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Equity in Blotter

2 messages · Rashmi, Brian G. Peterson

#
On Wed, 2011-12-28 at 22:46 -0500, Rashmi wrote:
Why would such a thing be prevented?  
This happens in real margin accounts all the time.

Blotter's job is to keep track of what you do and account for it.
That's all.  

If you want equity-aware position/transaction sizing, see Guy Yollin's
University of Washington lecture notes on quantstrat and blotter:

http://www.r-programming.org/papers

He has a variety of position-sizing functions that may serve as examples
for your needs.

Regards,

   - Brian