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from memory (and dubiously at best :)), the overnight margin for retail
clients was $6,000 from 5/82 to 10/87, then it shot to $20,000, and settled
to $10-12,000 'bout a month later. i think that the cme established the
span formula shortly after the '87 crashette, so check with them 'cuz they
should that history.
i do know that some clearing firms wouldn't allow their clients to trade
at any account balance.....go figure......something to remember when the
market DOES crash
TJ
looking for the "THE" crash around 2007-8, when the baby boomers cashout
their chips in their 401k's :)))
At Wed, 12 Jan 2000 11:16:16 -0800, "Phil Lane" <patterntrader@xxxxxxxxxx>
wrote:
>the PT backtest was long 10 theoretical eminis from 9/11/87 thru 9/29
>- drew
>down about 5K during the trade, consistent with the overall runups/dds.
>Compares to 2 contracts traded now.
>
>If anybody has a TABLE of the sp margin rqts vs date going back to the
>80s I
>could try basing the position size on that. Would be very interesting
>I'm
>sure.
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