Traders' Roundtable

Hi Angelo,

I think you have picked an excellent forum to get clear on back adjusting, i hope that you might keep an open mind in my response.

I rarely post responses on the TB forum, however after reading this thread I recall a time in my trading having some frustration and confusion on back ...

yes you might try the IMF wabsite and log in to their FREE Trial to access their database. Here is the link, hope you find what you want.





http://ifs.apdi.net/imf/logon.aspx

Does anyone know of a source to download historical Margins for futures/forward contracts, for example LME Copper's current margin levels are $18k+ per lot however a few years ago they were much lower (around $3k per lot).

When back testing a diversified portfolio, using todays margins across all ...