Discussing the article: "Risk manager for algorithmic trading"
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Check out the new article: Risk manager for algorithmic trading.
The objectives of this article are to prove the necessity of using a risk manager and to implement the principles of controlled risk in algorithmic trading in a separate class, so that everyone can verify the effectiveness of the risk standardization approach in intraday trading and investing in financial markets. In this article, we will create a risk manager class for algorithmic trading. This is a logical continuation of the previous article in which we discussed the creation of a risk manager for manual trading.
In this article, we will develop a risk manager class to control risks in algorithmic trading. The purpose of this article is to adapt the principles of controlled risk to algorithmic trading and to implement them in a separate class, so that everyone can verify the effectiveness of the risk standardization approach in intraday trading and investing in financial markets. The materials presented here will use and supplement the information summarized in the previous article "Risk manager for manual trading". In the previous article, we saw that risk control can significantly improve the trading results of even a profitable strategy and protect investors from large drawdowns in a short time period.
Following the comments to the previous article, this publication will additionally cover the criteria for choosing implementation methods in order to make the article more understandable for beginners. We will also cover definitions of trading concepts in comments on the code. In turn, experienced developers will be able to use the presented materials to adapt the code to their architectures.
Author: Aleksandr Seredin