Pre-Trade Risk & Controls
Coming SoonRoute /dashboard/risk · Flag enableRiskModel
The pre-trade layer turns risk intent into enforced constraints. The Strategy SDK already ships deterministic guardrails; this module adds the institutional pieces a market-neutral fund needs — a real factor risk model, a capacity methodology, financing inputs, and multi-account allocation — so beta and factor limits are enforced rather than asserted.
What the SDK enforces today
The deterministic guardrails in the Strategy SDK already apply per-position and portfolio-level checks (position size, sector, gross exposure, drawdown, daily loss, long/short limits) on every tick, scaling or rejecting weights and tripping kill switches. See the Risk Limits guide for the full list and numeric examples.
What this module adds (coming soon)
The pre-trade control layer extends guardrails with the inputs that make factor and capacity limits meaningful.
- Factor/beta risk model — decompose exposures so beta-neutral and factor limits are enforced against a real model, not a proxy.
- Capacity model — a defensible methodology for how much capital a strategy can absorb.
- Borrow and locates — short availability and financing cost as pre-trade inputs.
- Restricted lists — names that may not be traded, enforced before orders are generated.
- Gross / net / turnover controls — portfolio-level budgets checked pre-trade.
- Multi-account allocation — split target portfolios across accounts with per-account compliance.
Related
- Risk Limits & Guardrails (SDK) — the live deterministic checks
- Portfolio Construction — produces the target portfolio checked here
- Execution & Order Audit