Julian’s Journal

[SaidBitar]

it should be 4 times your account value – the value of stocks carried
so you can buy up to 700K

[JulianCohen]

Said Bitar wrote:

it should be 4 times your account value – the value of stocks carried
so you can buy up to 700K

OK thanks Said

[Nick Radge]

There is a higher margin account known as Portfolio Margin which can allow great leverage but is usually used when mixing markets and instruments, i.e. long equities + long puts, or long equities + short index futures etc etc

[Anonymous]

I’d reach out to IB on that one…but I believe you can hold 4x the next liquidation value, which is essentially your equity.

You swing 4x leverage in the US Julian? Is this for your MOC?

[JulianCohen]

Yes the MOC is 4x 10% but it’s not on my whole portfolio, only about 20% of it.

[JulianCohen]

Brent Hause wrote:

I’d reach out to IB on that one…but I believe you can hold 4x the next liquidation value, which is essentially your equity.

I spoke to IB. I have a Portfolio Margin account and the answer is 4x the current available funds which is found in the account section of TWS.

[Anonymous]

I am guessing since you have portfolio margin, this is higher than the 4x(NetLiquidationValue) number? My understanding of portfolio margin is that they look at the delta exposure of your whole portfolio (e.g. consider hedged positions) and thus extend more leverage if you are hedged.

[JulianCohen]

Yes that is correct as far as I can make out. Strangely the guy I spoke to said that because the margin is based on volatility he has seen guys make 200K in a day and still get a margin call. Rare occurrence but possible.

[TrentRothall]

Julian Cohen wrote:

Yes that is correct as far as I can make out. Strangely the guy I spoke to said that because the margin is based on volatility he has seen guys make 200K in a day and still get a margin call. Rare occurrence but possible.

How do i go about making 200k a day Julian??

[JulianCohen]

Start off with 200 million I guess

[SaidBitar]

Julian Cohen wrote:

Start off with 200 million I guess

Good one

[JulianCohen]

ASX MR -3.67%
ASX WTT -0.07%

US MOC 0.01%
US Swing 2.3%
US WTT 7.9%

Would be nice if the US WTT was more than 20% of the total portfolio

[JulianCohen]

ASX MR -0.5%
ASX WTT 0.2%

US MOC 1.7%
US Swing 1.1%
US WTT 1.1%
US Momo -2.7%

[JulianCohen]

ASX MR -1.4%
ASX WTT 2.7%

US MOC -0.5%
US Swing 0.07%
US WTT 7.0%
US Momo 2.3%

The Trend Following systems are out performing the mean reversion systems giving me 0.8% total profit for the month.

[RobGiles]

Julian, thanks for sharing.
Are the US WTT and the US Momo Nick’s systems?

[Author]

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