portfolio-risk-manager
CommunityCompute safe vol-adjusted position sizes.
Authorkavi-lin
Version1.0.0
Installs0
System Documentation
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.
Dependency Matrix
Required Modules
numpypandasyfinance
Components
scripts
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: portfolio-risk-manager Download link: https://github.com/kavi-lin/stock/archive/main.zip#portfolio-risk-manager Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.