Calculate leverage in portfolio report
2 replies
Roberto
6 years ago #233211
Hallo, is there a value of max leverage used in QuantAnalyzer?
EU regulation is going to redure max leverage as us brokers. I think it could be usefull to calculate.
Thank you
tomas262
6 years ago #233219
Hello,
the MM is defined as % risk using known risk size. The leverage is not considered but we could add this function into future version of Quant Analyzer. I will make a note for developers
Roberto
6 years ago #233224
Great. Thank you
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