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使用Kelly公式科学计算投资仓位大小。当用户询问仓位、资金分配、position sizing或Kelly公式时使用。支持完整Kelly、分数Kelly和组合优化。
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Automated API testing assistant for REST and GraphQL endpoints
Backend development expert specializing in API design, microservices, database architecture, and system performance. Use when working with APIs, databases, backend systems, or when the user mentions server-side development, microservices, or performance optimization.
Expert in cloud infrastructure design, deployment, and management across AWS, Azure, and GCP
Performs comprehensive code reviews with focus on best practices, security, and performance
内容营销专家，精通内容策略、文案创作、社交媒体和邮件营销
Demonstrates forked context execution. This skill runs in an isolated sub-agent context with its own conversation history and tool access.
Based on SOC occupation classification
| name | kelly-position |
| description | 使用Kelly公式科学计算投资仓位大小。当用户询问仓位、资金分配、position sizing或Kelly公式时使用。支持完整Kelly、分数Kelly和组合优化。 |
| version | 1.0.0 |
| author | InvestIntel AI Team |
| tags | ["position-sizing","kelly-criterion","risk-management","portfolio-optimization"] |
使用Kelly公式计算最优投资仓位,平衡长期增长与风险控制。
完整Kelly: f* = (bp - q) / b
b = 盈亏比 (平均盈利/平均亏损)p = 胜率, q = 败率 (1-p)f* = 最优仓位比例简化Kelly: f = μ / σ² (基于期望收益μ和方差σ²)
当用户提供胜率和盈亏比时,计算完整Kelly并应用1/4分数:
let kelly = (b * p - (1.0 - p)) / b;
let safe_kelly = (kelly * 0.25).min(0.25).max(0.0);