risk-calculator

Position sizing for trading portfolios is calculated using fixed fractional risk, Kelly criterion, and leverage-aware strategies. By analyzing historical returns and asset correlations, the skill outputs sizing recommendations that balance risk exposure across equity and crypto portfolios.

Volatility analysis and correlation insights directly support optimizing asset allocation across mixed-asset portfolios. By evaluating historical returns and cross-asset correlations, the skill identifies diversification opportunities and generates alerts to improve risk-aware trading decisions.

Stress-testing portfolio risk and quantifying drawdown exposure is best achieved by applying configurable inputs like positions and historical benchmarks to scenario models. The skill evaluates volatility and correlation to produce risk metrics and alerts for decision making under volatility.

Portfolio risk analysis for Sharpe ratio and CVaR calculations requires configurable inputs including positions, historical returns, and benchmarks. Providing accurate benchmark data allows the skill to produce precise risk metrics, drawdown monitoring, and volatility analysis for equity and crypto portfolios.