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Gahl Goziker
Hi Samuel,
Leverage is applied on a per-asset level, but it’s also possible to set a universal leverage for the universe.
To set a universal leverage for the universe, see this thread.
To set a leverage for an individual stock, use the Security class’s SetLeverage method.
If we purchase a hedging instrument which loses money, we will be margin called unless the rest of the portfolio performs well.
See the attached backtest, and note that if line 28 is uncommented, there are no margin calls.
Best,
Gahl Goziker
Samuel Schoening
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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