b57df47ddc
Create 8 missing READMEs (config, ctrader-openapi, market-data, ml-data, model_loader, risk-data, trading-data, training_uploader). Update 9 existing READMEs to standard template format. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
25 lines
820 B
Markdown
25 lines
820 B
Markdown
# risk
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Enterprise risk management for HFT.
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## Key Types
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- `RiskEngine` — central risk evaluation and enforcement
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- `AtomicKillSwitch` — atomic trading halt with Redis coordination
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- `KellySizer` — Kelly criterion position sizing
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- `StressTester` — extreme market scenario simulation
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- `ComplianceValidator` — SOX, MiFID II regulatory checks
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- `DrawdownMonitor` — peak-to-trough equity tracking
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- `CircuitBreaker` — threshold-based trading pauses
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- `CorrelationMonitor` — cross-asset correlation tracking
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## Value at Risk
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Four VaR methods plus Expected Shortfall (CVaR):
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historical simulation, Monte Carlo, parametric (variance-covariance).
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## Config Presets
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- `development_config()` — relaxed limits for local testing
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- `production_config()` — 5ms safety check timeout, strict position limits
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