Great multi-market coverage. Curious about the risk governance architecture: when you're operating across 1000+ markets simultaneously, how does position sizing adapt to changing market regime?
This week BTC dropped 15% and F&G hit 12. An agent that was sizing positions for a trending market needs to immediately tighten — not just per-trade stops, but portfolio-level exposure limits.
I built a deterministic risk layer that handles exactly this: https://github.com/likidodefi/riskstate-docs — ingests 30+ signals, outputs max_size/leverage/allowed_actions per asset. Could complement CloddsBot's execution layer well.
Great multi-market coverage. Curious about the risk governance architecture: when you're operating across 1000+ markets simultaneously, how does position sizing adapt to changing market regime?
This week BTC dropped 15% and F&G hit 12. An agent that was sizing positions for a trending market needs to immediately tighten — not just per-trade stops, but portfolio-level exposure limits.
I built a deterministic risk layer that handles exactly this: https://github.com/likidodefi/riskstate-docs — ingests 30+ signals, outputs max_size/leverage/allowed_actions per asset. Could complement CloddsBot's execution layer well.