Tag: margin
Concepts
- Collateral Transformation and Upgrade Trades
- Commodity Futures Basics
- Exchange Margin Tiers and Insurance Funds
- Financing and Margin Cost Modeling
- Financing Constraints On Position Size
- Futures vs Forwards
- Haircuts and Collateral Management
- Hinge Loss and Margin Maximization
- Initial Margin and Variation Margin at a CCP
- Initial Margin vs Variation Margin
- Leverage and Margin
- Margin and Leverage in a Short Option Book
- Margin-Based Generalization Bounds
- Margin Efficiency Across a Multi-Strategy Book
- Margin Headroom And Buying Power
- Options On Futures
- Portfolio Margining
- Prime Broker Financing and Margin Terms
- Settlement Prices and Daily Marking Conventions
- How Short Selling Works
- SPAN Margin Methodology
- Support Vector Machines