risk-manager

name	risk-manager
description	Apply risk management rules to trading decisions including position sizing and portfolio constraints. Use when sizing positions or validating trades against risk limits.

Risk Management

Overview

Volatility-adjusted position sizing and portfolio risk constraints.

Analysis Process

Run Risk Analysis

python .claude/skills/risk-manager/scripts/calculate.py {TICKER} {START_DATE} {END_DATE} {PORTFOLIO_VALUE}

Risk Rules

Position Sizing

• Max position size: 20% of portfolio
• Max single trade: 10% of available cash
• Volatility-adjusted sizing

Risk Limits

• Low volatility (<15%): Up to 25% allocation
• Medium volatility (15-30%): 15-20% allocation
• High volatility (>30%): 10-15% allocation
• Very high volatility (>50%): Max 10% allocation

Portfolio Constraints

• Maintain cash buffer: 10% minimum
• Correlation limits for diversification
• Sector concentration limits

Output

• Position limits per ticker
• Recommended position sizes
• Risk warnings if any

Example

Calculate position limits for AAPL with $100,000 portfolio.