sizing
CommunityOptimize trades with Kelly criterion.
Finance & Accounting#risk management#trading#position sizing#sizing#kelly criterion#bankroll management
Authoralsk1992
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps traders determine optimal bet sizes using the Kelly criterion and bankroll management principles, reducing risk and maximizing potential returns.
Core Features & Use Cases
- Kelly Criterion Calculation: Computes optimal bet sizes based on estimated probability and market price.
- Fractional Kelly: Supports conservative sizing strategies like half or quarter Kelly.
- Dynamic Adjustments: Adjusts sizing based on recent performance, drawdown, and confidence.
- Use Case: A trader wants to bet on a market with a 55% estimated probability at a price of $0.45, with a bankroll of $10,000. This Skill will calculate the recommended bet size using half Kelly.
Quick Start
Calculate the optimal position size for a market with 5% edge and 60% win rate, assuming a $10,000 bankroll.
Dependency Matrix
Required Modules
../../../trading/kelly
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: sizing Download link: https://github.com/alsk1992/CloddsBot/archive/main.zip#sizing 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.