组合 Kill Switch

Lesson Overview

In "Portfolio Strategies & Risk" → "组合层风控", this lesson "组合 Kill Switch" builds knowledge you can apply immediately.

组合Kill Switch不仅看单策略限额，还要看账户总敞口、数据和未知订单。暂停并不代表立刻不计成本清空所有仓位。 汇总实际/潜在持仓→核总量/回撤/数据→阻断新增→对账挂单与未知请求→人工留痕恢复。 本课作业：A已有风险180、B新请求90、组合上限250；A自己上限200、B自己100。是否允许B？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸组合Kill Switch不仅看单策略限额，还要看账户总敞口、数据和未知订单。暂停并不代表立刻不计成本清空所有仓位。
• ▸汇总实际/潜在持仓→核总量/回撤/数据→阻断新增→对账挂单与未知请求→人工留痕恢复。
• ▸本课作业：A已有风险180、B新请求90、组合上限250；A自己上限200、B自己100。是否允许B？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "组合层风控"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 组合 Kill Switch on your own.