New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Max leverage #552

wants to merge 2 commits into
base: master


None yet
3 participants

brianpfink commented Apr 2, 2015

Add's max leverage to risk metrics. It is very similar to how we track max drawdown.
Adds new account controls which are checked every minute.
Add new max_leverage account control which can be set from user's algo.

@brianpfink brianpfink force-pushed the max-leverage branch from 0d31500 to 4d48053 Apr 9, 2015

Brian Fink

@brianpfink brianpfink force-pushed the max-leverage branch from 4d48053 to 54ab692 Apr 10, 2015

@brianpfink brianpfink closed this Apr 10, 2015

@brianpfink brianpfink deleted the max-leverage branch Apr 10, 2015

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment