Module Algostream_risk_management

module Circuit_breaker : sig ... end

Portfolio-level circuit breaker with multiple trigger kinds.

module Correlation_breakdown : sig ... end

Detect when a tracked correlation drifts away from its baseline.

module Drawdown : sig ... end

Streaming drawdown tracker.

module Exposure : sig ... end

Aggregate portfolio exposures: gross / net / leverage / per-symbol / per-asset-class.

module Monitor : sig ... end

Risk Monitor — top-level facade aggregating drawdown + circuit breaker + correlation breakdown + exposures + VaR + risk-limit breach detection.

module Proprietary_models : sig ... end

Proprietary composite risk score.

module Risk_limits : sig ... end

Configurable risk limits + pre-trade breach detection.

module Risk_snapshot : sig ... end

Immutable per-update snapshot published by Monitor. Allocated fresh on each update; cross-Domain reads via Atomic.get on Monitor.snapshot_atomic.

module Var : sig ... end

Value-at-Risk and Expected Shortfall with four computation methods.