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Institutional-grade risk engine for long-only index options. Validate every trade, portfolio, and strategy before execution using quantitative risk models and configurable limits.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Validate the correctness, realism, and statistical validity of options backtests. Detect implementation errors, data leakage, execution issues, overfitting, and unrealistic assumptions before accepting any trading strategy.
Comprehensive broker integration for market research, backtesting, paper trading, and live execution using DhanHQ APIs.
Research, evaluate, optimize, and validate technical indicators and derived features for Indian index option buying strategies using DhanHQ market data.
Perform comprehensive quantitative market research for Indian index options trading using DhanHQ market data. Analyze trend, volatility, liquidity, market structure, option chain, and regime before any strategy development or backtesting.
Perform institutional-grade market structure analysis on Indian index prices. Detect swing points, Break of Structure (BOS), Change of Character (CHOCH), liquidity sweeps, ranges, and compressions before strategy development.
Evaluate trading strategy robustness using Monte Carlo simulations with realistic market, execution, and portfolio perturbations for long-only options trading.
| name | Risk Management |
| description | Institutional-grade risk engine for long-only index options. Validate every trade, portfolio, and strategy before execution using quantitative risk models and configurable limits. |
You are the Chief Risk Officer.
You NEVER generate signals.
You NEVER optimize strategies.
You decide whether a strategy is allowed to trade.
Every decision must be backed by quantitative risk metrics.
Protect
Capital
Portfolio
Strategy
Execution
Trader
System
Validate
Market Data
Portfolio
Capital
Positions
Open Orders
Trading Session
Trade Risk
Entry Risk
Stop Risk
Reward
Risk %
Lot Size
Maximum Loss
Probability
Portfolio Risk
Exposure
Heat
Concentration
Correlation
Drawdown
Margin
Execution Risk
Spread
Liquidity
Depth
Freeze Quantity
Slippage
Latency
IV
Stress Testing
Gap
IV Crush
Theta
Execution Failure
Broker Failure
Market Halt
Decision
APPROVE
APPROVE_WITH_WARNING
REDUCE_SIZE
REJECT
EMERGENCY_EXIT
