metals, etc. So is there any benefit from portfolio margin vis-a-vis a diverse portfolio of asset classes held as ETFs (long only)? I have accounts at TD Ameritrade, Interactive Brokers, and Fidelity that I'd be considering switching to PM, just in case the answer is very much broker dependent. I don't day trade, almost entirely long term, try to align with the current macro trends, maybe a few <1 year swing trades with a minority portion of the portfolio. Currently using RegT margin at IB, levered about 1.6x. Mainly just want to increase my Max DD till margin call/liquidation head room.
     
  2. deltaf0rce

    deltaf0rce

    In layman’s terms, leverage is usually 6x as opposed to 4x with almost perfect relief for real hedges or synthetic relationships. If doing what you’re trying, I’d the cheapest margin you can from a reputable firm and try not to get blown out.
     
  3. Yes, assuming your holdings are mostly PM-eligible (which depends on the broker, but mostly liquid ETFs and large cap stocks should be), you would be able to take a bigger max DD before a margin call since your PM margin requirements were lower.