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... and allow lower margin based on that.
I.e. the margin will be based on (linear slippage factor + rf) x price x size
(linear slippage factor + rf) x price x size
And max leverage is simply 1/ (linear slippage factor + rf)
1/ (linear slippage factor + rf)
The text was updated successfully, but these errors were encountered:
@peterbarrow / @wwestgarth - please can we do some performance review/thinkings and see if this is likely to be required
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Jiajia-Cui
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... and allow lower margin based on that.
I.e. the margin will be based on
(linear slippage factor + rf) x price x size
And max leverage is simply
1/ (linear slippage factor + rf)
The text was updated successfully, but these errors were encountered: