SERVICES / QUANT
EVIDENCED BY THE ARCHIVE
Risk controls as structural invariants enforced before an order can exist.
WHO THIS IS FOR — Anyone whose risk limits currently live in policy documents rather than in code that refuses to build the order.
THE PROBLEM IT ADDRESSES
- Risk limits enforced by policy documents instead of by code that refuses to build the order.
- Position sizing that ignores ergodicity, drawdown path or the cost of a single wrong tail bet.
- Pre-trade checks bolted on after execution logic, so they can be bypassed by construction.
EXPECTED DELIVERABLES
- A risk engine that sits between signal and execution and cannot be skipped.
- Explicit sizing arithmetic: capital at risk, R:R, cost budget, drawdown and giveback limits.
- Test fixtures that attempt to violate every control and prove the refusal.
OUT OF SCOPE
- Portfolio management for third-party capital.
- Regulatory capital, compliance or legal risk frameworks.
TECHNICAL APPROACH
HOW THE WORK IS DONE
Risk-first position sizing and structural controls: caps, R:R floors, profit locks and giveback limits.
SCHEMATIC · SOFTWARE DEVELOPMENT
METHODS
1% risk cap · 1:4 R:R floor · Cost-budget filtering
EVIDENCE
automated-trading-os enforces a 1% risk cap, a 1:4 R:R floor and cost-budget filtering, with the reasoning written up in "Position Sizing Before Admission".
RELATED RESEARCH
THE WRITTEN RECORD
LIMITATIONS
SCOPE & LIMITS
- Structural controls bound losses from modelled failure modes; they do not bound losses from unknown ones.
- Sizing arithmetic assumes the stop is honoured at its price — gaps are modelled as stress, not predicted.
WORKING PROCESS
HOW THIS ENGAGEMENT RUNS
- 01SIZING BEFORE ADMISSION
- 02ENFORCE IN CODE
- 03TEST EVERY REFUSAL
Each stage produces something checkable. The full process, with what every stage produces across all work, lives on the process page. Every engagement starts the same way: describe the problem, the data, and the evidence that would count as success.