https://github.com/syntaxsdev/vital-risk-engine
Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
https://github.com/syntaxsdev/vital-risk-engine
finance risk-analysis risk-management trading volatility-trading
Last synced: about 1 year ago
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Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
- Host: GitHub
- URL: https://github.com/syntaxsdev/vital-risk-engine
- Owner: syntaxsdev
- License: mit
- Created: 2024-08-24T04:50:56.000Z (almost 2 years ago)
- Default Branch: main
- Last Pushed: 2024-11-27T05:37:40.000Z (over 1 year ago)
- Last Synced: 2025-02-16T23:11:55.044Z (over 1 year ago)
- Topics: finance, risk-analysis, risk-management, trading, volatility-trading
- Language: Python
- Homepage:
- Size: 38.1 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# VITAL - Risk Management Engine
Volatility Intervention and Trade Analysis Layer (VITAL)
This can be added to trading algorithms to help wth logging, metrics, alerts, and other features. It can also be a standalone application that runs containerized or locally.
## Compatible Brokers
- [Alpaca](https://alpaca.markets/)
(More can be extended, please see [`vital/brokers`](https://github.com/syntaxsdev/vital-risk-engine/tree/main/vital/brokers))
## Features
- Trade alerts
- Logging
- Emergency liquidation
- Run and perform actions based on an algo health check
- Halting/pausing an algo
- Resuming an algo
- Monitors account
- Abnormality checks
- overleveraged
## Future Potential Ideas
- Earnings report hedging/liquidation
- Inform an algo of important events upcoming by API route