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
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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
An automated trading system makes hundreds of decisions a day on data it didn't generate. Ticks arrive from a broker. Orders go to