smallest margin.РThis paper is divided into four chapters to discuss.РIn chapter 1,introduce the research background,meaning and purpose ofРmargin rule,and introduce the research condition of china and abroad.РIn chapter 2,analysis the design principles and characteristics of different margin modes.Discuss the rationality of using strategy margin rule at theРpresent stage.РIn chapter 3,learning from the experience of CBOE and the Taiwan fu—Рtures exchange,introduce the margin rules of different strategies in detail.РIn chapter 4,optimize the portfolio positions using the strategy mar- gin rule and multivariate linear programming.Evidence—based analysis the amount of margin can be released.РKeywords:traditional margin rule,strategy margin rule,margin re—Рleased,position optimizationРIVР万方数据
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