Margin in Simulated -> Book

Research
1

Margin comes up when I review the system, but there is no choice to enable it.

Is it disabled by design?

2

It’s activated on the General tab. Go there and change Use Margin to Yes, change the numbers that are revealed as appropriate and then return to Review.

3

I have the same question. This answer is only for Portfolio not for books.

4

I have the same request. Currently you cannot set a margin directly. I would like to do this, too.

I use workarounds:

  1. You leverage at the port and feed it into the book OR
  2. You use a “dummy” strategy* and enter -1 as a weight so (when I remember correctly) the other port will automatically receive 2 weight (leverage 2x), because the total needs to be 1. OR
  3. You change the NAV of the book to 2x your real assets but only trade it with 1x assets in reality, but then your statistics would not match.

*For the dummy strategy you create a strategy which is always empty and does not rebalance.

P123, I wished you could more easily create leverage in a book and further being able to use a formula weight ranking system that uses port characteristics such as volatility, standard deviation or # of holdings.

5

I used the same workaround but it’s not ideal…