skills.rest
dnkrow
dnkrowCOMMUNITY
Explore all skills by this author →
GitHub

position-sizer

Calculate share counts for long stock trades using fixed fractional, ATR-based, or half-Kelly sizing with portfolio constraints.

1|Updated May 15, 2026
Search Tags:#risk management#position sizing#ATR#kelly criterion#python cli#portfolio constraints#stock trading
One-click install
npx skills add https://github.com/dnkrow/skill --skill position-sizer-dnkrow
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: position-sizer
Source: https://github.com/dnkrow/skill/tree/main/claude-global/position-sizer
Command: npx skills add https://github.com/dnkrow/skill --skill position-sizer-dnkrow

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill helps you calculate how many shares to buy in a long stock trade while controlling downside risk and respecting portfolio concentration limits.

Core Features & Use Cases

  • Fixed Fractional Sizing: Risk a chosen percentage of account equity per trade using an explicit entry and stop.
  • ATR-Based Sizing: Convert volatility (ATR and multiplier) into a stop distance, then derive the share count from a target risk%.
  • Kelly Criterion Sizing: Use win-rate and payoff statistics to compute a (conservative) half-Kelly risk budget, optionally converting it to shares when entry/stop are provided.
  • Portfolio Constraints: Applies max position % and max sector % constraints and identifies which constraint is binding so you understand what limits the final size.

Quick Start

Ask: “For a $100,000 account, with entry $155 and stop $148.50, what position size should I use if I risk 1% and max the position at 10% with max sector exposure 30% (current sector exposure 22%)?”

Frequently Asked Questions about position-sizer

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

FAQPage Schema
How do I calculate position size based on ATR volatility for stock trading?▼

ATR-based position sizing converts volatility into a stop distance by applying a multiplier to the ATR value, then derives the share count from your target risk percentage. You provide the entry price and ATR value, and the calculation outputs a risk-based share count.

What is the half-Kelly criterion for sizing stock trades?▼

The half-Kelly criterion is a conservative position sizing method that uses your win-rate and payoff statistics to compute a risk budget. It calculates half of the full Kelly fraction to reduce volatility, optionally converting that budget into a share count when entry and stop prices are provided.

How do I apply portfolio concentration limits when calculating risk-based share counts?▼

Portfolio concentration limits restrict your final share count by applying maximum position and sector exposure percentages. The calculation identifies which constraint is binding by selecting the strictest limit, ensuring the recommended shares respect both your risk tolerance and portfolio constraints.

Can I use fixed fractional position sizing with an explicit entry and stop price?▼

Fixed fractional position sizing works with an explicit entry and stop price by risking a chosen percentage of your account equity. The calculation validates your inputs, computes the stop distance, determines the dollar risk per trade, and returns a recommended share count with a full risk breakdown.

Does position sizing work for long stock trades with specific account sizes and constraints?▼

Position sizing is designed for long stock trades where you specify your account size, entry, and stop. It validates inputs, computes dollar risk, applies maximum position and sector constraints, and returns a final recommended share count suitable for individual trading accounts.

Related Skills

Explore More Finance & Accounting Skills→
IgorGanapolskyIgorGanapolsky
38

Position Sizer

Calculate optimal trade position sizes using ATR, Kelly Criterion, and volatility-adjusted methods.

Community
Advanced
pasie15pasie15

position-sizer

Calculate optimal share counts for long stock trades with portfolio constraints.

Community
Intermediate
MileniumTickMileniumTick

position-sizer

Calculate risk-based position sizes for long stock trades using Fixed Fractional, ATR, or Kelly methods.

Community
Advanced
k1064190k1064190
2

position-sizer

Calculate optimal share counts for long stock trades using three sizing methods.

Community
Advanced