risk_stress_test
Stress test trading portfolios under extreme market scenarios like crashes and liquidity crises to evaluate resilience and identify risk mitigation strategies.
Instructions
Stress test a portfolio under extreme market scenarios.
Tests resilience to market crashes, liquidity crises, etc.
Args: pairs: Trading pairs to stress test scenario: Market scenario (e.g., 'market crash', 'flash crash')
Returns: Stress test results and risk mitigation strategies
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pairs | Yes | ||
| scenario | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |