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QuantConnect.Algorithm.Framework.Risk

Classes

Class Description
CompositeRiskManagementModel Provides an implementation of IRiskManagementModel that combines multiple risk...
IRiskManagementModel Algorithm framework model that manages an algorithm's risk/downside
MaximumDrawdownPercentPerSecurity Provides an implementation of IRiskManagementModel that limits the drawdown...
MaximumDrawdownPercentPortfolio Provides an implementation of IRiskManagementModel that limits the drawdown of the portfolio...
MaximumSectorExposureRiskManagementModel Provides an implementation of IRiskManagementModel that limits...
MaximumUnrealizedProfitPercentPerSecurity Provides an implementation of IRiskManagementModel that limits the unrealized profit...
NullRiskManagementModel Provides an implementation of IRiskManagementModel that does nothing
RiskManagementModel Provides a base class for risk management models
RiskManagementModelPythonWrapper Provides an implementation of IRiskManagementModel that wraps a PyObject object
TrailingStopRiskManagementModel Provides an implementation of IRiskManagementModel that limits the maximum possible loss...