Hi,

I'm getting ready to take my algorithm live on an IB portfolio margin account. I've setup a backtest which simulates IB's portfolio margin by setting each security's MarginModel to a custom SecurityMarginModel with estimated initial and maintenance margin requirements.

I'm trying to understand how QC's margin model will behave when trading live.

  1. Does Portfolio.MarginRemaining get "Excess Liquidity" from IB or by using QC's model?
  2. If QC's model is in effect when trading live, does that mean that QC will issue margin calls when the broker might not?
  3. Do the OnMarginCall and OnMarginCallWarning methods trigger when trading live?
  4. Does OnMarginCall[Warning] trigger when QC's model determines that margin is low?
  5. Does OnMarginCall[Warning] trigger when the broker determines that margin is low?
  6. Should I use MarginCallModel.Null when trading live to disable QC's margin model?
  7. If I'm using MarginCallModel.Null, is there any way for my algorithm to observe IB's "Excess Liquidity"?
  8. If I'm using MarginCallModel.Null, is there any way for my algorithm to react to margin calls/warnings from IB?

Thanks!

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