trading-risk-manager

Monitor portfolio risk, enforce position limits, and trigger stop-losses. Use when managing exposure across strategies.

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Repositório: oyi77/1ai-skills
Última atividade na origem: 31 de julho de 2026 às 15:22
Idioma detectado do SKILL.md: inglês
Estrelas: 8
Forks: 0

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name	trading-risk-manager
description	Monitor portfolio risk, enforce position limits, and trigger stop-losses. Use when managing exposure across strategies.
domain	trading
author	oyi77
license	Apache-2.0
subdomain	trading
tags	["algorithms","manager","markets","risk","trading"]
allowed-tools	["Bash(trading:)","MCP(notion:)","MCP(slack:*)","fs","network"]
version	1.0.0

Trading Risk Manager

Overview

Calculate position sizes, validate trades against risk rules, and monitor portfolio exposure. The Risk Manager serves as the security checkpoint in the trading pipeline, ensuring no single trade or portfolio action exceeds predefined risk parameters. It implements position sizing algorithms, correlation checks, drawdown monitoring, and exposure caps to protect capital across all trading activities.

When to Use

Trigger phrases:

"trading risk manager"
"Calculating optimal position sizes based on account risk percentage"
"Validating individual trades against risk parameters before execution"
"Monitoring total portfolio exposure and diversification"
Calculating optimal position sizes based on account risk percentage
Validating individual trades against risk parameters before execution
Monitoring total portfolio exposure and diversification
Implementing drawdown controls and circuit breakers
Checking trade correlations with existing positions
Generating risk reports for daily review and compliance
Setting and enforcing risk limits across multiple accounts or strategies

The Process

The risk pipeline calculates position sizes, validates trades, monitors exposure, enforces drawdown limits, and generates risk reports.

1. Calculate Position Size

Use standard risk-based position sizing formula:

const accountBalance = 10000;
const riskPercent = 0.02; // 2% risk
const stopLossPips = 50;
const pipValue = 10; // $10 per pip for XAUUSD

const riskAmount = accountBalance * riskPercent;
const lotSize = riskAmount / (stopLossPips * pipValue);

console.log(`Recommended lot size: ${lotSize.toFixed(2)}`);

const positions = await broker.getPositions();

// Check exposure cap
const totalExposure = positions.reduce((sum, p) => sum + p.lots, 0);
const maxExposure = 10;

if (totalExposure + newTrade.lots > maxExposure) {
  return { approved: false, reason: "Max exposure exceeded" };
}

// Check correlation
const correlation = await checkCorrelation(newTrade, positions);
if (correlation > 0.7) {
  return { approved: false, reason: "High correlation with existing positions" };
}

// Check drawdown
const drawdown = await calculateDrawdown();
if (drawdown > 0.10) {
  return { approved: false, reason: "Max drawdown exceeded" };
}

return { approved: true };

const positions = await broker.getPositions();

const metrics = {
  totalLots: positions.reduce((s, p) => s + p.lots, 0),
  longLots: positions.filter(p => p.side === "buy").reduce((s, p) => s + p.lots, 0),
  shortLots: positions.filter(p => p.side === "sell").reduce((s, p) => s + p.lots, 0),
  maxLongShortExposure: Math.abs(
    positions.filter(p => p.side === "buy").reduce((s, p) => s + p.lots, 0) -
    positions.filter(p => p.side === "sell").reduce((s, p) => s + p.lots, 0)
  )
};

console.table(metrics);

const maxDrawdownPercent = 0.10; // 10%
const currentDrawdown = calculateDrawdown();

if (currentDrawdown > maxDrawdownPercent) {
  return { approved: false, reason: "Max drawdown exceeded" };
}

// Halt all new trades if drawdown approaching limit
if (currentDrawdown > maxDrawdownPercent * 0.8) {
  await slack.alert({ channel: "#trading-alerts", text: "Drawdown warning" });
}

const dailyRiskReport = {
  date: new Date().toISOString(),
  accountBalance: 10000,
  equity: 9500,
  margin: 2000,
  freeMargin: 7500,
  marginLevel: 475,
  totalDrawdown: 0.05,
  openPositions: 3,
  totalExposure: 2.5,
  maxDrawdown: 0.08
};

await notion.createPage("Risk Report", dailyRiskReport);

Rationalization	Reality
"I will cut losses later"	Later never comes. Set stop-losses before entering any trade.
"This time is different"	It never is. Follow your strategy, not your emotions.
"I do not need to journal"	Journaling reveals patterns in your behavior. Track every trade.