Comment on Mr Consistent returning incredible returns
On a side note, ETFs were included in cross-margining only from Nov 2013
http://www.nseindia.com/content/circulars/CMPT25043.pdf
And i also know that Zerodha allows cross-margining..just need to talk with them over the phone 🙂
https://www.zerodha.com/download/Policies/ZerodhaPolicies&Procedures.pdf