引用:
原帖由 hftsang 於 29-7-2010 11:06 AM 發表
lofu hing, good to try new stuff. but would that be not margin-efficicent? The margin should not be very less but the profit is just a little? Since I don't think there is much time value from FI ...
Just try try new strategy with a small portion of my margin. In fact, i observe that such MHI + SC combination only requires the SC margin. There is no additional margin for the MHIs. I use MHI for hedge coz I will continue to trade big fut.
My previous post to Ms Winnie also refers.
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本帖最後由 lofu 於 2010-7-29 11:42 編輯 ]