Rebalance is a flash briefing of new features and updates for you, our QC community. In our 24th episode we’re happy to share:

1. New learning content! All boot camp tutorials are now available as a Udemy course along with brand new quiz questions for each lesson that help solidify concepts.
2. Updates for futures margin models! Future Buying Power Models were updated to match the margin requirements from the exchanges. When working with futures now the initial margin value, rather than the contract value, is used to calculate the maximum order quantity. This allows you to use SetHoldings() with future contracts.
3. Increased margin call accuracy! Assets with higher Intraday margin are now adjusted 10 minutes before the market closes using a new property Exchange.ClosingSoon. This ensures end of day margin calls are accurately modeled during the closing minutes.
4. A look-back period extension for getting the last known price! The GetLastKnownPrice() method was extended to retry fetching for illiquid securities. This ensures that even illiquid securities are set to their last market price. For those securities, the look back period is increased to three trading days of data.