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Calculate leverage in portfolio report

2 replies

Roberto

Customer, bbp_participant, community, 8 replies.

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8 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

0

Tomas Matejka

Administrator, sq-ultimate, 2 replies.

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8 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

1

Roberto

Customer, bbp_participant, community, 8 replies.

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8 years ago #233224

Great. Thank you

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