Compute position sizes using Kelly gate, Black-Litterman allocation, and cluster caps.
npx skills add https://github.com/y0n1n1/financial-skills --skill sizing-y0n1n1
Please help me install this Agent Skill. Skill: sizing Source: https://github.com/y0n1n1/financial-skills/tree/main/sizing Command: npx skills add https://github.com/y0n1n1/financial-skills --skill sizing-y0n1n1
Determine optimal position sizing for a ticker or portfolio using a disciplined three-tool framework: Kelly pre-filter gate, Black-Litterman allocation, and cluster cap failsafe.
Run the sizing command for a single ticker (NVDA) or for the full portfolio to generate final weights and risk metrics.
High-intent search queries and answers about installing and using this skill.
Calculate position sizing by applying a Kelly gate pre-filter, a Black-Litterman posterior allocation, and cluster cap constraints to produce defensible final weights and risk metrics for a single ticker.
Portfolio risk management is enforced through non-negotiable rules: a positive Kelly gate, fixed cluster caps, and no auto-trading, ensuring the Black-Litterman allocation remains auditable and within safe boundaries.
The Kelly criterion gate works with Black-Litterman allocation by acting as a pre-filter that blocks assets failing the positive Kelly threshold, after which the Black-Litterman model computes posterior weights subject to cluster cap failsafes.
You can run full-portfolio sizing across multiple tickers at once by executing the sizing command without a specific ticker, generating final weights, transparent cap adjustment logs, and risk metrics for the entire portfolio.
Limitations of this deterministic position sizing framework include enforcing a no auto-trading rule, requiring theory context from investing files, and restricting outputs to GBP-denominated final weights without bypassing fixed cluster caps.
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