Calculating Leverage on Futures Contracts

Discussion in 'Index Futures' started by BuySellSideTrader2020, Nov 27, 2018.

  1. Palindrome

    Palindrome

    I trade with Bracket orders always, I've never had an issue getting out where I want to.

    Anyone else have an opinion on the size I described?
     
    #11     Nov 28, 2018
  2. bone

    bone

    I find that risk tolerance and leverage are still very individualistic, emotional topics for traders. Pain thresholds and tolerance are not uniform - especially for self-funded independent traders.
     
    #12     Nov 28, 2018
  3. Overnight

    Overnight

    Overnight or over the weekend is the same thing, mostly.

    The following are all day trades for today in NQ. All of this would be easily achievable with only $50,000 cash. Hell, it could have been done with just $10,000 even with the drawdowns.

    nqsimforpalin.JPG

    nqsimforpalin1JPG.JPG


    The reason I would be able to do this is because of the generosity of brokers who allow daytrade margins. With my broker, it is $500 per contract. This means that in a 10 contract position, they use $5K of my cash, and the rest from my broker's account to cover the initial, which would be, oh, $77,000 total for ten contracts in NQ?

    You see, if I am in and out during the day, there is no worry about "leverage". And even if I am in for the overnight or weekend hold, there is no worry about the full leverage on the contract. The CME provides for the performance bond reduction (the margin/leverage/whathaveyou), and brokers will pass this along to you the trader. Usually.
     
    Last edited: Nov 28, 2018
    #13     Nov 28, 2018
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  4. Palindrome

    Palindrome

    Outside of NQ, I trade 1 CL per 50k, 1 GC per 50k


    From a risk standpoint there is a major difference. Overnight, there is continuous access to the market to liquidate or enter a position. You can't do that over the weekend as the market is closed until sunday night.

    (Great spot to buy NQ's for a 30 point move higher :) 6898 I'm holding this one tonight )
     
    #14     Nov 28, 2018
  5. Palindrome

    Palindrome

    Bone I appreciate your input. You've been around a while, what is the spectrum of leverage you see of professionals/successful traders operate in?

    Being that I don't really know anyone who actually trades, I wonder where I fall in the level of leverage out there? I feel I am aggressive, but I'm not sure where I fit in the spectrum.

    1 CL per 50k, 1 GC per 50k, 1 NG per 50k, 2 eurfx per 50k, 4 GBP per 50k
     
    #15     Nov 28, 2018
  6. Overnight

    Overnight

    I realize you didn't ask me, but I will spew forth my input...

    You are playing it safe, definitely the smart way to think of it.

    Especially NG and CL as of late. GC you could probably drop down a few notches to 20K per, that thing has been sleeping for a while.
     
    #16     Nov 28, 2018
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  7. Palindrome

    Palindrome

    GC is very boring lately. Thanks for the feedback. I feel like I'm middle of the road with my "sizing" relative to capital but honestly have no idea because I don't really know any traders. Not too aggressive, but not too risk averse. I actually carry wide stops too about 1.4 to 1.8% of capital per trade.
     
    #17     Nov 28, 2018
  8. bone

    bone

    That’s all that matters. It would be disengenuous of me to tell you that your emotional state (that is, your own personal risk tolerance) is not authentic.

    Every client I take on is quite unique in this regard. Before a client goes live, I will typically have a conversation with him along the lines of: “how much money are you willing to risk daily; what are you willing to risk Weekly?” I will take that information and recommend a sizing plan and a spread construction and market sector plan.

    You can risk $1500 per day on a Gasoline Crack spread. Easy. On the other end of the spectrum you might risk $40 per day on a Eurodollar Condor. And there are quite literally tens of thousands of spread combinations in the center of that risk spectrum I just described. Cotton is quite risky - Coffee much less so. It will likely take seven figures of margin (and a willing FCM) to spread PJM-W Power versus Nat Gas (spark spread), but a Natural Gas Butterfly might use several hundred dollars worth of margin. And all points in between.
     
    #18     Nov 28, 2018
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  9. excrypto

    excrypto

    Could you explain to me what is needed to enter one contract of the ES mini? CME just lists $6000 maintenance margin. When I check Amps homepage they say minimum (ES) $300 day trade margin but when I click on their margins link they say (ES) $400.

    New to futures. So all I would have to send to my broker would be $6000 [which I always have to have in my acct to make a new order to trade 1 contract by CME rules] and then just $400 to satisfy AMP for every contract I enter? So $8k or more like $10k just to be safe for possible drawdown?
     
    #19     Mar 20, 2019
  10. Overnight

    Overnight

    Since you are new to futures, (as you say), nevermind what it says on their pages, or the CME site.

    Sending your broker $6,000 to trade 1 contract in the ES is a good play. And when you get the funded account, trade just one contract during your daytrading with the $6,000. You should be fine.

    Worry about the other details later. Or better yet, wait until May when they start the micro minis.

    Damn, wish those existed when I started.
     
    #20     Mar 21, 2019
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