Position Sizer

Position sizing adjusts trade size to asset volatility, balancing risk and return. This Skill computes volatility-adjusted sizes by analyzing price data and risk inputs, returning primary sizing recommendations and alternatives suited to your account value and stop price.

Kelly Criterion optimizes long-term portfolio growth by calculating the fraction of capital to risk per trade. This Skill applies Kelly Criterion with risk constraints to generate position sizes that maximize compounded returns while respecting your risk tolerance and account constraints.

ATR-based sizing scales position size inversely to Average True Range, reducing exposure when volatility spikes. This Skill computes ATR-adjusted positions for individual securities, ensuring consistent risk per trade across changing market conditions.

Portfolio heat management tracks cumulative risk exposure across all open positions. This Skill integrates with RiskManager and RiskAgent to monitor total portfolio heat, ensuring individual position sizes keep aggregate exposure within defined limits.

Position sizing requires account value, security symbol, current price, and stop price as core inputs. This Skill processes these parameters along with price history and volatility data to return structured sizing decisions with risk metrics and integration references.

Dynamic sizing recalculates position sizes as volatility and price data evolve. This Skill recomputes sizing decisions in response to changing market conditions, allowing traders to maintain optimal risk-adjusted exposure without manual recalculation.