... (they would be the same whatever the size of the margin). Rather, the profits and losses are the product of the exposure of 1 unit (1 futures contract). The amount put up as margin is further ... Multiply together the two answers you just found in step 1 - that is, multiply together the square root of the sum of the squared X dif-ferences by the square root of the sum of the squared ... being the geo-metric mean, the other being the value for f itself. The higher the geo-metric mean at the optimal f, the better the system, Also, the lower the optimal f, the better the system.Geometric...