The risk limits component offers many types of predefined risk checks and also allows customers
to configure their own rules for how certain risk levels are calculated.
Risk checks can be configured for various custom-defined categories. For example, one can define certain risk check rules for portfolio, strategy, account or global positions.
When this rule is active the system ensures that no child order can be placed into the market with a price worse than the limit price of its parent order.
Allows you to configure the risk limit type, the limit unit, the currency and the percentage of the risk limit level at which the system gives a warning about approaching the risk limit.
System administrators can configure risk limit checks to apply to a specific user, group of users or all users.
Risk limit rules can be assigned to specific instruments, all instruments or any instrument within specified Category.
Start-of-day and intraday buys
Start-of-day and intraday buys
Start-of-day and intraday buys minus sells
Start-of-day and intraday buys plus sells
Intraday buys
Intraday sells
Intraday buys minus sells
Open buys plus sells
Checks the size of the order being send
Checks the size of the order against
percentage of the instrument ADV
Validates order limit price against some reference price.
Ensures the total amount traded over a specific interval does not exceed a pre-set level
Ensures the total number of orders sent over a specific time interval does not exceed a pre-set level
Ensures the total number of orders sent
does not exceed a pre-set level
Open buys
Open sells
Open buys minus sells
Open buys
Open sells
Open buys minus sells
implies that calculation is done based on shares or contracts. For example, Open Long Position may not exceed 1,000,000 shares
implies that calculation is done based on the notional value. For example, Open Short Position cannot exceed 10,000,000 USD
InfoReach detects when trader attempts to send large market orders to the open markets rather to the broker’s desks or algorithms and warns traders of the potential risk
Percentage of the risk limit level at which the system issues a warning about approaching the risk limit.
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