Model Managers are asked to trade within a limited set of rules based on the risk scores we assign to their models. We apply filters to the Models to ensure that non-qualifying trades are not mirrored.
Trade within the risk score of the model
A model's risk score determines the asset class (e.g. ETFs, Equities etc) and type (i.e. Long Only, Long Short) that can be traded during market hours only.
Liquidity minimums
Trade only in securities with a market cap >$50M ($10B for Risk Score 1) and an average daily trading volume >10,000 shares.
Activity constraints
Day traders cannot counter trade within 15 minutes, and those using margin cannot borrow over twice the value of their own assets.
