QuantConnect.Algorithm.Framework.Risk Namespace Reference

Classes
class	CompositeRiskManagementModel
	Provides an implementation of IRiskManagementModel that combines multiple risk models into a single risk management model and properly sets each insights 'SourceModel' property. More...
interface	IRiskManagementModel
	Algorithm framework model that manages an algorithm's risk/downside More...
class	MaximumDrawdownPercentPerSecurity
	Provides an implementation of IRiskManagementModel that limits the drawdown per holding to the specified percentage More...
class	MaximumDrawdownPercentPortfolio
	Provides an implementation of IRiskManagementModel that limits the drawdown of the portfolio to the specified percentage. Once this is triggered the algorithm will need to be manually restarted. More...
class	MaximumSectorExposureRiskManagementModel
	Provides an implementation of IRiskManagementModel that limits the sector exposure to the specified percentage More...
class	MaximumUnrealizedProfitPercentPerSecurity
	Provides an implementation of IRiskManagementModel that limits the unrealized profit per holding to the specified percentage More...
class	NullRiskManagementModel
	Provides an implementation of IRiskManagementModel that does nothing More...
class	RiskManagementModel
	Provides a base class for risk management models More...
class	RiskManagementModelPythonWrapper
	Provides an implementation of IRiskManagementModel that wraps a PyObject object More...
class	TrailingStopRiskManagementModel
	Provides an implementation of IRiskManagementModel that limits the maximum possible loss measured from the highest unrealized profit More...