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Update README.md
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Graeme22 authored Nov 6, 2024
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Expand Up @@ -3,10 +3,8 @@ Calculate estimated margin requirements for equities, options, futures, and futu

> [!NOTE]
> Not all features are available yet, pending further development.
> Supported instruments: equity/ETF/index options
> Missing instruments: equities/ETFs, futures, futures options
> Supported trade types: single options, strangles, verticals, condors, butterflies
> Missing trade types: ratio spreads, box spreads, jade lizards.
> Currently, equity/ETF/index options are supported, for any trade
> type other than ratio spreads, box spreads, and jaze lizards.
> Contributions welcome!
## Installation
Expand Down Expand Up @@ -68,7 +66,9 @@ margin = calculate_margin(
print(margin)
```

```python
>>> cash_requirement=Decimal('262.00') margin_requirement=Decimal('262.00')
```

For normal equities you can omit the `etf_type` parameter:

Expand All @@ -87,7 +87,9 @@ margin = calculate_margin([put], underlying)
print(margin)
```

```python
>>> cash_requirement=Decimal('1055.00') margin_requirement=Decimal('263.00')
```

And for leveraged products, you'll need to pass in the `leverage_factor`:

Expand All @@ -110,6 +112,8 @@ margin = calculate_margin([call], underlying)
print(margin)
```

```python
>>> cash_requirement=Decimal('7555.00') margin_requirement=Decimal('3661.00')
```

Please note that all numbers are baseline estimates based on CBOE/CME guidelines and individual broker margins will likely vary significantly.

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