Level 1

Model Risk Control

• Implemented at the individual level for every position across all 100+ quantitative models

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• As models reach their target returns, profit-taking points or stop-loss limits for a given position, the composite model signal becomes weaker, leading to smaller allocation recommendation

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Level 2

Sub-Strategy Risk Control

• Implemented at the individual sub-strategy level
   

• When each of the three sub-strategy reaches its target return or stop-loss limit for a given position, the allocation recommended by the sub-strategy is reduced

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Level 3

Portfolio Risk Control

• Implemented at the portfolio level

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• Overall portfolio risk is reduced and investment position sizes are adjusted across the board as return targets or stop-loss limits are reached 

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Level 4

Execution Risk Control

• Implemented at every trade execution

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• Ensures that specific stop-loss limits for individual positions are always enforced in real-time, regardless of model signals

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• Performed through real-time and continuous monitoring of all investment positions, margin changes, and price movements based on live data from exchanges