Search
K

Expected Changes in Accounts

Equity:
a2=a1abs(Sopen Popen  feerate )+(PoPopen )Sopen a_{2}=a_{1}-\mathrm{abs}\left(S_{\text {open }} * P_{\text {open }} * \text { feerate }\right)+\left(P^{o}-P_{\text {open }}\right) * S_{\text {open }} \\
Maintenance:
c2= otTMM +abs(e2)Po MaintenanceRate c_{2}=\text { otTMM }+\operatorname{abs}\left(e_{2}\right) * P^{o} * \text { MaintenanceRate } \\
Margin Ratio:
d2=c2a2(0d21)d_{2}=\frac{c_{2}}{a_{2}}\left(0 \leq d_{2} \leq 1\right)

Position:

e2=Shold +Sopen e_{2}=S_{\text {hold }}+S_{\text {open }} \\

Fee:

b1=abs(Sopen  feerate Popen )\mathrm{b} 1=\operatorname{abs}\left(S_{\text {open }} * \text { feerate } * P_{\text {open }}\right)
  • Position Size:
    SholdS_{\text {hold}}
  • Average Position Price:
    PholdP_{\text {hold}}
  • Oracle Price:
    PoP^{o}
  • Open Size:
    SopenS_{\text {open}}
  • Open Price:
    PopenP_{\text {open}}
  • otTMM: Sum of maintenance margins for other contracts
  • Long: + short: -