Matthew,
I understand easing SEC regulation sooner or later might allow US brokers to set customer margins based on overall portfolio exposure, rather than for each instrument separately (e.g. the margin for a stock with protective put option is lower than for a stock position all by itself). Even though I’m not sure if this will be available for retail traders anytime soon, I can imagine that adapting C2 margin rules calculations to such a system requires a significant amount of time. I was just wondering if this is on your radar screen.
It’s not. But if a new margin regime were allowed, presumably commercial software packages would become available to help brokers (and sites like C2) calculate margin requirements.
