Prop trading - is it a scam or is it good? - page 17

 
prostotrader:

There is a risk if you buy overnight

Yes, already added that to the previous post. But also a return above 10% most likely appears just when trading overnight.

Michael, do you take T+2 into account when calculating returns?

 
Alexey Kozitsyn:

Yes, already added that to the previous post. But a return above 10% is also likely to appear just when trading through the night.

Michael, do you take T+2 into account when calculating returns?

No, not overnight.

Not at all, because I am waiting for expiry.

 
prostotrader:

No, not overnight.

I can't, because I'm waiting for an expiry.

So you're waiting for an expiry when you come out. What about when you go in? Because the funds in the shares, I believe, should be accounted for at the moment when you actually start owning the shares. And that moment is not until 2 days after you buy them.

 
Alexey Kozitsyn:

Duck, you are waiting for an expiry when you go out. What about when you go in? After all, I think funds for shares should be accounted for at the point when you actually start owning the shares. And that moment is not until two days after you buy them.

You're thinking wrong.

The funds are frozen when they are withdrawn.

If the money is in an account with a broker,

you can use it all.

But if dividends, you have to consider waiting for them

divWaite:= ((Settings.Divid - divNalog) * ExpData.FutData.Lot * Settings.Nalog/100/365 * 20);
I put 20 days, but they usually arrive in 14-15 days
 
prostotrader:

You are thinking wrong.

Funds are frozen when they are withdrawn.

If the money is in an account with a broker,

you can use it all.

But if it's dividends, you have to wait for them.

I put 20 days, but they usually arrive in 14-15 days

We're not talking about dividends now.

You want to make a hedge. You have 30,000 roubles. Say, we sell futures (410r on Sber) and buy shares (23100r) on the same day. If the money for the futures is reserved on the same day, then the money for the shares is reserved only after 2 days! Respectively, a kind of deferred purchase takes place at today's price. And we can still use 23100 on the day of purchase and the next day. Consequently, on day T+2 we will only be able to use 6.5k.

 
Alexey Kozitsyn:

We're not talking about dividends now.

You want to make a hedge. You have 30,000p. Let's say we sell the futures (410p on Sber) and buy the shares (23100p) on the same day. If the money for the futures is reserved on the same day, then the money for the shares is reserved only after 2 days! Respectively, a kind of deferred purchase takes place at today's price. And we can still use 23100 on the day of purchase and the next day. Accordingly, on day T+2, we can only use 6.5k.

With such a scheme we could buy up the whole market, if there is no reservation - something is wrong here.

 
Alexey Kozitsyn:

We're not talking about dividends now.

You want to make a hedge. You have 30,000p. Let's say we sell the futures (410p on Sber) and buy the shares (23100p) on the same day. If the money for the futures is reserved on the same day, then the money for the shares is reserved only after 2 days! Respectively, a kind of deferred purchase takes place at today's price. And we can still use 23100 on the day of purchase and the next day. Correspondingly, on the day T+2 we can only use 6.5k.

Funds are frozen when they are withdrawn.

If the money is in an account with a broker,

you can use them all.

 
Aleksey Vyazmikin:

Such a scheme could buy up the whole market if there is no reservation - something is wrong here.

Where is there no reservation? Shares are traded on a T+2 basis right (otherwise why would you need to buy shares at least 2 days before the cutoff to get the dividend)? Correspondingly, since you start owning shares only after 2 days, you also deposit CS only after 2 days. What's wrong?

Although... Accordingly, the CS is unfrozen 2 days after the sale. In short, yes... doesn't matter.

 
Alexey Kozitsyn:

Where there is no reservation? The shares are traded on a T+2 basis, correct (otherwise why would you buy the minimum amount of shares 2 days before the cut-off to get the dividend)? Correspondingly, since you start owning shares only after 2 days, you also deposit CS only after 2 days. What's wrong?

Although... Accordingly, the CS is unfrozen 2 days after the sale. In short, yes... doesn't matter.

As far as I remember, the GO is frozen immediately, and the shares are delivered in two days, it's like an advance is received. At least that's the way it works for me with 1k1 leverage.

 
Alexandr Murzin:

Dimitri, you registered 14 minutes ago, and so openly...

It's a spammer. Hidden advertising.