01
Volatility & Liquidity Risk Monitoring
Continuous surveillance of volatility regimes and liquidity conditions across venues. Adaptive thresholds that respond to market microstructure shifts in real time.
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Module IV
ForgeRisk
Portable risk controls designed to support systematic trading across venues and regimes.
- ●Exposure control with granular per-strategy limits
- ●Inventory risk management and automatic reduction
- ●Kill switches and hard limits at every level
- ●Regime monitoring for adaptive risk allocation
- ●Stress testing with live feedback integration
02
Inventory & Exposure Controls
Granular position and exposure management with configurable limits by instrument, venue, strategy, and aggregate portfolio. Automatic position reduction when thresholds are breached.
03
Leverage & Liquidation-Aware Risk Logic
Risk frameworks that account for margin requirements, liquidation cascades, and funding rates. Prevents over-leverage and maintains safe distance from forced liquidation levels.
04
Kill Switch Frameworks
Multi-level circuit breakers — from individual strategy pauses to full portfolio shutdown. Configurable triggers based on drawdown, anomaly detection, and operational health signals.
05
Regime Detection
Statistical models for identifying market regime transitions — trending vs. mean-reverting, high vs. low volatility, correlated vs. dispersed. Feeds into strategy selection and risk budgeting.
06
Scenario & Stress Testing
Historical and hypothetical stress testing across tail scenarios. Monte Carlo simulation, correlation breakdown analysis, and worst-case exposure estimation for portfolio resilience.
07
PnL Attribution & Feedback Loops
Decomposition of returns into signal, execution, and residual components. Closed-loop feedback from live performance to research and risk calibration for continuous system improvement.