1. Do you have anything that limits the size of a single trade or position?
2. How do you measure and manage overall volatility/risk/VAR to your portfolio?
3. What kind of safeguards do you have to avoid catastrophic bugs? (For reference, see Knight capital and how a single bug brought down the entire company: https://www.henricodolfing.com/2019/06/project-failure-case-...) Given how fast your system trades, I imagine it must be difficult to visually spot these errors. (You did mention paper trading, but I wonder if you have anything else you want to mention)
Thanks so much for sharing your knowledge publicly. It's very much appreciated!
For example:
1. Do you have anything that limits the size of a single trade or position?
2. How do you measure and manage overall volatility/risk/VAR to your portfolio?
3. What kind of safeguards do you have to avoid catastrophic bugs? (For reference, see Knight capital and how a single bug brought down the entire company: https://www.henricodolfing.com/2019/06/project-failure-case-...) Given how fast your system trades, I imagine it must be difficult to visually spot these errors. (You did mention paper trading, but I wonder if you have anything else you want to mention)
Thanks so much for sharing your knowledge publicly. It's very much appreciated!