kavi-lin/portfolio-risk-manager
skills/portfolio-risk-manager/SKILL.md
Calculates vol-adjusted position size cap and correlation-aware multiplier for a new candidate ticker given current holdings. Use in investment protocol Phase 4 Step 2 to compute safe position size before entry. Reads positions.json and yfinance data; no API key.
development
Updated Apr 25, 2026
$ install --global
skillsauthnpx skillsauth add kavi-lin/stock portfolio-risk-managerInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
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SKILL.md
- name:
- portfolio-risk-manager
- description:
- Calculates vol-adjusted position size cap and correlation-aware multiplier for a new candidate ticker given current holdings. Use in investment protocol Phase 4 Step 2 to compute safe position size before entry. Reads positions.json and yfinance data; no API key.
- market:
- market-agnostic
- scope:
- portfolio-level
- data_sources:
- [positions.json, yfinance]
Portfolio Risk Manager
Purpose
Computes a safe position size cap for a new candidate ticker by:
- Vol scaling: target daily portfolio vol budget (default 0.6%) / ticker's daily vol = raw size %
- Correlation multiplier: reduce if candidate highly correlated with existing large positions
- Sector concentration cap: hard cap if candidate's sector already > 30% of portfolio
Usage
python3 skills/portfolio-risk-manager/scripts/risk_manager.py NVDA
python3 skills/portfolio-risk-manager/scripts/risk_manager.py NVDA --vol-budget 0.8
python3 skills/portfolio-risk-manager/scripts/risk_manager.py CRWV --positions positions.json
Defaults: reads positions.json from repo root; if missing, runs standalone
(vol-scaling only, correlation multiplier = 1.0).
Output schema
{
"ticker": "NVDA",
"generated_at": "ISO8601",
"inputs": {
"vol_budget_pct": 0.6,
"positions_loaded": 5,
"candidate_sector": "Technology",
"portfolio_size_usd": 100000
},
"ticker_stats": {
"daily_vol_pct": "float",
"ann_vol_pct": "float",
"avg_correlation_with_portfolio": "float -1 to 1"
},
"raw_vol_adjusted_cap_pct": "float — vol-only cap",
"correlation_multiplier": "float 0.5-1.0",
"sector_cap_triggered": "true | false",
"final_position_cap_pct": "float — apply this to base Kelly / Phase 4 size",
"reasoning": "string"
}
Caps table
| Correlation avg | Multiplier | |---|---| | < 0.3 | 1.00 | | 0.3 – 0.6 | 0.85 | | 0.6 – 0.8 | 0.70 | | > 0.8 | 0.55 |
Sector concentration > 30% → sector_cap_triggered=true, final cap × 0.5 extra penalty.
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