High Frequency Account Trading Limits

kwoksun2000 · February 8th, 2012, 5:02 pm

Chaps,What are some standard risk limitations for large institutional high frequency trading portfolios? Single security concentration, daily loss limit, sector exposure, etc?I know this is a vague question and the answers depend largely on the company's risk tolerance and the strategy profile, but I would appreciate input. As is often the case, speculation is wonderful but so are real life examples.