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Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms

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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

(More can be extended, please see 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

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Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms

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