Bond Trader のアプリ分析 3月14日

Open orders on the Trading Model are updated each minute during LQD ETF market hours. This is displayed on the Trade Signal Tab. The historical trades entered by the model as of yesterday's date are displayed on the Position Tab. The results of the closed trades of the model are cumulatively displayed on the Outcomes Tab on a year-to-date basis, including a running P&L. The notional bond position of the model portfolio is set at $50,000, with a corresponding 500 shares of LQD executed to achieve a delta neutral position on every executed trade. The assumptions for the trading model are based on a $150,000 total sample portfolio size, with a 4 to 1 leverage. Maximum positions open at any time is 12. Maximum holding period for a trade is 10 days. This Trading Model can be used as a template for actionable real-time Delta Neutral trade positions within the LQD ETF. No guarantee is given on fills or similar Outcomes. All Trade Signals and Positions are generated on IBKR.