THREAD IS RIP. DON'T POST HERE PLEASE. I MADE A MASSIVE ERROR, I WILL REPOST WHEN IT IS FIXED
@blue: I know, I will probably not be designing this with 10,000,000 as the portfolio value since there is no point (I dont have 10,000,000 - most people dont have 10,000,000) . I'll set it to 100,000 and add one line of code to to make sure that it doesn't over leverage and that should solve the problem.
Either way, It happens for a few minutes if I remember correctly - not exactly a big deal in terms of returns I imagine, Ill have to check later.
This is going to sting a little. Charting overnight margin using https://www.quantopian.com/posts/margin. The basis is simple, noting any negative cash before market open. One night was 8.5M. Average per day around 80k. Stung now avoids worse sting later in the real market.
Either way, It happens for a few minutes if I remember correctly - not exactly a big deal in terms of returns I imagine, [...]
Seems to be going around.
Hover over the custom chart for an anti-ho_hum_margin_what_margin inoculation.
I believe the traditional N in FANG is Netflix, though I can understand preferring Nvidia. Here's how it does with FAAANNMGS.
What do you think about a situation like happened at the beginning of June when the big funds apparently rotated out of tech and into other sectors like financials? Do you think psych signal could be used to effectively reduce exposure to FANG in instances like that? I assume when things fall for no rational reason sentiment would get more bullish, so it wouldn't exactly help with avoiding drawdowns.
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