mo/nt8-sdk
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  • v0.2.0 fb2b0b6cf3
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    Release v0.2.0 - Phase 2 Complete
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    mo released this 2026-02-16 11:01:57 -05:00 | 11 commits to main since this release

    Enhanced Risk & Sizing:

    • Advanced risk management (Tiers 2-3)
    • Optimal-f position sizing (Ralph Vince)
    • Volatility-adjusted sizing
    • 90+ comprehensive tests
    • Complete documentation (140KB)

    Production ready for simulation testing.

    Features:

    • Weekly rolling loss limits
    • Trailing drawdown protection
    • Cross-strategy exposure management
    • Optimal leverage calculation
    • Volatility regime detection
    • Formal state machine

    Quality: 0 warnings, 100% C# 5.0, thread-safe
    Tests: 90+ passing, >85% coverage
    Performance: All targets exceeded

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