Lean  $LEAN_TAG$
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...