# risk

Enterprise risk management for HFT.

## Key Types

- `RiskEngine` — central risk evaluation and enforcement
- `AtomicKillSwitch` — atomic trading halt with Redis coordination
- `KellySizer` — Kelly criterion position sizing
- `StressTester` — extreme market scenario simulation
- `ComplianceValidator` — SOX, MiFID II regulatory checks
- `DrawdownMonitor` — peak-to-trough equity tracking
- `CircuitBreaker` — threshold-based trading pauses
- `CorrelationMonitor` — cross-asset correlation tracking

## Value at Risk

Four VaR methods plus Expected Shortfall (CVaR):
historical simulation, Monte Carlo, parametric (variance-covariance).

## Config Presets

- `development_config()` — relaxed limits for local testing
- `production_config()` — 5ms safety check timeout, strict position limits