Position Sizer
CommunityOptimal trade sizing with volatility and Kelly.
AuthorIgorGanapolsky
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill calculates position sizes using volatility-adjusted sizing, Kelly Criterion, ATR-based sizing, and portfolio heat management to balance risk and return.
Core Features & Use Cases
- Volatility-adjusted sizing: adapt size to asset risk.
- Kelly Criterion: optimize long-term growth with risk constraints.
- ATR-based sizing: calibrate for volatility.
- Portfolio heat: monitor total exposure.
- Dynamic sizing: adjust with changing market conditions.
Quick Start
Run the position_sizer tool to compute a position for a given symbol, account value, current price, and stop price.
Dependency Matrix
Required Modules
src/core/risk_manager.pysrc/agents/risk_agent.py
Components
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: Position Sizer Download link: https://github.com/IgorGanapolsky/trading/archive/main.zip#position-sizer Please download this .zip file, extract it, and install it in the .claude/skills/ directory.