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portfolio-risk-manager

Compute a vol-adjusted position cap for a new ticker using positions.json and yfinance data.

1|Updated Apr 6, 2026
Search Tags:#finance#portfolio#risk#position sizing#volatility#correlation#yfinance
One-click install
npx skills add https://github.com/kavi-lin/stock --skill portfolio-risk-manager
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: portfolio-risk-manager
Source: https://github.com/kavi-lin/stock/tree/main/skills/portfolio-risk-manager
Command: npx skills add https://github.com/kavi-lin/stock --skill portfolio-risk-manager

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, yfinance, and includes scripts (resource) components.

What problem does it solve?

Calculates a safe, vol-adjusted position cap for a new ticker given current holdings, helping manage risk and diversification in portfolio deployment.

Core Features & Use Cases

  • Vol-scaled cap: derives a position limit from target daily vol budget relative to ticker volatility.
  • Correlation awareness: reduces cap when the candidate correlates highly with large existing positions.
  • Sector concentration guardrail: enforces a sector exposure cap to avoid overweighting a sector.

Quick Start

Run the risk_manager.py script with a ticker symbol to obtain a JSON output detailing the final cap and reasoning.

Frequently Asked Questions about portfolio-risk-manager

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

FAQPage Schema
How do I calculate a volatility-adjusted position size for a new stock ticker?▼

Correlation awareness reduces the position cap when a candidate stock correlates highly with large existing holdings. This prevents over-concentration in similar assets and maintains portfolio diversification during risk evaluation.

How do I use yfinance data to enforce a sector concentration cap in my portfolio?▼

Use yfinance data with a sector concentration guardrail to enforce a maximum sector exposure cap. This prevents overweighting a specific sector by checking the candidate against current positions and applying a sector-aware limit.

Can I override the default volatility budget when computing a position cap?▼

Yes, you can override the default volatility budget using optional parameters like --vol-budget and --portfolio-size. These overrides adjust the raw vol-adjusted cap percentage to fit custom risk parameters before final cap calculation.

What is the best way to evaluate a candidate ticker against current holdings for risk management?▼

The best way to evaluate a candidate ticker is to compute a vol-adjusted position cap using current holdings data. This process applies correlation multipliers and sector checks to output a safe percentage cap with detailed reasoning.

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