kelly-position
CommunityOptimize trades with Kelly position sizing.
Finance & Accounting#statistics#risk-management#trading#position-sizing#kelly#portfolio-optimization
Authorlouloulin
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides deterministic Kelly-based position sizing calculations to help determine optimal trade allocations.
Core Features & Use Cases
- Full Kelly calculation from win rate, average win and loss.
- Fractional Kelly with common safety limits (1/4, 1/2, 1/8) and per-asset caps.
- Portfolio normalization & risk guidance for multi-asset strategies.
Quick Start
Compute Kelly-based position for a given asset by supplying win rate, average win, and average loss. For example, with win rate 0.6, average win 120 and average loss 80, it returns the full Kelly, fractional Kelly, and a recommended position.
Dependency Matrix
Required Modules
None requiredComponents
scripts
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: kelly-position Download link: https://github.com/louloulin/claude-agent-sdk/archive/main.zip#kelly-position Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 223,000+ vetted skills library on demand.