Hi Butor,

Love the work you've done on this and very thoughtful of you to make it open source.  A couple of questions.

1.) What volatility do you deem efficient enough to use blackbird to trade?

2.) While you were alraedy entered into a long and short position have you ever had the short positioned margin be called?  I suppose in that case you're long position would make up for the loss but does blackbird take that transaction into account?