Algo Risk Audit Pipeline with Time-Series Storage
The missing server fetches backtest results from /quantconnect and FRED macro indicators, synthesises a plain-English risk narrative, and writes structured risk memos plus breach flags into a ClickHouse time-series database via /clickhouse. Over time, ClickHouse accumulates a longitudinal audit trail of every strategy's risk profile across macro regimes, enabling compliance teams to query historical risk posture and demonstrate regulatory due diligence on demand.
Tools connected
- QuantConnect API
- QuantConnect
What it automates
1) Fetch backtest_result and portfolio metrics from /quantconnect. 2) Fetch current SOFR, CPI, yield-curve data from cre-fred-. 3) classifies strategy risk profile (momentum/mean-reversion/arb) and stress-tests narrative against macro regime. 4) drafts a plain-English risk disclosure memo and flags any leverage/concentration breaches against configurable thresholds. 5) Push memo + breach alerts to Slack.
Want this one built?
Schedule it and we'll build it in the next 24 hours — you'll get an email the moment it goes live.