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Dorpeer95
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position-sizer

Calculate risk-based share counts for long stock trades via CLI.

Updated Mar 1, 2026
Search Tags:#risk-management#trading#atr#position-sizing#kelly-criterion#shares#portfolio-constraints
One-click install
npx skills add https://github.com/Dorpeer95/stocks-trading --skill position-sizer-dorpeer95
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: position-sizer
Source: https://github.com/Dorpeer95/stocks-trading/tree/main/.claude/skills/position-sizer
Command: npx skills add https://github.com/Dorpeer95/stocks-trading --skill position-sizer-dorpeer95

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

Position Sizer estimates risk-based share counts for long stock trades, helping preserve capital by applying disciplined sizing methods and portfolio constraints.

Core Features & Use Cases

  • Fixed Fractional sizing based on a fixed percentage of account
  • ATR-based sizing for volatility-adjusted stops
  • Kelly criterion for budget or shares sizing with portfolio constraints
  • Use cases: determining how many shares to buy given entry/stop, evaluating risk budgets, and enforcing max position and sector limits

Quick Start

Run the position_sizer script with your account size and a trade setup to generate a shares recommendation.

Frequently Asked Questions about position-sizer

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

FAQPage Schema
How do I calculate risk-based position sizing for swing trades?▼

Risk-based position sizing calculates share counts for long stock trades by applying Fixed Fractional, ATR-based, or Kelly criterion methods to your account size and trade setup to protect capital.

What is the difference between ATR-based and Kelly criterion position sizing?▼

ATR-based sizing adjusts share counts according to market volatility for stop placement, while Kelly criterion sizing calculates optimal capital allocation mathematically, both enforcing portfolio constraints like max position limits.

Can I enforce portfolio constraints like max position and sector limits when sizing trades?▼

Yes, trade sizing can enforce portfolio constraints including maximum position limits and sector exposure limits, ensuring calculated share counts remain within your predefined risk management boundaries.

How do I determine how many shares to buy given my entry and stop loss prices?▼

Input your account size, entry price, and stop loss price into the position sizer to calculate precise share counts using your selected risk management method, outputting via CLI as JSON and Markdown.

Does position sizing work without external dependencies or API connections?▼

Yes, position sizing runs entirely via local scripts without external dependencies, requiring only your account parameters and trade setup details to generate validated share count recommendations.

When should I not use the Kelly criterion for trade sizing?▼

Avoid Kelly criterion sizing when your trade win probability estimates are inaccurate or highly variable, as it can over-allocate capital; use Fixed Fractional or ATR-based methods for more conservative risk management.

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