When i look at my system’s “margined” amounts, they seem really low to me. How are these calculated?
Thanks
From the FAQ:
"For futures, we use SPAN margins. Collective2 automatically goes out and downloads the latest SPAN data files a minimum of once each day, so you can be assured that we calculate accurate future margin requirements. When normalizing P/L results against margin requirements, we use initial net margins which are always higher than maintenance margins. (Of course, if the maintenance margins increase above the initial margins, the system will recognize this.)"
