Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using risk firewalls
Using risk firewalls
Overview of active risk firewalls
Viewing firewall rule details
Firewall ruleset: order price limits
Firewall ruleset: order quantity limits
Firewall ruleset: position limits
Firewall ruleset: order throttle limits
Firewall ruleset: client credit limits
Financial institutions and investors need to prevent unacceptable trading practices from causing damage. Many traders have a large appetite for risk, so they willingly push the envelope. In doing so, a series of trades can violate house or client limits. The firewall rulesets in this chapter show how administrators can define rules that track all the trading activities on the order desk, recording the specific limits and violations of rules. The result is a comprehensive picture of risk mitigation. The Home page of the risk firewalls provides access to the overview of rule violations as well as each of the ruleset pages.
Instances of firewalls will be persisted. When the application restarts, the firewalls are restored.
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