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Understanding Futures Trading Margin in Algorithmic Trading

Key Points in Understanding Futures Trading Margin for Algorithmic Trading

1.) You don't pay interest on margin trading in futures 2.) You can earn interest on T-Bills and use 90% of your T-Bills for futures margin 3.) Futures margins have dropped recently - back to 25% day trade margins on Stock Index Futures at Tradestation 4.) Margins could go back up if volatility increases so make sure you have enough capital to cover an increase in margins when trading a portfolio of trading systems 5.) We compare the latest margin rates and capital required when trading futures trading system portfolios at Tradestation and Interactive Brokers

Capstone Trading Systems Portfolios:

Tradestation Futures Margin Requirements

Interactive Brokers Futures Margin Requirements

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