Private Repository ↗
Bounded quantitative risk field

PRT / Strategy Risk Team / v1

Different strategies.
Different risk logic.

Market evidence becomes policy. Policy meets strategy state. Every intervention is explainable, measured and stopped at the Human Gate.

LIVE AUTHORITYNONE

01 / Ownership

Three agents.
Separated authority.

VERIFY

Compliance & Policy Agent

Authoritative sources, freshness, conflicts, venue facts and machine policy. Unknown hard policy fails closed.

OUTPUT / VALIDATED POLICY
DESIGN

Strategy Risk Agent

L0-L7 hard controls plus PTFT, PWL or PNT/PINT state-aware intervention logic.

OUTPUT / RISKDECISION
MEASURE + ADAPT

Audit & Adapter Agent

Paired held-out audit, cost and leakage gates, then a non-executable strategy adapter proposal.

OUTPUT / HUMAN-GATED PLAN

02 / Strategy specificity

One control plane.
Three risk models.

PTFTTrend Following

Peak drawdown · trend decay · volatility

TIGHTEN / REDUCE / EXIT
PWLFactor Portfolio

Exposure · sector · crowding · liquidity

WARN / BLOCK / REDUCE
PINTMM + Trend + State

Inventory · toxic flow · uncertainty · venue health

WIDEN / CANCEL / COOLDOWN

03 / Dominance

Hard policy overrides alpha.

  1. L0Policy / Compliance
  2. L1Venue
  3. L2Instrument
  4. L3Execution
  5. L4Position
  6. L5Strategy
  7. L6Portfolio
  8. L7Systemic / Kill Switch

04 / Frozen evidence

Mechanism proven.
Economics unmeasured.

CASES21
ACTION ACCURACY100%
BREACH RECALL100%
FALSE POSITIVES0%

Synthetic mechanism fixture only. No PnL, drawdown or live-readiness claim.