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Multi-Agent Trading Needs Multi-Layer Risk Control
Why coordination, position sizing rules, and failure containment are critical when multiple trading agents execute in parallel.
Multi-agent systems can outperform single-strategy automation, but they can also amplify risk when coordination is weak.
Common failure pattern
Teams often launch multiple agents with independent logic and shared capital pools. The result is hidden coupling:
- Correlated positions across strategies
- Competing entries around volatile events
- Fast drawdowns from duplicated exposure
A safer architecture
The baseline we recommend for production environments:
- Global risk allocator that enforces portfolio-level limits.
- Agent-level budgets with dynamic resizing.
- Circuit breakers for abnormal market conditions.
- Post-trade attribution to track which agent drove PnL and risk.
Measure what matters
If your dashboard only shows returns, you’re flying blind.
Track:
- Exposure concentration by asset and timeframe
- Risk-adjusted contribution per agent
- Time to containment during anomalies
- Slippage and latency drift over time
High-frequency autonomy only works when risk governance is designed as a first-class system.