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Re: Z8 Questions: need for IB account [Re: smn] #464083
01/20/17 12:43
01/20/17 12:43
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
No, I think it does not use the max Sharpe, but some lower value determined by the developer, something between max Sharpe and minimum variance.

Re: Z8 Questions: need for IB account [Re: jcl] #464134
01/24/17 15:05
01/24/17 15:05
Joined: Aug 2016
Posts: 95
Wien
T
trenki2 Offline
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Joined: Aug 2016
Posts: 95
Wien
The Z8 Assets file uses Assets with a Leverage value of 4. Now by googling I found conflicting information about the actual leverage/buying power that IB offers for a RegT Margin account.

It seems like its not 4:1 but rater 2:1 for overnight positions. At least this seems to be the case in the US but im not sure.

Has anyone experience with this? What is the situation in Europe? Is it different for a Portfolio Margin Account?

Can I simply trade Z8 as is or do I have to change the values in the Assets list to reflect the correct Leverage?

Re: Z8 Questions: need for IB account [Re: trenki2] #464171
01/26/17 15:20
01/26/17 15:20
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
It is also 4:1 in the US, as to my knowledge, but due to additional requirements, such as the special memorandum account, it can indeed be smaller under some complex circumstances.

Re: Z8 Questions: need for IB account [Re: jcl] #464978
03/21/17 23:41
03/21/17 23:41
Joined: Nov 2016
Posts: 103
NSW
V
vinsom Offline
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vinsom  Offline
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Joined: Nov 2016
Posts: 103
NSW
Hi,
From what I understand in the IB web site is 2:1.

Initial Margin 25% 1 * Stock Value
Maintenance Margin Same as Initial
Reg T End of Day Initial Margin 50% * Stock Value

https://www.interactivebrokers.com.au/en/index.php?f=marginnew&p=stk
https://www.interactivebrokers.com.au/en/index.php?f=marginnew&p=overview3

Re: Z8 Questions: need for IB account [Re: vinsom] #464991
03/23/17 11:00
03/23/17 11:00
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Initial and maintenance margin are normally both 25%, so it's 4:1, not 2:1. But it might depend on the country.

Re: Z8 Questions: need for IB account [Re: jcl] #464999
03/24/17 00:20
03/24/17 00:20
Joined: Nov 2016
Posts: 103
NSW
V
vinsom Offline
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vinsom  Offline
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V

Joined: Nov 2016
Posts: 103
NSW
Hi,
From my understanding is 4:1 intraday, and 2:1 End of Day.
So as Z8 doesn't close all position should be 2:1

There is this on their web site
"Reg T End of Day Initial Margin 50% * Stock Value"

At the link below:

https://www.interactivebrokers.com.au/en/index.php?f=marginnew&p=stk

And some samples margin calculations below:

https://www.interactivebrokers.com.au/en/index.php?f=marginnew&p=overview3

Re: Z8 Questions: need for IB account [Re: vinsom] #465000
03/24/17 00:26
03/24/17 00:26
Joined: Nov 2016
Posts: 103
NSW
V
vinsom Offline
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vinsom  Offline
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Joined: Nov 2016
Posts: 103
NSW
But yes this is the .com.au web site

Re: Z8 Questions: need for IB account [Re: vinsom] #465001
03/24/17 00:34
03/24/17 00:34
Joined: Nov 2016
Posts: 103
NSW
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vinsom Offline
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vinsom  Offline
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Joined: Nov 2016
Posts: 103
NSW

Z8 Questions: gap 86h in trade mode [Re: Telegucker] #465125
04/03/17 14:10
04/03/17 14:10
Joined: Jul 2016
Posts: 51
H
hatten Offline
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hatten  Offline
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H

Joined: Jul 2016
Posts: 51
With the new distribution when running Z8 today I received the following messages from the Z8 system:

Prelaod XLF 312 d, gap 86h
....

Is the gap something to worry about?
What is the meaning?

Re: Z8 Questions: gap 86h in trade mode [Re: hatten] #465127
04/03/17 16:26
04/03/17 16:26
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
That is the weekend gap. You will get this message when you start a system before market close on Monday. The last 3 days are then naturally not considered for the calculation, but this is nothing to worry about with Z8.

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