I am new to C2, and is interested in following Volatility Edge XIV (http://bit.ly/2baYIxC). My budget is US$10k without using margin capacity. Since the portfolio currently is around US $33k, so to follow with my budget constraint, I should scale to 10k/33k, 30% of scaling factor?
When I enter a strategy while it has been run for a while, how would my portfolio mimic the strategy currently opened positions?
Thank you for your reply & time.
You need to be aware of whether a system itself is using margin. If it is, and it’s a stock system for example, then you would expect a $30k system to sometimes hold up to $60k in stocks. So a $10k cash account would shoot for 16% (10k/60k) scaling.
Kind of simplified, and this would just be for a stock system. Futures or currency would have different margin requirements. You could PM the system manager and see what they say, but if they don’t understand the question, maybe look around for a different system
I see. Thank you for your reply.