Portfolio Heat in Elixir: Risk Limits Without a Risk Engine
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
2 posts
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
A previous post traced the macroscopic shape of the system — five flows, five trust questions. This one traces the path. One tick arrives over a