position-sizer

Position sizing for stock trades is calculated by using ATR and a multiplier to set stop distance, then scaling the share count based on your account equity and dollar risk to produce exact position values. The tool handles this via a Python CLI.

The Kelly Criterion applies to position sizing by computing optimal allocations from your win rate and payoff ratio. It produces risk budgets or converts them directly into share counts, offering full Kelly and half-Kelly calculations for long stock trades.

Portfolio constraints like max position and sector limits are enforced by checking your calculated share count against defined caps. The tool identifies the binding constraint and adjusts the final position value to ensure compliance with your portfolio rules.

Yes, you can compare fixed fractional, ATR-based, and Kelly sizing recommendations side by side. The tool runs multi-scenario comparisons for a single potential trade and outputs the results as JSON and Markdown reports for record-keeping.

No external Python packages are needed to run position sizing calculations. The tool operates entirely on the Python 3.9+ standard library, requiring no additional dependencies to compute share counts and generate reports.

Fixed fractional position sizing risks a fixed percentage of account equity to compute shares from your entry and stop prices. Use it when you want consistent dollar risk across trades, regardless of stock volatility or market conditions.