zenith-execution

Position sizing using Half-Kelly calculates the optimal Kelly fraction for a trade, halves it for practical execution to reduce variance, and applies a hard cap to limit total risk exposure.

Monte Carlo risk assessment runs many synthetic price paths to estimate median outcomes, maximum drawdowns, and ruin probabilities for a portfolio under parameterized trading scenarios.

Stop-loss calibration identifies the distance to a structural validation point and maps that risk distance directly to the position size to protect trading capital from adverse moves.

Yes, portfolio rebalancing evaluates current allocation drift from target weights and outputs specific actions needed to restore allocation parity across the portfolio.

You need to parameterize win rate, reward-to-risk ratio, risk per trade percentage, number of trades, and starting capital to execute a Monte Carlo simulation and report median equity and drawdown.

No, the trade execution framework operates independently with no external dependencies, providing deterministic outputs for position sizing and risk controls directly within the environment.