risk-governor
OfficialVolatility-aware position sizing.
AuthorMosaic-agent
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Computing objective, volatility-aware position sizes to manage risk and optimize exposure when volatility spikes or market regimes shift, removing guesswork from sizing decisions.
Core Features & Use Cases
- GARCH-based sizing: derives a weight w(t) with w(t) = min(1.0, vol_target/σ_t) × regime_mult × trend_mult, translating volatility into actionable position size.
- Regime-aware adjustments: applies multipliers for regimes such as normal, volatile, or bear-like conditions to modulate exposure.
- Practical use cases: informs risk-controlled position sizing during elevated volatility, supports cap constraints, and blends with risk-model outputs for informed trading.
- Integration-ready: designed for automated risk workflows and on-demand queries.
Quick Start
Ask the system to compute the recommended position weight for a given asset using current GARCH volatility and regime signals.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: risk-governor Download link: https://github.com/Mosaic-agent/Mosaic-fund-agent/archive/main.zip#risk-governor Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 510,000+ vetted skills library on demand.