P4 · Capital allocator
Risk is a first-class object, not a screen you visit.
max capital, max positions, max daily loss and max order size are limits enforced in the runtime — not warnings on a dashboard. drawdown governors auto-throttle. margin projection runs pre-trade. corporate actions on an open position adjust the ledger and tell the strategy what it now sees. no silent surprises.
in the terminal
per-strategy limits · portfolio gauge · dd governor threshold visible| strategy | cap · used | today p&l | pos | state |
|---|---|---|---|---|
| orb-nifty-15m | ₹1,00,000 62% used | ₹1,140 max −₹5,000 | 1/5 | active |
| mean-rev-bank | ₹2,00,000 41% used | — max −₹8,000 | 0/3 | idle |
| straddle-expiry | ₹75,000 88% used | ₹3,720 max −₹4,000 | 2/4 | warn |
- gross exposure
- ₹3,42,000
- net exposure
- ₹1,18,000
- margin used
- 47%
what ships
- per-strategy limitsmvp
- max capital, max positions, max daily loss and max order size. enforced in the runtime, not the UI. an order that breaches is rejected with a rationale, not queued.
- portfolio exposure viewmvp
- gross and net exposure, broken down by sector and instrument. across strategies, across accounts. one number instead of five spreadsheets.
- corporate action on open positionsmvp
- splits, bonuses, mergers detected on positions the strategy has open. quantity and cost basis adjust; the strategy is told what it now sees (adjusted history by default), and the adjustment is logged in the deployment event trail.
- drawdown governorv1
- auto-throttle or halt on a breach threshold. resume rules explicit; nothing implicit.
- future-aware allocationv1
- reserve capital for scheduled strategy entries — the opening-range breakout doesn't fail at 09:15 because the overnight strategy consumed the margin.
- margin projectionv1
- SPAN/exposure estimate pre-trade for F&O. no more discovering the margin call at the fill.
- cross-strategy allocatorv2
- correlation-aware allocation across strategies. risk-parity presets.
non-negotiables
limits before intent
the check happens on the risk envelope, not the strategy logic. a strategy cannot 'try' to break its own limit.
explain every automated decision
when the allocator moves capital or halts a strategy, the reason is one sentence in the log — expandable to the full evaluated condition set.
the other four surfaces
waitlist
start when we're ready.
we'll email once when there's something to sign up for. no drip, no digest.