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  #21 (permalink)
 drolles 
London, UK
 
Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
Posts: 94 since Oct 2010
Thanks Given: 24
Thanks Received: 39

I’ve found another one on this topic – margin requirements. We need to calculate the margin requirements prior to trading. I guess this is the next step after your position size calculation.

Has anyone seen any good code fragments for this? I suspect that it will be different for each broker and instrument.

Kind regards,

drolles


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