Library term·Macro & fundamentals
Leverage Rules (SPK / FCA-Like Styles) × Algorithmic Position Management
Dynamic margin clamps, liquidation proximity risk, NEWS halts affecting EAs — compliance as code invariant.
Authored by·Editorially reviewed
Onur Erkan YıldızFounder, Financial Engineer · CMB-licensed
Higher education in Financial Engineering and Money & Capital Markets. SPK (Turkey CMB) licence. 16 years across institutional markets, research, and quant-driven analytics.
Code + law
Algorithms must ingest effective max leverage schedules jurisdictional overlays — configs static at compile time fail operationally.Behaviour
Circuit halts widen spreads unpredictable hard stops collide with illiquid ladders.Finvestopia
CMB-aligned voice: treat regulatory caps as safety architecture not annoyance.Related entries
Slippage
The difference between the expected price of a trade and the price at which it actually executes. Worse fills happen on market orders, in fast tape, or thin liquidity.
Position Sizing
The process of choosing trade size so a single loss does not exceed a defined fraction of capital — typically 0.5–2% per trade.
Educational content authored by our team — informational only, not investment advice.