Margin management · TradersWeek

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Output: Research filter
Input: Account equity, volatility, stop distance and exposure
Horizon: Before entry and throughout the position
Best use: Keep a loss or exposure decision bounded before a trade is placed.

Input: Account equity, volatility, stop distance and exposure.
Output: filter.
Use boundary: Keep a loss or exposure decision bounded before a trade is placed.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Protective put4 readings

Often reviewed together

Leverage control7 readings

Read in the archive24 of 68 readings

1988When action-seeking replaces the decision processDecision process 1991Constructing short-squeeze pain from interest and marginIntermarket and spreads 1995Stock leverage from compounded returns and margin costSizing and leverage 1995Constructing equity versus leverage with resampled tradesSizing and leverage 1995Filter leverage by sequence-loss oddsSizing and leverage 1997Convert a market story into a testable decision processDecision process 2002Single-stock futures: contract selection and the margin boxOptions and volatility 2002Cap, scale, and delever when research buys latePortfolio construction 2002The pattern-day-trader equity floor as a leverage governorSizing and leverage 2003Synthetic long construction with delta and margin checksOptions and volatility 2003Cash-covered split-synthetic after a declineOptions and volatility 2004Posted margin as the scarce input of an option-income writeOptions and volatility 2004Same-strike calendar construction, decay income, and account gatesOptions and volatility 2004Capping futures leverage to intended share exposureSizing and leverage 2004Retail forex tickets as implementation-cost contractsOrder types and routing 2004Half-size energy futures as a pre-trade leverage filterSizing and leverage 2005Currency execution costs hide in spreads and marginLiquidity and costs 2006Daily margin as a leverage filterSizing and leverage 2006A commodity sleeve is a contract-design choiceIntermarket and spreads 2007Bounding futures risk with stops, trails, and marginStops and loss limits 2007Sizing options by assignment, spread legs, and portfolio marginOptions and volatility 2007Fund a put-hedged long by remaining package lossSizing and leverage 2007Interest as a sizing filter on collared stockOptions and volatility 2007Construct futures size from the good-faith deposit and the spreadSizing and leverage

This registry entry describes a research method. It is not investment advice and does not make a performance claim.