Should you have a position that is subject to an additional margin requirement we will contact you to make arrangements to cover it. This increased margin requirement will continue to apply at’s discretion, until the position size decreases and remains materially below the threshold for a sustained period. Partially closing the position will not automatically reduce your margin requirement.

In particular I would like to make the system a lot faster, since it will allow parameter searches to be carried out in a reasonable time. While Python is a great tool, it's one drawback is that it is relatively slow when compared to C/C++. Hence I will be carrying out a lot of profiling to try and improve the execution speed of both the backtest and the performance calculations.