HFT CORE SYSTEMS

Pre-trade risk as a controlled system

Lesson 77 of 96Phase 07: Electronic trading systems
Video lesson coming soon

The written objectives and hands-on lab are available now.

cppvalley on YouTube ↗

Learning objectives

What you should understand

  1. Enforce quantity, notional, position and rate limits
  2. Place checks on the order path without bypasses
  3. Design fail-closed behavior and kill controls

Lab

Hands-on exercise

Build a bounded pre-trade risk gate and attack its edge cases.

Deliverable

Evidence of completion

A risk-rule matrix with invariant tests and measured path cost.

Prerequisite
EP 76

Phase 07

Electronic trading systems

Full curriculum