Hi!
Have you done some calculations if it is reasonable to run some of your portfolios at IB on margin account with some margin? Basically multiplying all positions of the portfolio with e.g. *1,15. Considering the monthly rebalancing and the hedge, I calculated that even the Aggressive Core Portfolio should be fine on 115% to make a Reg T margin call practically impossible. I think it would be even feasible to optimize a portfolio for this approach for “max monthly drawdown”. Surely this a difficult question on long tail risks, I only did a back-of-the-envelope calculation. Any thoughts or calculations on this?
Thanks,
Greg