skills.rest
xpert-ai
xpert-aiOFFICIAL
Explore all skills by this author →
Website𝕏@xpertai_cloudGitHub

portfolio-risk-management

Convert equity investment theses into risk-controlled position sizes and hedge packages.

8|12|Updated Sep 19, 2025
Search Tags:#risk management#position sizing#portfolio risk#public equity#hedge design#equity hedging
One-click install
npx skills add https://github.com/xpert-ai/xpert-plugins --skill portfolio-risk-management-xpert-ai
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: portfolio-risk-management
Source: https://github.com/xpert-ai/xpert-plugins/tree/main/community/roles/financial-markets/skills/portfolio-risk-management
Command: npx skills add https://github.com/xpert-ai/xpert-plugins --skill portfolio-risk-management-xpert-ai

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill eliminates guesswork and manual error in public equity risk management by turning listed-equity investment theses into implementable, constraint-aligned position sizes and hedge packages, ensuring risk is controlled without sacrificing intended alpha.

Core Features & Use Cases

  • Position Sizing: Calculate prudent sizes for long, short, pair, ETF, and options positions using loss budget, volatility, liquidity, and portfolio mandate constraints.
  • Hedge Design: Evaluate and rank hedge candidates (equity, ETF, factor, options, futures) with transparent basis risk ledgers, cost/carry analysis, and readiness checks.
  • Integrated Risk Plans: Combine sizing and hedging into cohesive, decision-ready risk packages for public equity investment decisions. For example, a PM with a long view on a semiconductor stock can use this Skill to determine the maximum position size that fits their portfolio's single-name limit, then design a sector ETF hedge to reduce unwanted beta exposure.

Quick Start

Use the portfolio-risk-management skill to calculate the maximum prudent size for your long position in [ticker] and design a protective put hedge aligned with your 50bps NAV loss budget.

Frequently Asked Questions about portfolio-risk-management

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate position sizing for public equity portfolios without sacrificing alpha?▼

Position sizing for public equity portfolios is calculated by converting investment theses into risk-controlled sizes using loss budget, volatility, liquidity, and portfolio mandate constraints to preserve intended alpha.

What is thesis-preserving hedge design and when do I need it?▼

Thesis-preserving hedge design evaluates and ranks hedge candidates like equity, ETF, factor, options, and futures with basis risk ledgers and cost carry analysis to reduce unwanted beta exposure without losing alpha.

How do I design an integrated risk plan for long short equity trades?▼

Integrated risk plans combine position sizing and hedge design into cohesive decision-ready packages for long short equity, pair trades, ETFs, and listed options with PM-ready output and monitoring triggers.

Can I use ETFs and listed options for equity hedging within a specific NAV loss budget?▼

ETFs and listed options can be used for equity hedging by evaluating hedge candidates against a NAV loss budget, performing scenario P&L analysis, and checking liquidity readiness to ensure constraint alignment.

What is the best way to manage portfolio risk across multiple asset types like single names and sector ETFs?▼

Managing portfolio risk across single names and sector ETFs requires exposure mapping, basis risk evaluation, and liquidity assessment to produce PM-ready decisions with monitoring triggers for public equity portfolios.

What are the limitations of using factor hedges versus direct equity hedges for public equity positions?▼

Factor hedges versus direct equity hedges differ in basis risk ledgers and cost carry analysis, requiring transparent evaluation and ranking of hedge candidates to determine suitability for specific portfolio mandates.

Related Skills

Explore More Finance & Accounting Skills→
OneWave-AIOneWave-AI
245

portfolio-analyzer

Analyze investment portfolios for risk, diversification gaps, fees, and optimization opportunities.

Official
Basic
openaiopenai
488

portfolio-risk-management

Compute risk-aware position sizing and hedge design for public-equity portfolios.

Official
Advanced
tmcgatmcga
2

options-and-derivatives

Price options and analyze risk with full Greek sensitivities and scenario testing.

Community
Advanced
bencharoenwongbencharoenwong
3

parallax-pair-finder

Identify top counter-leg peers and report residual exposure after hedging.

Community
Advanced