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trader-risk

Assess portfolio risk metrics and position sizing using the neural-trader CLI.

70.1k|8.4k|Updated Jun 2, 2025
Search Tags:#trading#position sizing#Circuit Breaker#Portfolio#VAR#Risk Assessment#neural-trader
One-click install
npx skills add https://github.com/ruvnet/claude-flow --skill trader-risk
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: trader-risk
Source: https://github.com/ruvnet/claude-flow/tree/main/plugins/ruflo-neural-trader/skills/trader-risk
Command: npx skills add https://github.com/ruvnet/claude-flow --skill trader-risk

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires neural-trader.

What problem does it solve?

Traders need quantitative risk metrics like VaR, CVaR, and Sharpe ratio before entering positions, but computing these manually or wiring up risk libraries is slow and error-prone. This Skill runs risk assessments through the neural-trader CLI and enforces circuit breaker checks.

Core Features & Use Cases

  • Risk Metrics: Compute VaR, CVaR, Sharpe ratio, and correlation analysis for single tickers or entire portfolios.
  • Position Sizing: Calculate position sizes using risk tolerance parameters or Kelly criterion.
  • Circuit Breaker Monitoring: Check daily/weekly loss limits, correlation spikes, volatility regime shifts, and concentration limits.
  • Use Case: Before adding a new position, run a portfolio-wide risk assessment to verify correlation stays below 0.8 and position sizing respects a 2% risk tolerance, then store the assessment in memory for audit.

Quick Start

Assess the risk of my AAPL position with a $10,000 investment and recommend position sizing.

Frequently Asked Questions about trader-risk

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

FAQPage Schema
How do I calculate VaR for a stock position?▼

Run npx neural-trader --var --symbol TICKER --investment AMOUNT to compute Value at Risk for a single position. The CLI also supports CVaR and Sharpe ratio through the risk assess command.

How to assess portfolio-wide risk with neural-trader?▼

Use npx neural-trader --risk assess --portfolio NAME for a full portfolio evaluation. Add --correlation --flag-threshold 0.8 to detect highly correlated holdings that increase concentration risk.

What position sizing methods does neural-trader support?▼

It supports fixed risk tolerance sizing via --risk-tolerance (e.g., 0.02 for 2%) and Kelly criterion sizing via --position-sizing kelly. Both are computed per symbol through the CLI.

What circuit breakers does the risk assessment check?▼

The assessment checks daily loss limits (3%), weekly loss limits (5%), correlation spikes above 0.85, volatility regime shifts (VIX above 2x), maximum position counts, and single-name concentration above 10%.

Does neural-trader need to be installed before running risk analysis?▼

Yes, the Skill checks for neural-trader with npm ls and installs it with npm install --ignore-scripts if missing. After that, all commands run through npx neural-trader.

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