Recent content by Radley

Thanks arabianights Your reply is much appreciated. However, I am still at a loss then as to how to calculate the amount of Leverage I use? If I have a diversified futures portfolio, with a number of positions, how do I calculate my Leverage? I thought it would be Exposure/Notional, but not...

Hi guys This is my first post, and I am looking forward to tapping the wealth of collective knowledge that you guys have. I am developing my trading strategy, and I need to know how to calculate my Exposure/Leverage on interest rate futures positions. For example - my portfolio is $1million...